# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-252375
**Filing Date:** 2025-10
**Character Count:** 630679
**Document Hash:** c9f0088e8e323568820b2ee2644f8cc2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-252375.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001193125-25-252375

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251421438

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multi-Manager Alternative Strategies Fund (Series ID: S000036207)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000179757 | Multi-Manager Alternative Strategies Fund Institutional Class | CZAMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Multi-Manager Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000036207

- **c. LEI of Series:** 8Z4K1FUQRPCJYKZNOK04

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $548637084.55

**Total Liabilities:** $46662773.93

**Net Assets:** $501974310.62

**Amount of Assets Invested in Other Investment Companies:** $13579280.48

**Delayed Delivery Securities:** $38893576.39

**Stand-by Commitments:** $7353.77

**Cash Not Reported:** $1046298.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10652.894600000000 | **1-Year:** 1989.558000000000 | **5-Year:** 16107.282300000000 | **10-Year:** 20031.728200000000 | **30-Year:** 35926.008300000000

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

- **3-Month:** 10074.133600000000 | **1-Year:** -2011.308700000000 | **5-Year:** 13181.537500000000 | **10-Year:** 23713.852900000000 | **30-Year:** 25654.446400000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179757 | 1.01%                | 0.11%                | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127395.68              | $3993693.02                                |
| Month 2  | $478882.39               | $-2141106.02                               |
| Month 3  | $-128780.45              | $2825215.80                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MFA TRUST MFRA_23-INV2                                           | MFRA_23-INV2                                 | CUSIP: 59319BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $654869.41    | 0.13%             | 2058-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CNTY FL AVIATION REVENUE                              | County of Miami-Dade FL Aviation Revenue     | CUSIP: 59333P6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       85000 | PA      | $71550.20     | 0.01%             | 2035-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION C                                 | JPMAC_07-CH5                                 | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      309278 | PA      | $300401.40    | 0.06%             | 2037-06-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMBB_14-C23                                                     | JPMBB_14-C23                                 | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175897 | PA      | $4.57         | 0.00%             | 2047-09-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                  | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      310000 | PA      | $300370.32    | 0.06%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                          | AGGREKO HOLDINGS INC                         | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |       73000 | PA      | $75422.77     | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBIREO PHARMA INC                                               | ALBIREO PHARMA INC CVR                       | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |       37853 | NS      | $103172.14    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      470000 | PA      | $483647.43    | 0.10%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                            | CLEARWATER PAPER CORP                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94672.00     | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A                        | ADC_21-1A                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388000 | PA      | $377284.84    | 0.08%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI INC                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       92000 | PA      | $96884.70     | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                         | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      985000 | PA      | $995806.49    | 0.20%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      385000 | PA      | $383937.60    | 0.08%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213821.59    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC                     | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      545000 | PA      | $552512.84    | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD ALLEG_24-1A                                      | ALLEG_24-1A                                  | CUSIP: 01749FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      550000 | PA      | $553471.60    | 0.11%             | 2037-04-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD ALLEG_24-2A                                      | ALLEG_24-2A                                  | CUSIP: 01750RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |      500000 | PA      | $501725.00    | 0.10%             | 2037-07-24      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | NOVOLEX                                      | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20287.43     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC TLB 3.25             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      420995 | PA      | $420452.08    | 0.08%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                  | COGENT COMMUNICATIONS GROUP INC              | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89691.55     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                  | COGENT COMMUNICATIONS GROUP INC              | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19065.12     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                       | ALLIANT ENERGY FINANCE LLC                   | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      405000 | PA      | $370447.35    | 0.07%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188810.54    | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                       | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      580000 | PA      | $498525.56    | 0.10%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-5                               | COLT_22-5                                    | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      139832 | PA      | $141601.33    | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                               | COLT_23-1                                    | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281713 | PA      | $282820.96    | 0.06%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-7                               | COLT_24-7                                    | CUSIP: 19688YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      360000 | PA      | $365262.95    | 0.07%             | 2069-12-26      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92233.86     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC ALLO_23-1                                        | ALLO_23-1A                                   | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163000 | PA      | $174946.12    | 0.03%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   147528483 | NS      | $147484224.62 | 29.38%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                      | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      115000 | PA      | $121469.78    | 0.02%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC ALLO_24-1A                                       | ALLO_24-1A                                   | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      342200 | PA      | $372242.39    | 0.07%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC ALLO_25-1                                        | ALLO_25-1A                                   | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $434079.79    | 0.09%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                      | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125113.87    | 0.02%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $291053.86    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | Comerica Inc                                 | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |       27575 | NS      | $697647.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      420000 | PA      | $430751.98    | 0.09%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                        | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75000 | PA      | $59547.78     | 0.01%             | 2055-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                        | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      200000 | PA      | $173241.52    | 0.03%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      485000 | PA      | $515829.82    | 0.10%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_16-P3                                  | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7692967 | PA      | $34466.80     | 0.01%             | 2049-04-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                           | EVERARC ESCROW SARL                          | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $207688.06    | 0.04%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                         | EVERGY MISSOURI WEST INC                     | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $490244.83    | 0.10%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                        | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4100000 | PA      | $3825499.96   | 0.76%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                        | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4275000 | PA      | $4111299.61   | 0.82%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      525000 | PA      | $542692.77    | 0.11%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26315.61     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                        | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2950000 | PA      | $2909076.07   | 0.58%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC                         | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $211609.56    | 0.04%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3                  | CWALT_07-OH3                                 | CUSIP: 02151DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362999 | PA      | $348500.49    | 0.07%             | 2047-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      186000 | PA      | $147459.71    | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                                   | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425448 | PA      | $425443.43    | 0.08%             | 2038-07-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                      | EZCORP INC.                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      175000 | PA      | $184647.84    | 0.04%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                          | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $116403.60    | 0.02%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167484.33    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_19-KF71    | FHLMC_19-KF71                                | CUSIP: 30314GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      241274 | PA      | $225349.90    | 0.04%             | 2029-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                     | FARMERS EXCHANGE CAPITAL III                 | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $276093.47    | 0.06%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318422.30    | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                          | AMCOR GROUP FINANCE PLC                      | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $196634.28    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCHANGE                                             | FARMERS INSURANCE EXCHANGE                   | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82971.90     | 0.02%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_386                                       | FHLMC_386                                    | CUSIP: 31325YBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2680447 | PA      | $361651.78    | 0.07%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DULA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      307891 | PA      | $318524.11    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      775995 | PA      | $617842.55    | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1245330 | PA      | $1034716.96   | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      675355 | PA      | $586364.89    | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 16-2 AA PTT                | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151750 | PA      | $146052.61    | 0.03%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES INC TLB 3.25               | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      354112 | PA      | $355773.29    | 0.07%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1123954 | PA      | $975441.33    | 0.19%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      418346 | PA      | $391075.94    | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1973761 | PA      | $1904602.77   | 0.38%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      539225 | PA      | $504159.57    | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      155000 | PA      | $139895.06    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY              | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      670000 | PA      | $713111.15    | 0.14%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      815454 | PA      | $762382.99    | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                        | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1413582 | PA      | $1397030.65   | 0.28%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                     | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83001.95     | 0.02%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                     | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172083.56    | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      599212 | PA      | $519745.06    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 3133C6EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      417414 | PA      | $413580.83    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AHM_05-1                                                         | AHM_05-1                                     | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13261 | PA      | $13201.77     | 0.00%             | 2045-06-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      210000 | PA      | $161667.02    | 0.03%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-5                                             | FNMA_13-5                                    | CUSIP: 3136ABG64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      197812 | PA      | $192447.13    | 0.04%             | 2042-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_16-M4                                       | FNMA_16-M4                                   | CUSIP: 3136ARP44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250440 | PA      | $9305.19      | 0.00%             | 2039-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST 1                                           | AMERICAN TOWER TRUST I                       | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |      410000 | PA      | $416435.57    | 0.08%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157348.22    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_16-M11                                       | FNMA_16-M11B                                 | CUSIP: 3136AT5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344364 | PA      | $4745.96      | 0.00%             | 2039-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_19-M29                                       | FNMA_19-M29                                  | CUSIP: 3136B7HP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4300000 | PA      | $88113.02     | 0.02%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                   | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68033.56     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                   | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      195000 | PA      | $198923.28    | 0.04%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP                         | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      238000 | PA      | $245635.25    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA           | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       81000 | PA      | $84809.19     | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-98                 | FNMA_24-98                                   | CUSIP: 3136BUDG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      878234 | PA      | $92188.34     | 0.02%             | 2054-12-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-98                 | FNMA_24-98                                   | CUSIP: 3136BUDM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      581933 | PA      | $63754.64     | 0.01%             | 2054-12-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                         | AON CORP                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      230000 | PA      | $215691.91    | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB8 2.0                | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      270984 | PA      | $271208.83    | 0.05%             | 2030-06-22      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-98                 | FNMA_24-98                                   | CUSIP: 3136BUDT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      673621 | PA      | $69840.80     | 0.01%             | 2054-11-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-49                 | FNMA_25-49                                   | CUSIP: 3136BWAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1585083 | PA      | $89061.70     | 0.02%             | 2055-06-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K051                                           | FHLMC_K051                                   | CUSIP: 3137BM7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2099984 | PA      | $1684.61      | 0.00%             | 2043-10-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K057                                   | CUSIP: 3137BRQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4529777 | PA      | $36997.86     | 0.01%             | 2026-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA           | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |       60000 | PA      | $57672.52     | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA           | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |       20000 | PA      | $8719.58      | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_KS06                                           | FHLMC_KS06                                   | CUSIP: 3137BS5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2086565 | PA      | $5878.69      | 0.00%             | 2026-08-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PA                                  | FHLMC_K060                                   | CUSIP: 3137BTAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1349985 | PA      | $27435.61     | 0.01%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA           | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |      206000 | PA      | $90644.20     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-1                                  | ARRW_19-1                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31963 | PA      | $31123.53     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004              | FHLMC_Q004                                   | CUSIP: 3137FARN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      755733 | PA      | $28803.55     | 0.01%             | 2044-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K732                                           | FHLMC_K732                                   | CUSIP: 3137FG7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      832532 | PA      | $54.78        | 0.00%             | 2046-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1                   | ABFC_07-WMC1                                 | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560079 | PA      | $398226.82    | 0.08%             | 2037-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                        | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9364.94      | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05              | FHLMC_KL05                                   | CUSIP: 3137FNAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2400000 | PA      | $59499.84     | 0.01%             | 2027-12-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096        | FHLMC_K096                                   | CUSIP: 3137FNBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3390000 | PA      | $225359.40    | 0.04%             | 2029-07-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07 | FHLMC_KC07                                   | CUSIP: 3137FQK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3233428 | PA      | $22144.78     | 0.00%             | 2026-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002             | FHLMC_19-P002                                | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      705000 | PA      | $38049.84     | 0.01%             | 2033-07-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                        | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93169.09     | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK _25-1                            | AUTONATION FINANCE TRUST DRVPNK _2           | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $107002.61    | 0.02%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3             | FHLMC_KLU3                                   | CUSIP: 3137H0H76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1555940 | PA      | $113478.10    | 0.02%             | 2031-01-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC_5468                                                       | FHLMC_5468                                   | CUSIP: 3137HHBV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1900995 | PA      | $151952.60    | 0.03%             | 2054-10-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_ 25-1                                 | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65000 | PA      | $66187.64     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2A                       | AESOP_21-2A                                  | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355000 | PA      | $344503.89    | 0.07%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-2A                       | AESOP_24-2A                                  | CUSIP: 05377RKK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365000 | PA      | $370648.81    | 0.07%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      399000 | PA      | $382613.14    | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5496                                   | CUSIP: 3137HHZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     2155341 | PA      | $175549.04    | 0.03%             | 2055-01-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_5512                                      | FHLMC_5512                                   | CUSIP: 3137HK5N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2636695 | PA      | $206767.52    | 0.04%             | 2055-03-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK       | BAMLL_18-PARK                                | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95000 | PA      | $92649.03     | 0.02%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BGME TRUST BGME_21-VR                                            | BGME_21-VR                                   | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $324551.00    | 0.06%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5548B                                  | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      313149 | PA      | $304382.91    | 0.06%             | 2055-06-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5546B                                  | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      312370 | PA      | $298937.86    | 0.06%             | 2055-06-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_21-FPM                                           | BFLD_21-FPM                                  | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288000 | PA      | $287999.97    | 0.06%             | 2038-06-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                           | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $156464.39    | 0.03%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5544                | FHLMC_5544                                   | CUSIP: 3137HLPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2937688 | PA      | $204818.22    | 0.04%             | 2055-06-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5549                | FHLMC_5549                                   | CUSIP: 3137HLT85<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       95857 | PA      | $91806.55     | 0.02%             | 2055-06-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5547                | FHLMC_5547                                   | CUSIP: 3137HLVW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      311714 | PA      | $298389.26    | 0.06%             | 2055-06-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1497430 | PA      | $1192525.99   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                       | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      430000 | PA      | $469990.00    | 0.09%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                       | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      325000 | PA      | $326673.28    | 0.07%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      907815 | PA      | $724378.22    | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      327865 | PA      | $330488.97    | 0.07%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST ACRA_24-NQM1                                          | ACRA_24-NQM1                                 | CUSIP: 00112EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $646387.65    | 0.13%             | 2064-10-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY CXHE_05-A                                     | CXHE_05-A                                    | CUSIP: 152314MH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10333 | PA      | $10330.01     | 0.00%             | 2035-01-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS            | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |       16000 | PA      | $13735.76     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | H.J. HEINZ FINANCE COMPANY                   | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      240000 | PA      | $266677.44    | 0.05%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP            | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102723.21    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                  | HERTZ_23-1A                                  | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $655289.38    | 0.13%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | Hewlett Packard Enterprise Co                | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |        5750 | NS      | $363121.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGLEY PARK CLO LTD HIGPK_25-1                                   | HIGPK_25-1A                                  | CUSIP: 43128VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      450000 | PA      | $405000.00    | 0.08%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY            | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      351000 | PA      | $350251.17    | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      165000 | PA      | $150537.23    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY            | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221950.78    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN TLB4 2.0                | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      360000 | PA      | $360435.60    | 0.07%             | 2030-11-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                     | HILT_16-HHV                                  | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $436202.19    | 0.09%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| HEAT_05-2                                                        | HEAT_05-2                                    | CUSIP: 437084JV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479079 | PA      | $475213.26    | 0.09%             | 2035-07-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-1                          | HPA_19-1                                     | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76218 | PA      | $74152.85     | 0.01%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST HMBT_05-3                                | HMBT_05-3                                    | CUSIP: 43739EBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      602776 | PA      | $605923.01    | 0.12%             | 2035-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION HASC_06                                 | HASC_06-HE2                                  | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1097578 | PA      | $406685.52    | 0.08%             | 2036-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      272000 | PA      | $260202.45    | 0.05%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       65000 | PA      | $55054.53     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4894.14      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_19-55HY                                          | HY_19-55HY                                   | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85000 | PA      | $73017.52     | 0.01%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171624.03    | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                        | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1389180.52   | 0.28%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                 | AMC NETWORKS INC                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104050.38    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPOR                                 | AMMC_16-18A                                  | CUSIP: 001746AQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      467331 | PA      | $468483.43    | 0.09%             | 2031-05-26      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      715000 | PA      | $719160.51    | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | Huntington Bancshares Inc/OH                 | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          25 | NS      | $457.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON AUTO TRUST HACLN_24-2                                 | HACLN_24-2                                   | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324805 | PA      | $326065.43    | 0.06%             | 2032-10-20      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                         | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      101000 | PA      | $100443.31    | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / ICAHN ENTER           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      250000 | PA      | $238287.77    | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT_25-LPF2                      | ILPT_25-LPF2                                 | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      845000 | PA      | $871570.10    | 0.17%             | 2042-07-15      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| IMM_04-8                                                         | IMM_04-8                                     | CUSIP: 45254NKR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       17747 | PA      | $17716.38     | 0.00%             | 2034-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| IMPAC SECURED ASSETS CORP IMSA_06-5                              | IMSA_06-5                                    | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428954 | PA      | $395201.29    | 0.08%             | 2037-02-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $542942.94    | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH STATE CORP                                                 | SOUTH STATE CORP                             | CUSIP: 45384BAD8<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |      140000 | PA      | $145684.53    | 0.03%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD              | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |      200000 | PA      | $190248.86    | 0.04%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $262619.50    | 0.05%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2                     | INDX_06-AR2                                  | CUSIP: 45661EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592601 | PA      | $537799.21    | 0.11%             | 2046-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2                     | INDX_06-AR2                                  | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546285 | PA      | $495629.96    | 0.10%             | 2046-04-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                            | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43305.75     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                            | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       45000 | PA      | $41325.47     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      455000 | PA      | $406721.52    | 0.08%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3743.01      | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       85000 | PA      | $78595.52     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDINA VALLEY TEX INDPT SCH DIST                                 | Medina Valley Independent School District    | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $73227.47     | 0.01%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.0                  | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      759709 | PA      | $759709.49    | 0.15%             | 2030-10-23      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC MNET_25-2                     | MNET_25-2                                    | CUSIP: 59170JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $337977.65    | 0.07%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA        | NCMS_18-ALXA                                 | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $50686.78     | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC        | NCMS_20-2PAC                                 | CUSIP: 63875DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745814 | PA      | $13788.15     | 0.00%             | 2038-12-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC        | NCMS_20-2PAC                                 | CUSIP: 63875DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $34464.31     | 0.01%             | 2038-12-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK AND PRESBYTERIAN HOSPITAL                               | NEW YORK AND PRESBYTERIAN HOSPITAL           | CUSIP: 649322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $340231.86    | 0.07%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93179.37     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      550000 | PA      | $585107.92    | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297965.91    | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                              | OMERS FINANCE TRUST                          | CUSIP: 682142AL8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $259101.28    | 0.05%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GROUP INC                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66610.60     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                          | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $328633.90    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                          | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $590716.78    | 0.12%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172056.92    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100248.17    | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                          | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $725488.32    | 0.14%             | N/A             | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRUST                                 | SVHE_06-OPT5                                 | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      153265 | PA      | $149098.46    | 0.03%             | 2036-07-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                   | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $201320.33    | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                   | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      250000 | PA      | $247903.27    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                   | SOUTH BOW CANADIAN INFRASTRUCTURE            | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      265000 | PA      | $279635.22    | 0.06%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      184000 | PA      | $182365.48    | 0.04%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                       | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      375000 | PA      | $412312.50    | 0.08%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUS                                 | AOTA_15-1211                                 | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380000 | PA      | $358150.00    | 0.07%             | 2035-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE TRUST PRKAV_17-245P                                  | PRKAV_17-245P                                | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288000 | PA      | $281742.60    | 0.06%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE TRUST PRKAV_17-245P                                  | PRKAV_17-245P                                | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $519175.20    | 0.10%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST LBTY_16-225                                 | LBTY_16-225L                                 | CUSIP: 902055AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $280.50       | 0.00%             | 2036-02-10      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25                   | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      415910 | PA      | $416887.39    | 0.08%             | 2031-11-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UMB FINL CORP                                                    | UMB Financial Corp                           | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       18525 | NS      | $486281.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                   | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      345000 | PA      | $332802.18    | 0.07%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ABIOMED INC                                                      | ABIOMED Inc                                  | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       15541 | NS      | $24865.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                     | ADTALEM GLOBAL EDUCATION INC                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      103000 | PA      | $102582.51    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      227000 | PA      | $216731.36    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)               | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $206802.19    | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                        | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      475000 | PA      | $447833.75    | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                        | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      285000 | PA      | $272203.74    | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      590000 | PA      | $445726.56    | 0.09%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2760000 | PA      | $2004450.00   | 0.40%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      620000 | PA      | $357953.13    | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $126628.91    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                        | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      432000 | PA      | $440011.33    | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL             | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $240465.66    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $67167.97     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $400234.38    | 0.08%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      222000 | PA      | $215175.23    | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      220000 | PA      | $206662.50    | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $122797.85    | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1335000 | PA      | $1239464.06   | 0.25%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                   | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      330000 | PA      | $345371.38    | 0.07%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC / AERCA           | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      320000 | PA      | $328854.33    | 0.07%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1320000 | PA      | $1279575.00   | 0.25%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1345000 | PA      | $1356033.20   | 0.27%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       67000 | PA      | $67136.09     | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2865000 | PA      | $2865559.57   | 0.57%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4315000 | PA      | $4302358.40   | 0.86%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | VAR ENERGI ASA                               | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      340000 | PA      | $355250.87    | 0.07%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      290000 | PA      | $304438.00    | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      196000 | PA      | $187925.82    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      177000 | PA      | $192744.43    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       78000 | PA      | $80352.95     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      809000 | PA      | $804756.57    | 0.16%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-8                            | VERUS_22-8                                   | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74149 | PA      | $74337.37     | 0.01%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99676.16     | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-1                            | VERUS_22-1                                   | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      126793 | PA      | $119577.04    | 0.02%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-2                            | VERUS_23-2                                   | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $550268.07    | 0.11%             | 2068-03-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                         | VERUS_22-INV1                                | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297928 | PA      | $296575.26    | 0.06%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AIMCO AIMCO_17-AA                                                | AIMCO_17-AA                                  | CUSIP: 00900DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      900000 | PA      | $508061.70    | 0.10%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | BALL CORPORATION                             | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85892.24     | 0.02%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      285000 | PA      | $280088.71    | 0.06%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      615000 | PA      | $581614.63    | 0.12%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | BALL CORPORATION                             | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      775000 | PA      | $700956.71    | 0.14%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAFC_14-R6                                                       | BAFC_14-R6                                   | CUSIP: 05969KBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288302 | PA      | $287111.10    | 0.06%             | 2036-07-26      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90109.59     | 0.02%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119337.68    | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB | JPMCC_19-OSB                                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $354293.81    | 0.07%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-CES1                           | JPMMT_25-CES1                                | CUSIP: 46658XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $537664.97    | 0.11%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187699.08    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $581416.83    | 0.12%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                   | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      231000 | PA      | $215993.24    | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC TLB 2.0                       | CUSIP: 000000000<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      716269 | PA      | $716849.02    | 0.14%             | 2031-04-16      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS1                            | MCMLT_19-GS1                                 | CUSIP: 59981BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $653019.60    | 0.13%             | 2059-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      390600 | PA      | $12206.25     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | MOLINA HEALTHCARE INC                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206846.05    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C26                           | MSBAM_15-C26                                 | CUSIP: 61690VBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2165771 | PA      | $97.68        | 0.00%             | 2048-10-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39031.18     | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1                        | MSAC_05-WMC1                                 | CUSIP: 61744CLW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      154411 | PA      | $155836.98    | 0.03%             | 2035-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78257.90     | 0.02%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      475000 | PA      | $419397.24    | 0.08%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      135000 | PA      | $122647.84    | 0.02%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      490000 | PA      | $444445.95    | 0.09%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-4                            | VERUS_23-4                                   | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      529237 | PA      | $529501.07    | 0.11%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-2                            | VERUS_24-2                                   | CUSIP: 92539UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      472000 | PA      | $480509.78    | 0.10%             | 2069-02-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-1                            | VERUS_24-1                                   | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60972 | PA      | $61272.48     | 0.01%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO            | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      450000 | PA      | $434890.31    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO              | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28938.63     | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      395000 | PA      | $395981.73    | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47234.81     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107404.32    | 0.02%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                           | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      360000 | PA      | $364051.77    | 0.07%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC             | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      590000 | PA      | $581407.63    | 0.12%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                           | CHINA AOYUAN GROUP LTD - SCRIP SHR           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |       30741 | NS      | $461.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      160000 | PA      | $202626.68    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM TLJ 2.50                           | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      148500 | PA      | $148593.56    | 0.03%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                   | 1011778 BC UNLIMITED L CO TLB 1.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      787050 | PA      | $783610.59    | 0.16%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $116003.77    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                             | JETBLUE AIRWAYS TLB 5.5                      | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      431738 | PA      | $407128.46    | 0.08%             | 2029-08-27      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                              | Bank of Hawaii Corp                          | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       11850 | NS      | $315210.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                             | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $446871.76    | 0.09%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                      | YORKSHIRE WATER FINANCE PLC                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      155000 | PA      | $213025.55    | 0.04%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELTA 2 (LUX) SARL                                               | FORMULA 1 (DELTA 2 SARL) TLB2 2.0            | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |       89000 | PA      | $88926.13     | 0.02%             | 2031-09-30      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| DELTA 2 (LUX) SARL                                               | FORMULA 1 (DELTA 2 SARL) TLB1 2.0            | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      179000 | PA      | $178851.43    | 0.04%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | CLEAN HARBORS INC TLB 1.75                   | CUSIP: 000000000<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      312340 | PA      | $314388.88    | 0.06%             | 2028-10-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC TLB 1.75              | CUSIP: 000000000<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      612112 | PA      | $612112.03    | 0.12%             | 2031-10-30      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES INC (OLD)                                       | UNITED AIRLINES INC TLB 2.00                 | CUSIP: 000000000<br>LEI: MNUK2DGUCJQSQDF96X28 | Long             | LON              | CORP              | US        |      401575 | PA      | $401775.84    | 0.08%             | 2031-02-22      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                       | DYNASTY ACQUISITION CO TLB2 2.25             | CUSIP: 000000000<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       55932 | PA      | $56015.62     | 0.01%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                       | DYNASTY ACQUISITION CO TLB1 2.25             | CUSIP: 000000000<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      147048 | PA      | $147266.82    | 0.03%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM TLB 1.75                               | CUSIP: 000000000<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      440536 | PA      | $442945.45    | 0.09%             | 2031-04-18      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                       | EQUINIX EUROPE 2 FINANCING CORPORA           | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      130000 | PA      | $147903.99    | 0.03%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO TLB 2.5                  | CUSIP: 000000000<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      591277 | PA      | $592293.88    | 0.12%             | 2029-12-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $253898.81    | 0.05%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.75                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      640000 | PA      | $640000.00    | 0.13%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB 3.25            | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      940275 | PA      | $942155.55    | 0.19%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                 | GLOVES BUYER INC TLB 4.0                     | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      485000 | PA      | $477118.75    | 0.10%             | 2032-05-21      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25               | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      892762 | PA      | $892208.99    | 0.18%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP TLB 2.00                 | CUSIP: 000000000<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      443888 | PA      | $443887.50    | 0.09%             | 2030-02-11      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                  | QUEENSLAND TREASURY CORPORATION              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      335000 | PA      | $216669.76    | 0.04%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251105 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $2462.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251106 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $8508.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251106 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $2578.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMAHDP 20251107 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-41.24       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251107 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $2783.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251107 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $1576.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GR INC TLB2  3.25             | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      512425 | PA      | $513598.45    | 0.10%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMERICA INC                                 | UNITED RENTAL NORTH AMERIC TLB 1.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197500 | PA      | $198404.55    | 0.04%             | 2031-02-14      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                             | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      785000 | PA      | $822712.13    | 0.16%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                             | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $357908.23    | 0.07%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251112 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-1185.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3470000000 | PA      | $226754.69    | 0.05%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA                                 | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      197938 | PA      | $223693.54    | 0.04%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11637000000 | PA      | $727386.38    | 0.14%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STH AUSTRALIAN GOVT FIN AUTH                                     | SOUTH AUSTRALIAN GOVERNMENT FINANC           | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      280000 | PA      | $144007.34    | 0.03%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      430000 | PA      | $264301.64    | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVT OF)                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1020000 | PA      | $395161.73    | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $199845.55    | 0.04%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                   | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      185000 | PA      | $231717.72    | 0.05%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                               | JOHNSON CONTROLS INTERNATIONAL PLC           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $112157.72    | 0.02%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      405000 | PA      | $169772.58    | 0.03%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    16650000 | PA      | $298049.55    | 0.06%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258051.07    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MSM_05-5AR                                                       | MSM_05-5AR                                   | CUSIP: 61748HLN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $491723.00    | 0.10%             | 2035-09-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                        | AIRBUS SE                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111533.13    | 0.02%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SA                                       | CELLNEX FINANCE COMPANY SA                   | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $211399.62    | 0.04%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVERNMENT OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      585000 | PA      | $305019.41    | 0.06%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                            | AIRSERVICES AUSTRALIA                        | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      450000 | PA      | $269227.47    | 0.05%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UK CONV GILT                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $375191.17    | 0.07%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE BV                                         | GLOBAL SWITCH FINANCE BV                     | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $166833.18    | 0.03%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      415000 | PA      | $440439.99    | 0.09%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      408000 | PA      | $422681.65    | 0.08%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | VONOVIA SE                                   | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $194391.05    | 0.04%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $246235.97    | 0.05%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      980000 | PA      | $621234.81    | 0.12%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | ONTARIO (PROVINCE OF)                        | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      185000 | PA      | $216253.77    | 0.04%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $62609.79     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                             | BAYER US FINANCE LLC                         | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126817.92    | 0.03%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                      | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99817.14     | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      174000 | PA      | $173242.03    | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      520000 | PA      | $464221.57    | 0.09%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                      | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       86000 | PA      | $67292.56     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      600000 | PA      | $614894.58    | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL CLDCD_24-1                                         | CLDCD_24-1A                                  | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $275858.11    | 0.05%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141075.55    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                    | BAYLOR SCOTT & WHITE HOLDINGS                | CUSIP: 072863AE3<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      500000 | PA      | $490621.70    | 0.10%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                  | BCPE FLAVOR DEBT MERGER SUB LLC              | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $171113.04    | 0.03%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL INC MSAC_07-HE2                           | MSAC_07-HE2                                  | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1106280 | PA      | $504411.40    | 0.10%             | 2037-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL INC MSAC_07-NC3                           | MSAC_07-NC3                                  | CUSIP: 61755AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      577799 | PA      | $443501.30    | 0.09%             | 2037-05-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-EDU1                | BVCLN_24-EDU1                                | CUSIP: 07336PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      426359 | PA      | $432922.00    | 0.09%             | 2047-06-25      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TR                                 | BSMF_06-AR3                                  | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      232427 | PA      | $202299.30    | 0.04%             | 2036-10-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)              | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $201452.24    | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL FEDERATIVE REPUBLIC OF (GOV           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $204642.91    | 0.04%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-SPOT                                              | BX_25-SPOT                                   | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      474207 | PA      | $473911.43    | 0.09%             | 2040-04-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT6                                              | BX_25-VLT6                                   | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406000 | PA      | $404477.05    | 0.08%             | 2042-03-15      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5                        | BSMF_07-AR5                                  | CUSIP: 07400NAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      713970 | PA      | $638064.73    | 0.13%             | 2037-06-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TR                                 | BSMF_06-AR4                                  | CUSIP: 07401JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      278624 | PA      | $272009.82    | 0.05%             | 2036-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-CIP                           | BX_21-CIP                                    | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      373849 | PA      | $373737.47    | 0.07%             | 2038-12-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $93267.87     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14428.45     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $101507.90    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BSMF_07-AR3                                                      | BSMF_07-AR3                                  | CUSIP: 07401VAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249611 | PA      | $227063.85    | 0.05%             | 2037-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR MOUNTAIN PARK CLO LTD BRMTN_22-1A                           | BRMTN_22-1A                                  | CUSIP: 07403CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |      500000 | PA      | $501738.00    | 0.10%             | 2037-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC              | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      105000 | PA      | $122327.70    | 0.02%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_23-2                                       | CIFC_23-2A                                   | CUSIP: 125488AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      450000 | PA      | $452262.15    | 0.09%             | 2037-01-21      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R6                                              | CIM_20-R6                                    | CUSIP: 12560YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      619589 | PA      | $555850.12    | 0.11%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                    | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      807849 | PA      | $743620.96    | 0.15%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R3                                              | CIM_23-R3                                    | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      489261 | PA      | $466074.51    | 0.09%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | BRL/USD FUTURE (CME) OCT 25                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | BRL/USD FUTURE (CME) OCT 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          46 | NC      | $-1188.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BECLE SAB DE CV                                                  | BECLE SAB DE CV                              | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |      335000 | PA      | $284280.51    | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                             | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      360000 | PA      | $371021.87    | 0.07%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                          | AURIZON NETWORK PTY LTD                      | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $148204.52    | 0.03%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK              | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $314017.65    | 0.06%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-R1                                              | CIM_25-R1                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      603946 | PA      | $598434.24    | 0.12%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142762.66    | 0.03%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLT_05-D                                                        | FHLT_05-D                                    | CUSIP: 35729PMF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      628104 | PA      | $576919.73    | 0.11%             | 2035-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      391000 | PA      | $415224.79    | 0.08%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                        | GCAT_19-RPL1                                 | CUSIP: 36167CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $602259.00    | 0.12%             | 2068-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM4                                          | GCAT_22-NQM4                                 | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146485 | PA      | $146096.00    | 0.03%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $266902.42    | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      159432 | PA      | $150103.02    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130271 | PA      | $126462.11    | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      186872 | PA      | $175794.38    | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188477 | PA      | $177158.56    | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      928011 | PA      | $900880.78    | 0.18%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      373751 | PA      | $362631.77    | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                   | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      820873 | PA      | $790778.64    | 0.16%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC              | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90275.23     | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC              | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82314.64     | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II            | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20379.61     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II            | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100174.25    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMACM_06-AR1                                                     | GMACM_06-AR1                                 | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      359495 | PA      | $297970.15    | 0.06%             | 2036-04-19      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORPORATI           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      845000 | PA      | $520313.09    | 0.10%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD                  | NEW ZEALAND LOCAL GOVT FUNDING               | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      295000 | PA      | $197610.11    | 0.04%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-154             | GNMA_24-154                                  | CUSIP: 38384WAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1399906 | PA      | $89931.50     | 0.02%             | 2054-09-20      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-151             | GNMA_24-151                                  | CUSIP: 38384WFA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1281190 | PA      | $73648.44     | 0.01%             | 2054-09-20      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-160             | GNMA_24-160                                  | CUSIP: 38384YMZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2838056 | PA      | $177019.76    | 0.04%             | 2054-10-20      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE                   | GRACE_20-GRCE                                | CUSIP: 38406JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $443811.70    | 0.09%             | 2040-12-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                   | AA BOND CO LTD                               | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $143683.73    | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                         | COSTA RICA (REPUBLIC OF)                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $211376.71    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | S&P500 EMINI SEP 25                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           9 | NC      | $72993.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAPITAL INC                                                | CPPIB CAPITAL INC                            | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      155000 | PA      | $105751.34    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-SBX                                  | COMM_20-SBX                                  | CUSIP: 12598EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11501000 | PA      | $6299.10      | 0.00%             | 2038-01-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | S&P MID 400 EMINI SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           2 | NC      | $12209.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | CATTLE FEEDER OCT 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          15 | NC      | $58315.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | ICE NAT BAL PT OCT5                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -5 | NC      | $11026.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | IFSC NIFTY 50 SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IN        |          -1 | NC      | $1134.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | RUBBER (TCOM) JAN 26                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | JP        |           3 | NC      | $-938.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | FCOJ-A FUTURE NOV 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $3177.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CANADIAN DOLLAR                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |    -4200000 | OU      | $-26573.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      250000 | OU      | $166.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     2500000 | OU      | $-3997.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     2500000 | OU      | $14213.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_12-CR4                                  | COMM_12-CR4                                  | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672393 | PA      | $11714.91     | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                             | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      136000 | PA      | $107100.77    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    47150000 | PA      | $845271.12    | 0.17%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  5976000000 | PA      | $370145.02    | 0.07%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C31                                 | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1937126 | PA      | $15296.52     | 0.00%             | 2049-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      510000 | PA      | $512151.87    | 0.10%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | SARTORIUS FINANCE BV                         | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123845.25    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                  | QUEENSLAND TREASURY CORPORATION              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      955000 | PA      | $633113.25    | 0.13%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |    -3600000 | OU      | $-27378.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |    -5800000 | OU      | $-32061.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      221419 | OU      | $1244.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |        8871 | OU      | $-53.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |      400000 | OU      | $222.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |      200000 | OU      | $-121.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     4875000 | OU      | $46365.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      750000 | OU      | $-4408.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124735.31    | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL ESCROW CORP                     | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24002.21     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |    -2800000 | OU      | $-5793.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     2115871 | OU      | $2315.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3485357 | OU      | $-12942.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      741256 | OU      | $-1625.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | GAS OIL DEC 25                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $5322.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GAS OIL DEC 25                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-252.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHITE SUGAR (LIFFE) OCT 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-1076.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHITE SUGAR (LIFFE) DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $2983.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24761.55     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108727.72    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | JP        |    56574362 | OU      | $-1005.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | NORWAY KRONA                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | NO        |     5290994 | OU      | $9175.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | SG        |     1194781 | OU      | $3947.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | SG        |      537820 | OU      | $-2378.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                           | BIMBO BAKERIES USA INC                       | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      440000 | PA      | $442301.03    | 0.09%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                      | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      360000 | PA      | $381275.31    | 0.08%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | FTSE/MIB INDEX SEP 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |           1 | NC      | $6244.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE/MIB INDEX SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |           2 | NC      | $30383.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE/MIB INDEX SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |           3 | NC      | $-11939.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | FTSE/MIB MINI INDEX SEP 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |          11 | NC      | $30217.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | STOXX EUROPE 600 SEP 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          55 | NC      | $5184.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | STOXX EUROPE 600 SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          12 | NC      | $991.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      380000 | PA      | $392079.74    | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL ENERGY OP/NGL ENERGY FIN                 | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106707.45    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | STOXX EUROPE 600 SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |           2 | NC      | $-575.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MINI TPX IDX SEP 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |          17 | NC      | $29015.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | TOPIX INDEX SEP 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          10 | NC      | $76205.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          64 | NC      | $17598.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA NLT_21-INV1                                               | NLT_21-INV1                                  | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      764075 | PA      | $674304.45    | 0.13%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority | CUSIP: 64972JNQ7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |       90000 | PA      | $90757.90     | 0.02%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                             | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       36000 | PA      | $16890.97     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       55000 | PA      | $24138.42     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US 2YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         -33 | NC      | $-3669.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          -3 | NC      | $-1013.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE TAIWAN SEP 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |          13 | NC      | $4027.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE TAIWAN SEP 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |          11 | NC      | $1887.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    17560000 | PA      | $316058.07    | 0.06%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    18900000 | PA      | $336564.18    | 0.07%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US 10YR NOTE DEC 25                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          60 | NC      | $22128.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE DEC 25                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           5 | NC      | $3114.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_16-3A                                 | BLUEM_16-3A                                  | CUSIP: 09628VAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      525000 | PA      | $525789.60    | 0.10%             | 2030-11-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                                 | BLUEM_17-2A                                  | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      500000 | PA      | $500778.00    | 0.10%             | 2030-10-20      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      360000 | PA      | $362104.85    | 0.07%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | New York State Dormitory Authority           | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      150000 | PA      | $150902.90    | 0.03%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority             | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       85000 | PA      | $85395.40     | 0.02%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority             | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      130000 | PA      | $130298.60    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      307000 | PA      | $281755.22    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL_15-C3                                                      | CSAIL_15-C3                                  | CUSIP: 12635FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110236 | PA      | $11.77        | 0.00%             | 2048-08-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_24-BOCA                      | BOCA_24-BOCA                                 | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $195850.88    | 0.04%             | 2041-08-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        4300 | NS      | $321038.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                   | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      570000 | PA      | $383556.34    | 0.08%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                        | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      205000 | PA      | $246964.11    | 0.05%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-787S                                 | COMM_16-787S                                 | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $495384.95    | 0.10%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1                        | CSMC_19-NQM1                                 | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5681 | PA      | $5608.37      | 0.00%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33                         | CSMC_21-B33                                  | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423000 | PA      | $375263.60    | 0.07%             | 2043-10-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      470000 | PA      | $428909.06    | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | NEWS CORP                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      745000 | PA      | $718787.97    | 0.14%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                               | NextEra Energy Inc                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       20400 | NS      | $925403.83    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      290000 | PA      | $278856.67    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV/SA                                | LONZA FINANCE INTERNATIONAL NV/SA            | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      105000 | PA      | $121647.13    | 0.02%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                              | OMERS FINANCE TRUST                          | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $302638.01    | 0.06%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                 | VOLKSWAGEN FINANCIAL SERVICES AG             | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237201.71    | 0.05%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                         | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      345000 | PA      | $391528.75    | 0.08%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                              | NORWAY KINGDOM OF (GOVERNMENT)               | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2395000 | PA      | $234528.07    | 0.05%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SHORT EURO-BTP (ITALY GOVT) SEP 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |         205 | NC      | $-48860.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      585000 | PA      | $517243.55    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      445000 | PA      | $379439.44    | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                           | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      983000 | PA      | $1064624.51   | 0.21%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                           | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $276749.31    | 0.06%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SHORT EURO-BTP (ITALY GOVT) SEP 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          19 | NC      | $-9567.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  5001000000 | PA      | $343552.19    | 0.07%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                  | CONSOLIDATED COMMUNICATIONS INC              | CUSIP: 20903XAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $111937.33    | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                  | CONSOLIDATED COMMUNICATIONS INC              | CUSIP: 20903XAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20224.86     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                    | NATIONAL GAS TRANSMISSION PLC                | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $245302.74    | 0.05%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                            | FINLAND (REPUBLIC OF)                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      445000 | PA      | $524062.16    | 0.10%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                        | CONTINENTAL RESOURCES INC                    | CUSIP: 212015AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      476000 | PA      | $488345.66    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                        | CONTINENTAL RESOURCES INC                    | CUSIP: 212015AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      888000 | PA      | $762563.38    | 0.15%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1454000 | PA      | $2607628.29   | 0.52%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVT OF)                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1350000 | PA      | $763967.92    | 0.15%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE OIL LAST DAY NOV 25              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $-1163.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN MAR 26                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -27 | NC      | $16314.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN MAY 26                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -45 | NC      | $8499.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN DEC 25                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -58 | NC      | $9045.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CORN DEC 25                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -10 | NC      | $11188.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CORN DEC 25                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -40 | NC      | $-17548.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MILLING WHEAT MAR 26                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | FR        |         -47 | NC      | $2801.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MILLING WHEAT MAY 26                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | FR        |         -18 | NC      | $1047.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EURO STOXX BANK SEP 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          53 | NC      | $73121.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MILLING WHEAT DEC 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | FR        |         -49 | NC      | $2388.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COCOA MAR 26                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-4072.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | COCOA DEC 25                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           1 | NC      | $9145.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN           | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199209.59    | 0.04%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDING CO                                     | NORTHWEST NATURAL HOLDING CO                 | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |      415000 | PA      | $420372.23    | 0.08%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $175.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $-492.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | CAFL_19-3                                    | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25114 | PA      | $175.93       | 0.00%             | 2052-10-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_20-1                            | CAFL_20-1                                    | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124283 | PA      | $117148.35    | 0.02%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                     | Northwest Independent School District        | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      115000 | PA      | $116177.59    | 0.02%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                            | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      520000 | PA      | $512738.08    | 0.10%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRTH PARK MORTGAGE TRUST NRTH_24-PARK                            | NRTH_24-PARK                                 | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      362000 | PA      | $362013.07    | 0.07%             | 2041-03-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC TRUST OBX_21-NQM2                       | OBX_21-NQM2                                  | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      976052 | PA      | $807475.99    | 0.16%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_20-1                            | CAFL_20-1                                    | CUSIP: 21872UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147731 | PA      | $5556.33      | 0.00%             | 2050-03-15      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      640000 | PA      | $642188.15    | 0.13%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $461.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $-241.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE            | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      490000 | PA      | $411260.62    | 0.08%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE            | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      204000 | PA      | $215296.99    | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H032696<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1125000 | PA      | $1023799.38   | 0.20%             | 2055-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1100000 | PA      | $998599.06    | 0.20%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-396.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-602.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H040699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1750000 | PA      | $1632305.89   | 0.33%             | 2055-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H042695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1200000 | PA      | $1155572.83   | 0.23%             | 2055-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-2467.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -399999 | OU      | $-8637.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | MINI-DAX FUTURE SEP 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-2132.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | DJIA MINI e-CBOT SEP 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $673.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2015-9 CORP                                              | OCP_15-9A                                    | CUSIP: 67092BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $453314.40    | 0.09%             | 2037-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_21-NQM3                             | OBX_21-NQM3                                  | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1045449 | PA      | $861136.64    | 0.17%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | DJIA MINI e-CBOT SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           7 | NC      | $45084.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-SCHATZ SEP 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |         -25 | NC      | $-23.30       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H050698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2525000 | PA      | $2499351.30   | 0.50%             | 2054-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                        | CUSIP: 21H052694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3225000 | PA      | $3248672.98   | 0.65%             | 2055-09-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                 | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      580000 | PA      | $590337.21    | 0.12%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                 | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      370000 | PA      | $376080.33    | 0.07%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-SCHATZ SEP 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         -62 | NC      | $-1243.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | DOLLAR INDEX SEP 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         -24 | NC      | $10891.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                                        | CROCS INC                                    | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      110000 | PA      | $98741.99     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST CRSNT_21-MOON                                        | CRSNT_21-MOON                                | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492000 | PA      | $484620.00    | 0.10%             | 2036-04-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS SA                                   | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      296000 | PA      | $364940.01    | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EUR/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $491.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EUR/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          43 | NC      | $101169.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE OCT 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-1972.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE NOV 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-652.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE DEC 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-2432.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_19-1A                                 | DNKN_19-1A                                   | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      178600 | PA      | $177851.04    | 0.04%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | DBGS_18-C1                                   | CUSIP: 23307DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      542000 | PA      | $527915.64    | 0.11%             | 2051-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | E-MINI NATURAL GAS OCT 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -12 | NC      | $-4242.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MAIZE FUTURE NOV 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | FR        |          -4 | NC      | $899.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR MAR 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          41 | NC      | $24048.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR MAR 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          19 | NC      | $-5197.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR JUN 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          71 | NC      | $-18569.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR JUN 27                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          56 | NC      | $9641.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS_21-W52                                                      | DBGS_21-W52                                  | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $503278.00    | 0.10%             | 2036-10-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST DOLP_21-NYC                                           | DOLP_21-NYC                                  | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $434501.55    | 0.09%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      630000 | PA      | $636993.73    | 0.13%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_23-1                                    | COLO_23-1                                    | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $229607.94    | 0.05%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR JUN 28                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          20 | NC      | $-2655.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR SEP 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |         -26 | NC      | $58.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR SEP 27                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |           4 | NC      | $499.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | 3MO EURO EURIBOR DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |         -25 | NC      | $971.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR DEC 28                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-0.52        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | S&P500 EMINI SEP 25                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           3 | NC      | $-616.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DAFC_17-AMO                                                      | DAFC_17-AMO                                  | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $396197.97    | 0.08%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTL LLC / EMC CORP                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      275000 | PA      | $350870.71    | 0.07%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC/EMC CORP              | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319273.51    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC/EMC CORP              | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209944.04    | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ICE NAT BAL PT NOV5                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -5 | NC      | $15855.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US 5YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          70 | NC      | $17724.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES 2020-A                       | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       65785 | PA      | $62481.70     | 0.01%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      127000 | PA      | $134330.04    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      335000 | PA      | $350582.88    | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      435000 | PA      | $466748.08    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         128 | NC      | $39763.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LONG GILT DEC 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | GB        |         -44 | NC      | $1133.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LONG GILT DEC 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |         -21 | NC      | $-2073.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BTP (ITALY GOVT) SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          61 | NC      | $-47540.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      355000 | PA      | $364024.21    | 0.07%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                          | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302813.19    | 0.06%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BTP (ITALY GOVT) SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |           8 | NC      | $-8431.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EURO-BTP (ITALY GOVT) SEP 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |         -18 | NC      | $12299.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST OCCU_22-1                            | OCCU_22-1                                    | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76508 | PA      | $76616.19     | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $269469.72    | 0.05%             | 2042-02-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KL COMPOSITE INDX SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | MY        |           8 | NC      | $-2111.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | 90 D AUD BANK BILL RATE SEP 26               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | AU        |          15 | NC      | $1048.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                   | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $422237.95    | 0.08%             | 2042-02-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION             | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $217983.96    | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | 90 D AUD BANK BILL RATE DEC 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |         -10 | NC      | $252.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | E-MINI MATERIALS SELECT SECTOR SEP           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2668.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DPABS_15-1A                                                      | DPABS_15-1A                                  | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231875 | PA      | $231703.11    | 0.05%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LLC DPABS_25-1A                      | DPABS_25-1A                                  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $120562.50    | 0.02%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST DROP_21-FILE                                 | DROP_21-FILE                                 | CUSIP: 26210YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $293895.00    | 0.06%             | 2043-10-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93205.52     | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | XAI INDUSTRIAL SEP 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2511.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EMINI ENERGY SELECT SECTOR SEP 25            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          -2 | NC      | $-9632.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM3                  | EFMT_25-NQM3                                 | CUSIP: 26846YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $524575.90    | 0.10%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                     | ELP_21-ELP                                   | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347108 | PA      | $346782.39    | 0.07%             | 2038-11-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      900000 | OU      | $2448.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     6500000 | OU      | $-40585.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -625000 | OU      | $1687.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      870000 | PA      | $813002.69    | 0.16%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      175000 | PA      | $181234.15    | 0.04%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -125000 | OU      | $-31.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -812500 | OU      | $497.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | E-MINI CONSUMER STAPLES SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           3 | NC      | $-1294.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EMINI TECHNOLOGY SELECT SECTOR SEP           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           2 | NC      | $8847.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |    -2000000 | OU      | $-14631.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $171.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      400000 | OU      | $-5399.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $-342.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | E-MINI CONSUMER DISCRETIONARY SEP            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1611.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | PLATINUM TCOM JUN 26                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | JP        |           2 | NC      | $-1992.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      400000 | OU      | $-8315.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $1227.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3800000 | OU      | $22257.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1400000 | OU      | $8230.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $2677.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3800000 | OU      | $17675.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CANADIAN DOLLAR                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |      200000 | OU      | $102.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |     3000000 | OU      | $30061.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     3600000 | OU      | $44054.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $-292.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     2875000 | OU      | $61010.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1000000 | OU      | $6131.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       68000 | PA      | $73201.23     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | EDGEWELL PERSONAL CARE CO                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       94000 | PA      | $93592.67     | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JPN 10YR BOND (OSE) SEP 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |          -9 | NC      | $51342.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | JPN 10YR BOND (OSE) SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | JP        |          -1 | NC      | $-549.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | EDGEWELL PERSONAL CARE CO                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9526.26      | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD ELM30_24-6A                                   | ELM30_24-6A                                  | CUSIP: 29001JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      500000 | PA      | $501866.50    | 0.10%             | 2037-07-17      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| EMERA INCORPORATED                                               | EMERA INC                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $705505.13    | 0.14%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                           | ABU DHABI (EMIRATE OF)                       | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $157840.72    | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | GOLD TCOM FUTURE APR 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | JP        |           6 | NC      | $20323.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GOLD TCOM FUTURE JUN 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | JP        |          17 | NC      | $28433.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | IFSC NIFTY 50 SEP 25                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | IN        |          21 | NC      | $-16096.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     1000000 | OU      | $-3876.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      312577 | OU      | $-598.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      400000 | OU      | $315.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | ENCANA CORPORATION                           | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      495000 | PA      | $521196.75    | 0.10%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | ENCANA CORPORATION                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      450000 | PA      | $462890.47    | 0.09%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-206.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDIAN RUPEE                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $-2685.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDIAN RUPEE                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -3799992 | OU      | $-17769.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |    91309385 | OU      | $4567.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1107366 | OU      | $748.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -598058 | OU      | $-1380.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-323.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-424.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1099998 | OU      | $-8531.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1099998 | OU      | $120.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | MEXICAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1477379 | OU      | $19780.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | MEXICAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -589194 | OU      | $-1023.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      465000 | PA      | $526685.47    | 0.10%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                 | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      360000 | PA      | $374486.33    | 0.07%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                  | 180 MEDICAL INC                              | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      311000 | PA      | $298671.52    | 0.06%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                            | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      335000 | PA      | $326214.42    | 0.06%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                       | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38307.44     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                       | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151435.22    | 0.03%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NORWAY KRONA                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -3200000 | OU      | $65387.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NEW ZEALAND DOLLAR                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |     2800000 | OU      | $1624.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      879546 | PA      | $893092.89    | 0.18%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1107541 | PA      | $1116232.32   | 0.22%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      514469 | PA      | $523396.03    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      439796 | PA      | $447220.34    | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -3200000 | OU      | $56309.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWEDISH KRONA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -2800000 | OU      | $59229.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      530545 | PA      | $549192.95    | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      665615 | PA      | $674059.19    | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -7200000 | OU      | $10784.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TURKISH LIRA                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1200000 | OU      | $15055.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOUTH AFRICA COMM. RD                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -4000000 | OU      | $40669.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOUTH AFRICA COMM. RD                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1300000 | OU      | $-6096.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      800000 | OU      | $-1660.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JPX-NIKKEI INDEX 400 SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |           1 | NC      | $817.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | STOXX 600 INSURANCE SEP 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           1 | NC      | $1171.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | STOXX 600 INSURANCE SEP 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-826.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      520308 | PA      | $528278.42    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      765111 | PA      | $780488.46    | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      280827 | PA      | $262550.15    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1721793 | PA      | $1657472.89   | 0.33%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1357748 | PA      | $1308348.79   | 0.26%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNMA_426                                         | FNMA_426                                     | CUSIP: 31422M2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      564500 | PA      | $75154.45     | 0.01%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JPY/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          -1 | NC      | $-1270.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | JPY/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         -29 | NC      | $-26386.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIEMAE STRIP FNMA_426                                         | FNMA_24-426                                  | CUSIP: 31422M2E5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1379432 | PA      | $178271.79    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNMA_434                                         | FNMA_434                                     | CUSIP: 31423XZ61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3272610 | PA      | $432646.32    | 0.09%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | COFFEE MAR 26                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           5 | NC      | $90775.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COFFEE DEC 25                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           3 | NC      | $49117.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_436                                        | FNSTR_436                                    | CUSIP: 31424UGV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1080799 | PA      | $142011.68    | 0.03%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      765878 | PA      | $782827.60    | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | COFFEE DEC 25                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           1 | NC      | $1990.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | KOREA 3YR BOND SEP 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | KR        |         548 | NC      | $45678.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STRIPS FHSTR_400                                     | FHSTR_23-400                                 | CUSIP: 3142G42H3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      459904 | PA      | $62295.14     | 0.01%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      534984 | PA      | $553788.45    | 0.11%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOSPI200 MINI SEP 25                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | KR        |           6 | NC      | $-1213.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CRUDE PALM OIL JAN 26                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | MY        |          11 | NC      | $-9024.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 3142GTBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      386911 | PA      | $397076.23    | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                              | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      396439 | PA      | $402968.05    | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CRUDE PALM OIL OCT 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | MY        |          11 | NC      | $-10066.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CRUDE PALM OIL NOV 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | MY        |          26 | NC      | $-26535.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CRUDE PALM OIL DEC 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | MY        |          30 | NC      | $-26175.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WIG20(PLN20) INDEX SEP 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | PL        |          27 | NC      | $-2133.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-SFT                         | CHI_25-SFT                                   | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $574652.90    | 0.11%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | WHEAT KCBT FUTURE MAR 26                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |         -10 | NC      | $2901.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WHEAT KCBT FUTURE DEC 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -8 | NC      | $4756.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                | CGCMT_23-SMRT                                | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $139385.34    | 0.03%             | 2028-06-10      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      195000 | PA      | $175111.48    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CINCOR PHARMA INC                                                | CINCOR PHARMA INC RIGHTS                     | CUSIP: 172CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44405 | NS      | $177620.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CONCERT PHARMACEUTICALS INC                                      | CONCERT PHARMACEUTICALS INC CVR              | CUSIP: 206CVR011<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |      173147 | NS      | $81154.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R03              | CAS_23-R03                                   | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $302124.14    | 0.06%             | 2043-04-25      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS_22-R09                                          | CAS_22-R09                                   | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       79518 | PA      | $80714.55     | 0.02%             | 2042-09-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS ESCROW LLC                        | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197678.44    | 0.04%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS LP/FERRELLGAS FIN                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |      219000 | PA      | $202654.23    | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03                   | CAS_22-R03                                   | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11875 | PA      | $12059.28     | 0.00%             | 2042-03-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                      | CAS_22-R04                                   | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       20908 | PA      | $21227.09     | 0.00%             | 2042-03-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05              | CAS_22-R05                                   | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      645000 | PA      | $661449.44    | 0.13%             | 2042-04-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06        | CAS_23-R06                                   | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      120000 | PA      | $123964.82    | 0.02%             | 2043-07-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION                                          | First Busey Corp                             | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       12125 | NS      | $305065.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                    | FIRST CITIZENS BANCSHARES INC                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397288.89    | 0.08%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02        | CAS_24-R02                                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      236720 | PA      | $236769.92    | 0.05%             | 2044-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02        | CAS_21-R02                                   | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       80000 | PA      | $83432.02     | 0.02%             | 2041-11-25      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01        | CAS_22-R01                                   | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12512 | PA      | $12515.97     | 0.00%             | 2041-12-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01        | CAS_22-R01                                   | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $576223.78    | 0.11%             | 2041-12-25      | Variable      | 10.35%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                   | CAS_22-R06                                   | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       44676 | PA      | $45595.15     | 0.01%             | 2042-05-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R02                   | CAS_25-R02                                   | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355000 | PA      | $355778.44    | 0.07%             | 2045-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R04                   | CAS_25-R04                                   | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271006 | PA      | $271448.28    | 0.05%             | 2045-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                           | CONNECTONE BANCORP INC                       | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272701.91    | 0.05%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01        | CAS_23-R01                                   | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81753 | PA      | $83755.12     | 0.02%             | 2042-12-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP/JSG FINANCE INC            | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91703.27     | 0.02%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83714.67     | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                        | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30140.03     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                        | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108639.94    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       82000 | PA      | $89952.57     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC JMIKE_24-1                              | JMIKE_24-1                                   | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353225 | PA      | $363002.94    | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                             | JETBLUE AIRWAYS CORPORATION                  | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      345000 | PA      | $342735.34    | 0.07%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1  | JETBLUE 2020-1 CLASS A PT                    | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      282213 | PA      | $264597.17    | 0.05%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                          | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83943.99     | 0.02%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Kedrion                                                          | KEVLAR SPA                                   | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      321000 | PA      | $315866.83    | 0.06%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KEYSPAN GAS EAST CORPORATION                 | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $235586.00    | 0.05%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                          | LMAT_21-GS5                                  | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770488 | PA      | $770687.33    | 0.15%             | 2067-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| LMT_06-1                                                         | LMT_06-1                                     | CUSIP: 52520MFB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      495506 | PA      | $222182.84    | 0.04%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FFML_06-FF9                                                      | FFML_06-FF9                                  | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1105957.08   | 0.22%             | 2036-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC                                  | FIRST INTERSTATE BANCSYSTEM INC              | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182154.99    | 0.04%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | WHEAT KCBT FUTURE DEC 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |         -50 | NC      | $-604.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | WHEAT KCBT FUTURE DEC 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -13 | NC      | $18931.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXS_06-2N                                                        | LXS_06-2N                                    | CUSIP: 525221HD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390217 | PA      | $348663.09    | 0.07%             | 2036-02-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST LXS_06-15                                        | LXS_06-15                                    | CUSIP: 52523MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      577257 | PA      | $517466.40    | 0.10%             | 2036-10-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST LXS_06-19                                        | LXS_06-19                                    | CUSIP: 52523YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      534867 | PA      | $505105.67    | 0.10%             | 2036-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST LXS_07-16N                                       | LXS_07-16N                                   | CUSIP: 52525BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      422304 | PA      | $379000.14    | 0.08%             | 2047-09-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LEXINGTON REALTY TRUST                       | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      135000 | PA      | $122896.74    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2                       | LIFE_22-BMR2                                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $515422.19    | 0.10%             | 2039-05-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2                       | LIFE_22-BMR2                                 | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605000 | PA      | $561428.87    | 0.11%             | 2039-05-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                    | LINEAGE OP LP                                | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |      195000 | PA      | $196666.35    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88258.23     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                          | Live Oak Bancshares Inc                      | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        9100 | NS      | $230958.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | NIKKEI 225 (CME) SEP 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           3 | NC      | $30768.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | OAT FUTURE DEC 25                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $220.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LBMLT_06-4                                                       | LBMLT_06-4                                   | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      908708 | PA      | $473901.30    | 0.09%             | 2036-05-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| LBMLT_06-10                                                      | LBMLT_06-10                                  | CUSIP: 54251YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1727285 | PA      | $506668.91    | 0.10%             | 2036-11-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC                        | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      170000 | PA      | $176035.78    | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                | MC BRAZIL DOWNSTREAM TRADING SARL            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      200686 | PA      | $170895.16    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC2                        | MHC_21-MHC2                                  | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $600937.50    | 0.12%             | 2038-05-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19881.66     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST FNLC_05-4                                        | FNLC_05-4                                    | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150149 | PA      | $147706.76    | 0.03%             | 2036-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                 | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      229000 | PA      | $220016.82    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66660.05     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                     | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79619.19     | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FIRSTCASH INC                                | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103829.77    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                       | FKH_20-SFR2                                  | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188728 | PA      | $187400.71    | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      103000 | PA      | $64310.91     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      145000 | PA      | $97729.85     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      235000 | PA      | $186588.61    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       51000 | PA      | $34831.62     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_24-42                                    | MAGNE_24-42A                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $354716.55    | 0.07%             | 2038-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                       | MAJORDRIVE HOLDINGS IV LLC                   | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       85000 | PA      | $68731.46     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                  | MARB BONDCO PLC                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $361055.08    | 0.07%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC           | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $247756.41    | 0.05%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | ONYP_20-1NYP                                 | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372000 | PA      | $357120.00    | 0.07%             | 2036-01-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $207947.30    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                   | ONTARIO TEACHERS FINANCE TRUST               | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $418560.05    | 0.08%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | OPAL BIDCO SAS                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      105000 | PA      | $106842.27    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $72691.04     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | OPEN TEXT INC                                | CUSIP: 683720AC0<br>LEI: 391200TOWHX99FWE8G92 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32238.55     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_06-3                        | OOMLT_06-3                                   | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820261 | PA      | $528370.23    | 0.11%             | 2037-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97881.82     | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      215000 | PA      | $218959.56    | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OOMLT_07-5                                                       | OOMLT_07-5                                   | CUSIP: 68403HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      765465 | PA      | $407320.85    | 0.08%             | 2037-05-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       45000 | PA      | $50515.16     | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                                  | TXNM ENERGY INC                              | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      265000 | PA      | $346699.50    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                              | PRKCM_21-AFC2                                | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      904010 | PA      | $804596.33    | 0.16%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PT PERTAMINA (PERSERO)                       | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $187214.54    | 0.04%             | 2030-08-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RPL1                                            | PRPM_24-RPL1                                 | CUSIP: 69380XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $677911.50    | 0.14%             | 2064-12-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2        | PGA_24-RSR2                                  | CUSIP: 69381CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $669789.49    | 0.13%             | 2039-06-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO-OAT SEP 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |          -5 | NC      | $11491.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-OAT SEP 25                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |         -49 | NC      | $86170.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC PRPM_25-RCF3                                    | PRPM_25-RCF3                                 | CUSIP: 69392PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $560917.22    | 0.11%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_15-1                                 | PLMRS_15-1A                                  | CUSIP: 69689ACA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      510000 | PA      | $511516.74    | 0.10%             | 2034-05-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                         | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $201161.06    | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTL INC                                              | PAPA JOHNS INTERNATIONAL INC                 | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105741.81    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISORS CLO LTD PAIA_21-1             | PAIA_21-1A                                   | CUSIP: 70015QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      250000 | PA      | $250000.00    | 0.05%             | 2034-01-20      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISORS CLO LTD PAIA_21-1             | PAIA 2021-1A                                 | CUSIP: 70015QAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      450000 | PA      | $450000.00    | 0.09%             | 2034-01-20      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | PAYCHEX INC                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      415000 | PA      | $428842.27    | 0.09%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $172392.19    | 0.03%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                                 | FKH_21-SFR2                                  | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $818886.18    | 0.16%             | 2038-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1124134.68   | 0.22%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      220000 | PA      | $213206.38    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                     | PETRORIO LUXEMBOURG SARL                     | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $200051.60    | 0.04%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    10000000 | PA      | $172184.77    | 0.03%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $277014.50    | 0.06%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                          | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      275000 | PA      | $290045.51    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                   | YUM! BRANDS INC TLB 1.75                     | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      327509 | PA      | $328635.15    | 0.07%             | 2028-03-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                      | POPULAR INC                                  | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |      215000 | PA      | $226153.81    | 0.05%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                            | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224476.92    | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60623.02     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                       | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      245000 | PA      | $246592.50    | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                                         | SOUTHSIDE BANCSHARES INC                     | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |      365000 | PA      | $365089.23    | 0.07%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO               | CUSIP: 845437BT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $54747.78     | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265436.00    | 0.05%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1                 | JPMAC_07-HE1                                 | CUSIP: 46630KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1032263 | PA      | $972689.33    | 0.19%             | 2047-03-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                          | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      272000 | PA      | $217768.95    | 0.04%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194883.14    | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP JPMCC_22-NLP | JPMCC_22-NLP                                 | CUSIP: 466317AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224544 | PA      | $187712.90    | 0.04%             | 2037-04-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT FOODS GROUP INC                        | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217561.71    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS ISSUER SARL                              | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $312729.46    | 0.06%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                     | TMUST_22-1A                                  | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69798 | PA      | $69855.77     | 0.01%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING BELL_16-1A                                     | BELL_16-1A                                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553125 | PA      | $553228.82    | 0.11%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118005.78    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258113.60    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TL 2.5                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      148875 | PA      | $148968.79    | 0.03%             | 2032-01-19      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC                  | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105162.04    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO-BUND SEP 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |         -33 | NC      | $-7630.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $780.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $-3885.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND DEC 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         -14 | NC      | $-8454.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EUR/JPY FUTURE SEP 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2671.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN JAN 26                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -22 | NC      | $-14461.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MAR 26                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -14 | NC      | $1291.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN NOV 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -42 | NC      | $-45993.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN NOV 25                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-3027.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 MAR 26                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $188.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 MAR 26                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $-293.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES3                                 | RCKT_24-CES3                                 | CUSIP: 74942AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $576333.44    | 0.11%             | 2044-05-25      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10                  | RFMSI_06-S10                                 | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      452294 | PA      | $367759.19    | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SUGAR #11 MAR 26                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -31 | NC      | $3645.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 OCT 25                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $591.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 OCT 25                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -12 | NC      | $-1887.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SGX TSI IRON ORE CHINA 62% FUT OCT           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | SG        |          79 | NC      | $3784.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-OAT SEP 25                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         -24 | NC      | $11398.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EURO-BOBL SEP 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |         -50 | NC      | $-13077.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      620000 | PA      | $493290.30    | 0.10%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCM 37 LTD LCM_37A-AR                                            | LCM_37A                                      | CUSIP: 50204JAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      525000 | PA      | $523993.58    | 0.10%             | 2034-04-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL SEP 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         -23 | NC      | $-5879.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL DEC 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -5 | NC      | $-2564.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SGX TSI IRON ORE CHINA 62% FUT OCT           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | SG        |          31 | NC      | $8708.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | ONE-MONTH SOFR FUTURE JAN 26                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         -11 | NC      | $1213.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SEK/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           7 | NC      | $9660.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | THREE MONTH SONIA (ICE) DEC 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |         -61 | NC      | $11043.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | THREE-MONTH SOFR FUTURE JUN 26               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          17 | NC      | $2639.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SILVER MAR 26                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           4 | NC      | $30883.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE            | CUSIP: P3143NBP8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $196756.85    | 0.04%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PALLADIUM DEC 25                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-681.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | INR/USD STANDARD (CME) SEP 25                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          -1 | NC      | $653.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SILVER DEC 25                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           4 | NC      | $53108.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCC TRUST ROCC_24-CNTR                                          | ROCC_24-CNTR                                 | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $601980.08    | 0.12%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC R                                 | RALI_06-QO10                                 | CUSIP: 751153AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      494448 | PA      | $443135.11    | 0.09%             | 2037-01-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414327.17    | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                         | MHC_21-MHC                                   | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432000 | PA      | $432540.00    | 0.09%             | 2038-04-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SILVER DEC 25                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           5 | NC      | $40831.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN MEAL (CBT) JAN 26                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |         -28 | NC      | $-9042.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN MEAL (CBT) DEC 25                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |         -24 | NC      | $7726.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN MEAL (CBT) DEC 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -22 | NC      | $23075.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN MEAL (CBT) DEC 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $-3787.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                                     | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |      633684 | OU      | $14484.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |      371661 | OU      | $-101.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | CANADIAN DOLLAR                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |     1028244 | OU      | $8285.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |     1482500 | OU      | $3467.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | BRITISH POUND                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |      502737 | OU      | $9689.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | NORWAY KRONA                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NO        |     4557338 | OU      | $3377.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SG        |     2322733 | OU      | $2980.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO BUXL 30YR BOND SEP 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $33087.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $12531.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $-2231.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND DEC 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-731.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | PALLADIUM DEC 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-3245.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MXN/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           2 | NC      | $446.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US LONG BOND DEC 25                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          -5 | NC      | $1008.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND DEC 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-3502.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4                    | CNF_01-4                                     | CUSIP: 20846QHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147690 | PA      | $147696.94    | 0.03%             | 2033-09-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC  | CNSL_25-1A                                   | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $440827.38    | 0.09%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | MXN/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         107 | NC      | $74523.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | MXN/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           7 | NC      | $-20.79       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND DEC 25                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          -2 | NC      | $-520.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | CBOE VIX SEP 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          -4 | NC      | $4816.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      336000 | PA      | $334348.16    | 0.07%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                     | CUSIP: 44107TAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $147001.26    | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE DEC 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -21 | NC      | $-8643.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE DEC 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -174 | NC      | $-139481.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EURO STOXX 50 SEP 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          16 | NC      | $-7719.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO STOXX 50 SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          14 | NC      | $586.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT DEC 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -33 | NC      | $-3761.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | WHEAT DEC 25                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -34 | NC      | $24798.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                     | CUSIP: 44107TAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $108118.91    | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                     | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $313410.43    | 0.06%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US ULTRA T-BOND DEC 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $4229.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND DEC 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         -58 | NC      | $18331.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EMINI REAL ESTATE SELECT SECTO SEP           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          -3 | NC      | $-2329.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GASOLINE RBOB JAN 26                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-257.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HOTWIRE FUNDING LLC HWIRE_24-1                                   | HWIRE_24-1A                                  | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $239261.18    | 0.05%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                 | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244541.51    | 0.05%             | 2042-03-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | GASOLINE RBOB OCT 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           4 | NC      | $-1909.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GASOLINE RBOB OCT 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           1 | NC      | $1501.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GASOLINE RBOB NOV 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           1 | NC      | $15.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GASOLINE RBOB DEC 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-1259.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                     | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      635000 | PA      | $605477.16    | 0.12%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                     | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      275000 | PA      | $262411.34    | 0.05%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | INR/USD FUTURE (SGX) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SG        |         -49 | NC      | $8832.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | AUST 10YR BOND SEP 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |          69 | NC      | $-17772.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $104738.15    | 0.02%             | 2042-03-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO LTD INVCO_24-4                                    | INVCO_24-4                                   | CUSIP: 46151DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $13941.60     | 0.00%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SPI 200 SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |          15 | NC      | $92148.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SPI 200 SEP 25                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          24 | NC      | $90928.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CAN 5YR BOND DEC 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |           2 | NC      | $449.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SGX USD/CNH FX SEP 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-591.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE CHINA A50 SEP 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |         100 | NC      | $3099.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE CHINA A50 SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |           4 | NC      | $1413.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE CHINA A50 SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |          86 | NC      | $-1504.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | AUST 3YR BOND SEP 25                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         130 | NC      | $-12090.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | AUST 3YR BOND SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |          23 | NC      | $-5302.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | AUST 3YR BOND SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |          -3 | NC      | $-15.61       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | FTSE 100 INDEX SEP 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          21 | NC      | $66471.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE 100 INDEX SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          23 | NC      | $21243.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE 100 INDEX SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |           8 | NC      | $-2265.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_15-SRCH                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $422993.48    | 0.08%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| PELOG_25-1A                                                      | PELOG_25-1A                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      260000 | PA      | $302653.13    | 0.06%             | 2037-02-17      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UK LOGISITICS UKLOG_25-1A                                        | UKLOG_25-1A                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      223109 | PA      | $292695.72    | 0.06%             | 2035-05-17      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | PLATINUM OCT 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           3 | NC      | $11629.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | PLATINUM OCT 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-408.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | PLATINUM OCT 25                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           6 | NC      | $40101.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | S&P/TSE 60 INDEX SEP 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |           9 | NC      | $147026.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | S&P/TSE 60 INDEX SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          15 | NC      | $159557.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COCOA FUTURE (LIFFE) MAR 26                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-5482.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                     | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      345000 | PA      | $322085.05    | 0.06%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      575000 | PA      | $582088.98    | 0.12%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OMXS30 INDEX SEP 25                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          24 | NC      | $-715.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO US CLO LTD INVCO_24-4                                    | INVCO_24-4                                   | CUSIP: 46151DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $468569.40    | 0.09%             | 2038-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29344.38     | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QO1                       | RALI_07-QO1                                  | CUSIP: 75115YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      749172 | PA      | $674380.22    | 0.13%             | 2047-02-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODU                                 | RAMP_06-RZ2                                  | CUSIP: 75156UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      323163 | PA      | $317141.49    | 0.06%             | 2036-05-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                          | CUSIP: 74112BAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $190717.57    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR3                          | PROG_24-SFR3                                 | CUSIP: 74331VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $424348.74    | 0.08%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $205312.75    | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA           | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      390000 | PA      | $367396.28    | 0.07%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                          | PROG_24-SFR5                                 | CUSIP: 74332HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $681602.83    | 0.14%             | 2029-08-09      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR7                          | PROG_21-SFR7                                 | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      788000 | PA      | $747008.48    | 0.15%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA           | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      320000 | PA      | $295872.87    | 0.06%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA           | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      124000 | PA      | $128312.77    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HENDR_10-3A                        | HENDR_10-3A                                  | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89953 | PA      | $89090.98     | 0.02%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HE                                 | HENDR_16-1A                                  | CUSIP: 46620DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      536430 | PA      | $498281.29    | 0.10%             | 2069-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_05-OPT2                | JPMAC_05-OPT2                                | CUSIP: 46626LEQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $845790.21    | 0.17%             | 2035-12-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1                | JPMAC_06-FRE1                                | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       85186 | PA      | $84352.32     | 0.02%             | 2035-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPALT_07-S1                                                      | JPALT_07-S1                                  | CUSIP: 466275AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114533 | PA      | $110305.24    | 0.02%             | 2047-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1                     | JPALT_06-A1                                  | CUSIP: 46627MCS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      197326 | PA      | $185262.45    | 0.04%             | 2036-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                | MARRIOTT VACATIONS WORLDWIDE CORP            | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      335000 | PA      | $319428.49    | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      415000 | PA      | $418745.33    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR9                          | PROG_21-SFR9                                 | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $855759.36    | 0.17%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINL SERV INC.                                         | PROVIDENT FINANCIAL SERVICES INC.            | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |      210000 | PA      | $219598.34    | 0.04%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                             | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      280000 | PA      | $256316.63    | 0.05%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                      | QATAR PETROLEUM                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |      465000 | PA      | $412957.61    | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MABS_05-WF1                                                      | MABS_05-WF1                                  | CUSIP: 57643LKB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      615085 | PA      | $612398.13    | 0.12%             | 2035-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                              | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      150000 | PA      | $141299.96    | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HOLDINGS LLC               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102090.61    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                            | REDE DOR FINANCE SARL                        | CUSIP: 75735GAA6<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $190597.97    | 0.04%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                | RENT-A-CENTER INC/TX                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220808.87    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | URUGUAY (ORIENTAL REPUBLIC OF)               | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |      100000 | PA      | $103308.22    | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                             | PROVINCE OF QUEBEC                           | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      436000 | PA      | $440427.52    | 0.09%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154684.01    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                         | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $534851.79    | 0.11%             | N/A             | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      575000 | PA      | $589981.13    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      189000 | PA      | $195799.14    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6                       | RALI_07-QH6                                  | CUSIP: 74922AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234981 | PA      | $219440.82    | 0.04%             | 2037-07-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS RALI_06-QA6                           | RALI_06-QA6                                  | CUSIP: 74922MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      241764 | PA      | $221976.75    | 0.04%             | 2036-07-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD RAD_23-22                                            | RAD_23-22A                                   | CUSIP: 74923VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      250000 | PA      | $252033.75    | 0.05%             | 2037-01-20      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                         | DAVIDE CAMPARI MILANO NV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114721.45    | 0.02%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLK 2.75                       | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       54312 | PA      | $54437.96     | 0.01%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251112 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $-2042.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251113 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-574.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251113 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-648.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251114 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $551.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251114 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $-5357.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB9 1.75               | CUSIP: 000000000<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       64000 | PA      | $64013.44     | 0.01%             | 2028-04-06      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251118 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $-3327.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251118 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $3839.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251119 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $5866.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251120 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $4782.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMCADP 20251120 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $30014.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251120 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-2349.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMPBDP 20251120 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |         -22 | NC      | $-11413.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMAHDP 20251120 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          24 | NC      | $28247.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251121 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -4 | NC      | $-10502.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251121 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-1382.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RASC_07-KS1                                                      | RASC_07-KS1                                  | CUSIP: 74924SAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      921587 | PA      | $896187.81    | 0.18%             | 2037-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD RAD_20-7A                                            | RAD_20-7A                                    | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      500000 | PA      | $500497.00    | 0.10%             | 2036-04-17      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES8                                 | RCKT_24-CES8                                 | CUSIP: 749421AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $674373.63    | 0.13%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                       | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      340000 | PA      | $356020.93    | 0.07%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                  | SBA TOWER TRUST                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $246005.81    | 0.05%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      505000 | PA      | $496552.58    | 0.10%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                         | CLRANA  02/09/32 TLB 2.25                    | CUSIP: 000000000<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      430000 | PA      | $430270.90    | 0.09%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONRID  02/19/32 TLB 4.5                     | CUSIP: 000000000<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |      408975 | PA      | $403691.04    | 0.08%             | 2032-02-19      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                               | AMERICAN MEDICAL SYSTEMS EUROPE BV           | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $256187.69    | 0.05%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AADVANTAGE LOYALTY IP LTD TLB 2.25           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      132917 | PA      | $132439.70    | 0.03%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                       | KASEYA INC TLB 3.25                          | CUSIP: 000000000<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      384038 | PA      | $384625.08    | 0.08%             | 2032-03-20      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.25                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760000 | PA      | $763800.00    | 0.15%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC DDTL 3.25            | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        7360 | PA      | $7350.57      | 0.00%             | 2032-04-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | CZECH REPUBLIC                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     8440000 | PA      | $402281.37    | 0.08%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251126 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $6011.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMAHDP 20251126 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-19.98       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      244000 | PA      | $283895.90    | 0.06%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                  | QUEENSLAND TREASURY CORPORATION              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $233171.14    | 0.05%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMAHDP 20251128 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-28.74       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251128 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $6791.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251128 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-1203.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORP OF VICTORIA                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      510000 | PA      | $328982.55    | 0.07%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251024 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-644.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251024 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $2318.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |     3467828 | OU      | $-6062.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |      554335 | OU      | $-3540.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251030 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $-1937.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251030 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-1256.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |      367927 | OU      | $-7175.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |     2433374 | OU      | $3273.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |     1478125 | OU      | $-2823.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |      741250 | OU      | $4373.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                           | SPRINT SPECTRUM CO I/ II /III/ LLC           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690250 | PA      | $694528.87    | 0.14%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88063.77     | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                                         | RESOLUTE FOREST PRODUCTS INC - RTS           | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       76222 | NS      | $114333.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RIDE_25-SHRE                                                     | RIDE_25-SHRE                                 | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $406734.24    | 0.08%             | 2035-02-14      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251031 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -8 | NC      | $-15712.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251031 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $-9718.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | JP        |   199121048 | OU      | $11080.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | MEXICAN PESO                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | MX        |    16783353 | OU      | $14338.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKT_17-3C                                                      | ROCKT_17-3A                                  | CUSIP: 77341DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $450473.85    | 0.09%             | 2030-10-20      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-1A                               | ROCKT_21-1A                                  | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      448279 | PA      | $449017.76    | 0.09%             | 2034-07-20      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                           | AS MILEAGE PLAN IP LTD TLB 1.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      248125 | PA      | $248512.08    | 0.05%             | 2031-10-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMNIDP 20251104 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-1974.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                         | NORWAY KRONA                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | NO        |     5305467 | OU      | $10615.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SG        |     1194248 | OU      | $3531.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LMZSDP 20251104 LME COMDTY FWD               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-4451.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SET50 FUTURES SEP 25                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | TH        |          88 | NC      | $-4829.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2298000000 | PA      | $154338.08    | 0.03%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                      | ROLLINS INC                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      315000 | PA      | $316789.58    | 0.06%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                         | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      610000 | PA      | $638824.15    | 0.13%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD                  | NEW ZEALAND LOCAL GOVERNMENT FUNDI           | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      352000 | PA      | $195195.89    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS                                             | ALLERGAN FUNDING SCS                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113525.00    | 0.02%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                       | STANLEY BLACK & DECKER INC                   | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      870000 | PA      | $874728.45    | 0.17%             | 2060-03-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43168.39     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                         | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      515000 | PA      | $498492.98    | 0.10%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      475000 | PA      | $446431.30    | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTL BANK FOR RECONSTRUCT                                        | INTERNATIONAL BANK FOR RECONSTRUCT           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |      289000 | PA      | $293163.81    | 0.06%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      215000 | PA      | $113106.88    | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | SFAVE_15-5AVE                                | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $362018.95    | 0.07%             | 2043-01-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | SFAVE_15-5AVE                                | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $30373.89     | 0.01%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                          | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    11000000 | PA      | $125312.13    | 0.02%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | 10YR MINI JGB SEP 25                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | SG        |          -3 | NC      | $2056.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | SFAVE_15-5AVE                                | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      345000 | PA      | $277218.44    | 0.06%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SG CAPITAL PARTNERS SGR_21-2                                     | SGR_21-2                                     | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750957 | PA      | $649007.94    | 0.13%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | STOXX 600 BANK SEP 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          10 | NC      | $15073.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS                                  | MONDELEZ INTERNATIONAL HOLDINGS NE           | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102578.28    | 0.02%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2004-10                                   | SLMA_04-10                                   | CUSIP: 78442GND4<br>LEI: 54930060UIG70QCSNY68 | Long             | ABS-MBS          | CORP              | US        |      206605 | PA      | $178064.39    | 0.04%             | 2040-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| SLMA_08-2                                                        | SLMA_08-2                                    | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $749902.83    | 0.15%             | 2083-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $173145.14    | 0.03%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASCIANO FINANCE LTD                                              | PACIFIC NATIONAL FINANCE PTY LTD             | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      240000 | PA      | $146401.08    | 0.03%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLMA_08-4                                                        | SLMA_08-4                                    | CUSIP: 78445AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110093 | PA      | $110355.34    | 0.02%             | 2026-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-7                                 | SLMA_08-7                                    | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $500328.50    | 0.10%             | 2083-07-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SLMA_12-1                                                        | SLMA_12-1                                    | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221586 | PA      | $216684.59    | 0.04%             | 2028-09-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_12-7                                 | SLMA_12-7                                    | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $539290.51    | 0.11%             | 2043-09-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      215000 | PA      | $227855.81    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINL CORP                                                | WEBSTER FINANCIAL CORPORATION                | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      255000 | PA      | $252487.93    | 0.05%             | 2030-11-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF THE)                | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      535000 | PA      | $609904.11    | 0.12%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |      871726 | OU      | $6184.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |      306817 | OU      | $-995.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |      486445 | OU      | $2415.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6                 | SAIL_04-6                                    | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231393 | PA      | $240197.86    | 0.05%             | 2034-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION SASC_05-2XS              | SASC_05-2XS                                  | CUSIP: 86359B2K6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      756186 | PA      | $722957.56    | 0.14%             | 2035-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |     2067468 | OU      | $-12167.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |      901139 | OU      | $28692.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |     1148689 | OU      | $5167.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |      739062 | OU      | $4570.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |     2321421 | OU      | $1956.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CAD/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         -31 | NC      | $-20339.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | CAC40 10 EURO SEP 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |           6 | NC      | $-14889.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CAC40 10 EURO SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |           6 | NC      | $-7922.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | USD/CNH PH (XCME) SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           2 | NC      | $-1621.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE JAN 26                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-3845.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE OCT 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-71.71       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CAN 10YR BOND DEC 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |         -13 | NC      | $-4767.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE (ICE) JAN 26                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-691.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | 3M CORRA DEC 25                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-197.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE (ICE) NOV 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $579.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | BRENT CRUDE (ICE) NOV 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $-13409.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                          | GC EDUCATION INC                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $107911.28    | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAMI_06-AR7                                                      | SAMI_06-AR7                                  | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597904 | PA      | $492541.54    | 0.10%             | 2036-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SAMI_06-AR8                                                      | SAMI_06-AR8                                  | CUSIP: 86361WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243481 | PA      | $218173.01    | 0.04%             | 2036-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE (ICE) DEC 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -5 | NC      | $-3594.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | E-MICRO EUR/USD SEP 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           3 | NC      | $244.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COTTON NO.2 MAR 26                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $2340.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COTTON NO.2 DEC 25                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |         -17 | NC      | $9429.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | COTTON NO.2 DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -11 | NC      | $8299.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                    | GERMANY (FEDERAL REPUBLIC OF)                | CUSIP: D2R8H4FE4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      175000 | PA      | $157746.01    | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CLASS III MILK FUTURE OCT 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-1124.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $-240.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $1242.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      852483 | OU      | $6813.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4         | SARM_07-4                                    | CUSIP: 86363LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      668692 | PA      | $611461.63    | 0.12%             | 2037-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      510000 | PA      | $517838.21    | 0.10%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                              | GRAPHIC PACKAGING INTERNATIONAL              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       93000 | PA      | $92226.21     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                       | GREAT CANADIAN GAMING CORP                   | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       80000 | PA      | $76772.00     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |     1125237 | OU      | $8296.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |      540701 | OU      | $-3465.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | BRITISH POUND                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | GB        |     1147064 | OU      | $12407.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | MEXICAN PESO                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |    13139097 | OU      | $11570.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | NORWAY KRONA                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NO        |     4551205 | OU      | $2767.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | SG        |     1190637 | OU      | $714.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | SG        |     1158776 | OU      | $-4818.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | DAX INDEX SEP 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           3 | NC      | $-33830.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH_24-2A                                | SWTCH_24-2A                                  | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $503155.35    | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH_24-2A                                | SWTCH_24-2A                                  | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $388818.09    | 0.08%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | DAX INDEX SEP 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |           1 | NC      | $6959.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COPPER MAR 26                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-1778.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | COPPER DEC 25                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           1 | NC      | $235.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COPPER DEC 25                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-851.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | NY HARBOR ULSD (HEAT OIL) OCT 25             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           3 | NC      | $8525.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NY HARBOR ULSD (HEAT OIL) OCT 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-1447.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      118000 | PA      | $118239.36    | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19867.05     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WOLF                                     | GWT_24-WOLF                                  | CUSIP: 39152MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $542362.50    | 0.11%             | 2039-03-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WOLF                                     | GWT_24-WOLF                                  | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $361800.00    | 0.07%             | 2039-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | NY HARBOR ULSD (HEAT OIL) DEC 25             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           6 | NC      | $-6104.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |     1308130 | OU      | $9817.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |     1739363 | OU      | $2417.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |     2960208 | OU      | $16945.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | XX        |     2250474 | OU      | $24700.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |     1734981 | OU      | $-9712.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | MICRO EMINI S&P 500 SEP 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $293.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MICRO EMINI DOW FUTURES SEP 25               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $262.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MICRO E-MINI RUSSELL 2000 SEP 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | IBEX 35 INDEX SEP 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |           9 | NC      | $-16585.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | IBEX 35 INDEX SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |          10 | NC      | $-11993.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | IBEX MINI IDX SEP 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |           1 | NC      | $-432.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | RAPESEED FEB 26                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | FR        |         -14 | NC      | $6794.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | RAPESEED NOV 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | FR        |         -16 | NC      | $9901.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      125000 | PA      | $114837.65    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68254.93     | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WOLF                                     | GWT_24-WOLF                                  | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $432687.50    | 0.09%             | 2039-03-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      739000 | PA      | $704649.83    | 0.14%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1100000 | OU      | $8277.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1100000 | OU      | $-860.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      369479 | OU      | $-1123.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      107283 | OU      | $342.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      663756 | OU      | $-4618.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     2750000 | OU      | $-29798.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWEDISH KRONA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |   -30500000 | OU      | $1153.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWEDISH KRONA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |    -4000000 | OU      | $-2429.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      300000 | OU      | $-2420.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |    12600000 | OU      | $94327.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     1400000 | OU      | $-953.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |    -3800000 | OU      | $1944.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |    -1400000 | OU      | $-6091.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |    -4300000 | OU      | $24992.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                      | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      680000 | PA      | $698397.41    | 0.14%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103146.07    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |    -3000000 | OU      | $-16337.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $-383.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      500000 | OU      | $-6234.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3400000 | OU      | $-51936.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     1286421 | OU      | $5588.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     2800000 | OU      | $18006.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      265000 | PA      | $250849.52    | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | TEVA PHARMACEUTICAL FINANCE NL III           | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       25000 | PA      | $18233.12     | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |      800000 | OU      | $-766.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRAZIL REAL                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $3919.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                 | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $348250.00    | 0.07%             | 2039-01-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                 | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $427312.50    | 0.09%             | 2039-01-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CANADIAN DOLLAR                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -5677540 | OU      | $7196.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -3876454 | OU      | $38247.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                            | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      555000 | PA      | $568157.43    | 0.11%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $588412.11    | 0.12%             | 2031-05-13      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -399999 | OU      | $-523.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHINESE OFFSHORE YUAN (HONG KONG)            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -12000000 | OU      | $75737.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $4462.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $1404.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $2169.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $579.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CZECH KORUNA                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $613.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     1125237 | OU      | $5353.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HASC_05-I1                                                       | HASC_05-I1                                   | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373726 | PA      | $347471.43    | 0.07%             | 2035-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HEALTH                                       | HACKENSACK MERIDIAN HEALTH                   | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      300000 | PA      | $247569.08    | 0.05%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     4125000 | OU      | $47709.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     1000000 | OU      | $-626.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | TEVA PHARMACEUTICAL FINANCE NETHER           | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      172000 | PA      | $176830.52    | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                    | TEVA PHARMACEUTICAL FINANCE NETHER           | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |       39000 | PA      | $39835.79     | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6                        | HVMLT_07-6                                   | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      411341 | PA      | $348000.54    | 0.07%             | 2037-08-19      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS            | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9402.37      | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61789.49     | 0.01%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                  | BERKSHIRE HATHAWAY FINANCE CORP              | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      250000 | PA      | $229053.10    | 0.05%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      741250 | OU      | $6356.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     4750000 | OU      | $102180.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |      562500 | OU      | $-1674.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -3600000 | OU      | $76793.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A                   | TMCL_21-2A                                   | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      506333 | PA      | $474951.15    | 0.09%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3                    | TMST_04-3                                    | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250763 | PA      | $235082.36    | 0.05%             | 2034-09-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                    | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      601000 | PA      | $437575.80    | 0.09%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      630000 | PA      | $662607.73    | 0.13%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_1                                 | TPMT_17-2                                    | CUSIP: 89173HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $731562.02    | 0.15%             | 2057-04-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_1                                 | TPMT_17-4                                    | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $854145.18    | 0.17%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      120000 | PA      | $87707.80     | 0.02%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $101244.55    | 0.02%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                              | TPMT_18-2                                    | CUSIP: 89175VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $855157.50    | 0.17%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                              | TPMT_19-2                                    | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $238669.97    | 0.05%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                       | INTERNATIONAL FINANCE CORPORATION            | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |      367000 | PA      | $216308.79    | 0.04%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                             | ASIAN INFRASTRUCTURE INV BANK                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |      245000 | PA      | $327455.19    | 0.07%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                    | GERMANY (FEDERAL REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      265000 | PA      | $270621.33    | 0.05%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      110000 | PA      | $116351.63    | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY3                            | TPMT_19-HY3                                  | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $665143.51    | 0.13%             | 2059-10-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_24-CES6                           | TPMT_24-CES6                                 | CUSIP: 891947AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      620000 | PA      | $629283.94    | 0.13%             | 2064-11-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $95235.30     | 0.02%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12795000000 | PA      | $789408.17    | 0.16%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4819.85      | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD                    | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $254099.95    | 0.05%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                | TRANSCANADA TRUST                            | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      455000 | PA      | $444464.87    | 0.09%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      730000 | PA      | $761387.67    | 0.15%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | CZECH REPUBLIC                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    26950000 | PA      | $1209713.24   | 0.24%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $201535.63    | 0.04%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                 | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $346500.00    | 0.07%             | 2039-01-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH_25-DATA                      | SWCH_25-DATA                                 | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $622660.18    | 0.12%             | 2042-03-15      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                            | AUSTRIA (REPUBLIC OF)                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      175000 | PA      | $205968.90    | 0.04%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262916.19    | 0.05%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      268000 | PA      | $271731.57    | 0.05%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       63750 | PA      | $67470.82     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       77714 | PA      | $79664.26     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO                          | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242243.62    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO                          | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140479.38    | 0.03%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                   | TCN_21-SFR1                                  | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $658419.92    | 0.13%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC           | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61436.98     | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC           | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61133.23     | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      163000 | PA      | $172056.63    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR15                                                     | WAMU_05-AR15                                 | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830258 | PA      | $797691.24    | 0.16%             | 2045-11-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR8                                                      | WAMU_05-AR8                                  | CUSIP: 92922FS41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275317 | PA      | $261500.53    | 0.05%             | 2045-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| WMHE_07-HE1                                                      | WMHE_07-HE1                                  | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1017615 | PA      | $458988.98    | 0.09%             | 2037-01-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU_07-OA4                                                      | WAMU_07-OA4                                  | CUSIP: 93364CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      467615 | PA      | $409120.03    | 0.08%             | 2047-05-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-                                 | WMALT_06-AR2                                 | CUSIP: 93934FMN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      186847 | PA      | $166587.85    | 0.03%             | 2046-04-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182913.02    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFHET_07-1                                                       | WFHET_07-1                                   | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $845588.79    | 0.17%             | 2037-03-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WFMBS_07-7                                                       | WFMBS_07-7                                   | CUSIP: 94985JBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633927 | PA      | $591734.71    | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN               | WFCM_24-SVEN                                 | CUSIP: 949937AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667000 | PA      | $679756.54    | 0.14%             | 2037-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $135730.42    | 0.03%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1088357.61   | 0.22%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5156.31      | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | WFCM_18-C47                                  | CUSIP: 95002DBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $557885.61    | 0.11%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE                                                 | WESTERN ALLIANCE BANCORP                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      490000 | PA      | $467471.03    | 0.09%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-238.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -2000000 | OU      | $57244.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                               | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38916.79     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $107633.80    | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE OCT 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          22 | NC      | $291011.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE DEC 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          19 | NC      | $228438.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LIVE CATTLE DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          13 | NC      | $-4817.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LEAN HOGS FEB 26                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          10 | NC      | $11408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007 SAST_07-2                      | SAST_07-2                                    | CUSIP: 80556YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      506515 | PA      | $368519.47    | 0.07%             | 2047-05-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SFS SCOTT_23-SFS                                      | SCOTT_23-SFS                                 | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101514.25    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | LEAN HOGS OCT 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          11 | NC      | $16525.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LEAN HOGS DEC 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          11 | NC      | $11775.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LEAN HOGS DEC 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           4 | NC      | $1515.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LME NICKEL DEC 25                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |          -3 | NC      | $-1569.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LME COPPER DEC 25                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $2215.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MSCI EMER MKT INDEX (ICE) SEP 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          57 | NC      | $126325.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                        | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      125000 | PA      | $110804.64    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                       | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173705.48    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | MSCI EMER MKT INDEX (ICE) SEP 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           9 | NC      | $11843.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MSCI EAFE INDEX SEP 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          15 | NC      | $36158.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      310000 | PA      | $305832.26    | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                          | QXO Inc                                      | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       13350 | NS      | $768799.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | MSCI EAFE INDEX SEP 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          17 | NC      | $47243.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | MSCI EAFE INDEX SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           5 | NC      | $-5951.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | E-MICRO GOLD FUTURES DEC 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-2262.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE ECX EMISSION EUA DEC 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | NL        |           1 | NC      | $-1192.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      884558 | OU      | $2989.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1142649 | OU      | $-3390.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      827226 | OU      | $-13826.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      214166 | OU      | $780.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |     4284657 | OU      | $9865.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NEW ZEALAND DOLLAR                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |     1377799 | OU      | $-3330.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | RUSSELL 2000 EMINI CME SEP 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           7 | NC      | $22854.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | RUSSELL 2000 EMINI CME SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           9 | NC      | $27727.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | EURO-BUND SEP 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | DE        |          14 | NC      | $-25866.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | THREE-MONTH SOFR FUTURE DEC 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         -62 | NC      | $-16056.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CHF/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2757.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CHF/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           5 | NC      | $6772.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CHF/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           5 | NC      | $-11152.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO STOXX 50 SEP 25                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |           2 | NC      | $-1883.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | STOXX 50 SEP 25                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           2 | NC      | $2931.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT MAR 26                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -21 | NC      | $3890.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT MAY 26                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -7 | NC      | $-1528.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      285000 | PA      | $276909.35    | 0.06%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN OIL DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           9 | NC      | $2634.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207523.01    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187162.12    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN OIL DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-2279.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVERNMENT OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1865000 | PA      | $1099794.44   | 0.22%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)               | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      248000 | PA      | $218404.90    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $170619.45    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                 | EUROPEAN BANK FOR RECONSTRUCTION A           | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |    15300000 | PA      | $172497.19    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       68000 | PA      | $64512.14     | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1504000000 | PA      | $91114.68     | 0.02%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $227934.35    | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      400000 | OU      | $550.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1900000 | OU      | $-15409.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $-2168.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      200000 | OU      | $-608.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |    -5250000 | OU      | $-13008.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -600000 | OU      | $1057.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ SA (FR)                                                     | SUEZ SA (FR)                                 | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109423.59    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE BV                                       | GALDERMA FINANCE EUROPE BV                   | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $439549.03    | 0.09%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |    -1000000 | OU      | $-3251.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -300000 | OU      | $832.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -200000 | OU      | $-111.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -400000 | OU      | $2548.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11991000000 | PA      | $745194.12    | 0.15%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UNITED KINGDOM OF GREAT BRITAIN AN           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       80000 | PA      | $106606.58    | 0.02%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -100000 | OU      | $-185.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWEDISH KRONA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |    -4625000 | OU      | $48161.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |    -3250000 | OU      | $-13140.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     3049418 | OU      | $20023.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      863696 | OU      | $-13890.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -750000 | OU      | $-7455.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | GBP/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $454.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GBP/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          41 | NC      | $2573.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                     | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      340000 | PA      | $303178.76    | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | GBP/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           3 | NC      | $-441.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVT OF)                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1251000 | PA      | $746539.97    | 0.15%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BANK FOR RECONSTRUCT                                        | INTERNATIONAL BANK FOR RECONSTRUCT           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    24400000 | PA      | $274184.72    | 0.05%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                            | AIRSERVICES AUSTRALIA                        | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      480000 | PA      | $327105.83    | 0.07%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVERNMENT OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      248000 | PA      | $143657.31    | 0.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                   | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     1070000 | PA      | $720139.32    | 0.14%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UNITED KINGDOM OF GREAT BRITAIN AN           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      317000 | PA      | $430089.27    | 0.09%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UNITED KINGDOM OF GREAT BRITAIN AN           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $394135.14    | 0.08%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COM PARTNERS LP / USA COM FIN            | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184507.17    | 0.04%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VMC FINANCE LLC VMC_21-FL4                                       | VMC_21-FL4                                   | CUSIP: 91835RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285097 | PA      | $282279.18    | 0.06%             | 2036-06-18      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $301592.14    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC VDC_20-1                         | VDC_20-1A                                    | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395000 | PA      | $395000.00    | 0.08%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AIMCO AIMCO_15-AA                                                | AIMCO_15-AA                                  | CUSIP: 00900LBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      525000 | PA      | $525000.00    | 0.10%             | 2034-10-17      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD AIMCO_19-10                                        | AIMCO_19-10A                                 | CUSIP: 00901AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      450000 | PA      | $451402.65    | 0.09%             | 2037-07-22      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      255000 | PA      | $249314.71    | 0.05%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                               | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $512947.45    | 0.10%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                                   | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $228981.33    | 0.05%             | 2041-12-09      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                              | BXP_17-GM                                    | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $603940.62    | 0.12%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                          | BX_21-SOAR                                   | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350695 | PA      | $350585.54    | 0.07%             | 2038-06-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-LBA                           | BX_21-LBA                                    | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $547257.32    | 0.11%             | 2036-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-LBA                           | BX_21-LBA                                    | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $238803.19    | 0.05%             | 2036-02-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | BXHPP_21-FILM                                | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $542553.00    | 0.11%             | 2036-08-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372999 | PA      | $372436.46    | 0.07%             | 2036-09-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                   | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484414 | PA      | $482446.14    | 0.10%             | 2036-09-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                   | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237363 | PA      | $236398.61    | 0.05%             | 2036-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-CLS                                               | BX_22-CLS                                    | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $151859.96    | 0.03%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-LP2                           | BX_22-LP2                                    | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318500 | PA      | $318201.42    | 0.06%             | 2039-02-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-BIO                           | BX_24-BIO                                    | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463000 | PA      | $458434.82    | 0.09%             | 2041-02-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-PAT                           | BX_24-PAT                                    | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356000 | PA      | $356667.61    | 0.07%             | 2041-03-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-XL5                           | BX_24-XL5                                    | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231252 | PA      | $231540.98    | 0.05%             | 2041-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                               | BW REAL ESTATE INC.                          | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $122086.63    | 0.02%             | 2079-12-31      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_07-FM2                                         | GSAMP_07-FM2                                 | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      689529 | PA      | $425494.13    | 0.08%             | 2037-01-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_05-WMC3                                        | GSAMP_05-WMC3                                | CUSIP: 362341L56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432202 | PA      | $423208.17    | 0.08%             | 2035-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_15-GS1                                  | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |      475000 | PA      | $461408.16    | 0.09%             | 2048-11-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-375H                        | GSMS_17-375H                                 | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      460000 | PA      | $444787.85    | 0.09%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1                      | GSMBS_20-RPL1                                | CUSIP: 36260AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $703620.96    | 0.14%             | 2059-07-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4                  | GSMBS_21-PJ4                                 | CUSIP: 36264PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      574065 | PA      | $466338.18    | 0.09%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282344.09    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1                        | GEWMC_05-1                                   | CUSIP: 367910AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114325 | PA      | $112674.41    | 0.02%             | 2035-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC              | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196906.78    | 0.04%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC              | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107704.81    | 0.02%             | N/A             | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | GETTY IMAGES INC                             | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98240.43     | 0.02%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                               | GLOBAL PARTNERS LP/GLP FIN                   | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152194.77    | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                               | GLOBAL PARTNERS LP                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | PA      | $85929.58     | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175584.66    | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4               | GNMA_12-4                                    | CUSIP: 38378BBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1318216 | PA      | $13.18        | 0.00%             | 2052-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-103                                  | CUSIP: 38378XDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      999118 | PA      | $4925.85      | 0.00%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136             | GNMA_17-136                                  | CUSIP: 38380HJF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      447480 | PA      | $93655.36     | 0.02%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63              | GNMA_18-63                                   | CUSIP: 38380WUG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      614808 | PA      | $112185.49    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHARJAH EMIRATE OF                                               | SHARJAH (EMIRATE OF)                         | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $213288.84    | 0.04%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BANK FOR RECONSTRUCT                                        | INTL BANK RECON & DEVELOPMENT                | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $138116.61    | 0.03%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                            | INTL DEVELOPMENT ASSOCIATION                 | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |      900000 | PA      | $86703.96     | 0.02%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $98609.77     | 0.02%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                              | NORWAY KINGDOM OF (GOVERNMENT)               | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      970000 | PA      | $90725.44     | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                          | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     7990000 | PA      | $88873.88     | 0.02%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      125000 | PA      | $150144.94    | 0.03%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $175611.87    | 0.03%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                              | NORWAY KINGDOM OF (GOVERNMENT)               | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11195000 | PA      | $1002642.61   | 0.20%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $170064.18    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN OIL JAN 26                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           6 | NC      | $-5335.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN OIL MAR 26                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-2668.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN OIL DEC 25                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          19 | NC      | $-19908.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     1125000 | OU      | $-2991.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      227893 | OU      | $778.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      764789 | OU      | $-2367.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                     | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      690000 | PA      | $559875.31    | 0.11%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                     | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      255000 | PA      | $164104.99    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                     | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16932.04     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT LLC/CAP                     | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42659.25     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                   | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159057.30    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      515000 | PA      | $496475.80    | 0.10%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2                       | CMLTI_06-AR2                                 | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194666 | PA      | $145471.95    | 0.03%             | 2036-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3                  | CMLTI_06-WFH3                                | CUSIP: 17309QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41959 | PA      | $41933.98     | 0.01%             | 2036-10-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246381.12    | 0.05%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | Citizens Financial Group Inc                 | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       31975 | NS      | $806409.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                     | BRITISH COLUMBIA (PROVINCE OF)               | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $346906.51    | 0.07%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                            | BURLINGTON STORES INC                        | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |      235000 | PA      | $355014.50    | 0.07%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-TAIL                                              | BX_25-TAIL                                   | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $315097.18    | 0.06%             | 2035-06-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIRC                          | BX_24-AIRC                                   | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      421288 | PA      | $422736.04    | 0.08%             | 2039-08-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                        | CSMC_21-RPL4                                 | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1021408 | PA      | $1048863.67   | 0.21%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32245.75     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $349741.63    | 0.07%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORP                | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      380000 | PA      | $240889.46    | 0.05%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      185000 | PA      | $158836.39    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      305000 | PA      | $317861.85    | 0.06%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      215000 | PA      | $289960.64    | 0.06%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    30240000 | PA      | $554560.85    | 0.11%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CWL_04-10                                                        | CWL_04-10                                    | CUSIP: 126673JW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      678441 | PA      | $620885.23    | 0.12%             | 2034-12-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CWALT_05-43                                                      | CWALT_05-43                                  | CUSIP: 12667G5U3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142896 | PA      | $121820.32    | 0.02%             | 2035-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORPORATI           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      635000 | PA      | $411079.77    | 0.08%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121919.63    | 0.02%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-59                   | CWALT_05-59                                  | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594724 | PA      | $569634.77    | 0.11%             | 2035-11-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13                  | CWL_07-13                                    | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113402 | PA      | $105402.58    | 0.02%             | 2047-10-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13                  | CWL_07-13                                    | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298282 | PA      | $278589.46    | 0.06%             | 2047-10-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                    | CABLE ONE INC                                | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61988.31     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORPORATI           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      535000 | PA      | $350646.46    | 0.07%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FIN NV                                  | VOLKSWAGEN INTERNATIONAL FIN PNC9            | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $267654.61    | 0.05%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222116.70    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30758.77     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                       | LA FRANCAISE DES JEUX SA                     | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114548.72    | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                    | GERMANY (FEDERAL REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      330000 | PA      | $374605.43    | 0.07%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| INTL BANK FOR RECONSTRUCT                                        | INTERNATIONAL BANK FOR RECONSTRUCT           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $176612.41    | 0.04%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | WTI CRUDE OCT 25                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-8208.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE NOV 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $-8158.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE DEC 25                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $-8420.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | CAN 10YR BOND DEC 25                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | CA        |         -79 | NC      | $-29452.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $35.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                           | CANADA (GOVERNMENT OF)                       | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $64107.36     | 0.01%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                           | CANADA (GOVERNMENT OF)                       | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       95000 | PA      | $69685.45     | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $-368.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $-320.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $-1317.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      700002 | OU      | $8604.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                           | CANADA (GOVERNMENT OF)                       | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $346916.97    | 0.07%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE           | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      445000 | PA      | $451793.54    | 0.09%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      700002 | OU      | $8531.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      600001 | OU      | $4911.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      600001 | OU      | $3124.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      100000 | OU      | $708.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | GOLD 100 OZ FEB 26                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           2 | NC      | $19496.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GOLD 100 OZ DEC 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           5 | NC      | $31865.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | STOXX 600 UTIL SEP 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           9 | NC      | $-4810.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      298848 | OU      | $2782.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     1732031 | OU      | $-4913.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     4991174 | OU      | $20930.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      117283 | OU      | $-650.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      768688 | OU      | $-13685.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      214343 | OU      | $-1522.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |      855161 | OU      | $-4835.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     1749911 | OU      | $-53639.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | LME PRI ALUM DEC 25                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           7 | NC      | $-1153.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LUMBER FUT NOV 25                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $870.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE FEB 26                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          19 | NC      | $212918.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE APR 26                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          10 | NC      | $74308.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SG        |     1269616 | OU      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS OCT 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -17 | NC      | $51961.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NATURAL GAS OCT 25                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -23 | NC      | $-28867.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS NOV 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -7 | NC      | $21758.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS DEC 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $-6480.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | YEN DENOM NIKKEI 225 (CME) SEP 25            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           3 | NC      | $8389.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NIKKEI 225 (SGX) SEP 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |           6 | NC      | $51708.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST CARR_07-FRE1                      | CARR_07-FRE1                                 | CUSIP: 144527AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      528608 | PA      | $508811.52    | 0.10%             | 2037-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3                       | CRVNA_23-N3                                  | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2000 | PA      | $298260.64    | 0.06%             | 2030-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NIKKEI 225 (OSE) SEP 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |           6 | NC      | $95644.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NIKKEI 225 (OSE) SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |           4 | NC      | $43375.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NIKKEI 225 MINI SEP 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |          22 | NC      | $20815.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NOK/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           8 | NC      | $2191.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130076.15    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                               | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      376158 | PA      | $378955.33    | 0.08%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | NASDAQ 100 E-MINI SEP 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           3 | NC      | $-8964.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NASDAQ 100 E-MINI SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           4 | NC      | $74557.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                         | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      528446 | PA      | $439023.63    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                         | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1440415 | PA      | $1199026.75   | 0.24%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NZD/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          -1 | NC      | $818.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NZD/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         -25 | NC      | $-18088.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                         | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      943111 | PA      | $881732.43    | 0.18%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                 | FKH_21-SFR3                                  | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $802204.44    | 0.16%             | 2038-12-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | JP        |    70003124 | OU      | $1113.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | ROUGH RICE NOV 25                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $5360.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION                      | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      420000 | PA      | $444360.00    | 0.09%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                                                | FIVE STAR BANCORP                            | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90888.99     | 0.02%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-5INV                             | FSMT_21-5INV                                 | CUSIP: 33851PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939050 | PA      | $844027.17    | 0.17%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX_21-1                                   | FLX_21-1A                                    | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $418408.36    | 0.08%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | ROUGH RICE NOV 25                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-602.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CANOLA (IFUS) FUTURE JAN 26                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $810.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CANOLA (IFUS) FUTURE NOV 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -12 | NC      | $4614.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | KRW/USD FUTURE (SGX) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SG        |          -1 | NC      | $13.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1490932.54   | 0.30%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189589.02    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                           | ASIAN DEVELOPMENT BANK                       | CUSIP: Y002MNKZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     3000000 | PA      | $295745.90    | 0.06%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                          | CUSIP: Y2R35K8G2<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    77000000 | PA      | $896089.25    | 0.18%             | 2029-04-18      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62190.04     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3                      | STACR_22-HQA3                                | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $136092.46    | 0.03%             | 2042-08-25      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: Y6S86ZH51<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6212000000 | PA      | $389326.82    | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                      | STACR_22-DNA6                                | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146796 | PA      | $147750.75    | 0.03%             | 2042-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA3                      | STACR_21-HQA3                                | CUSIP: 35564KKL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $441785.55    | 0.09%             | 2041-09-25      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA7                      | STACR_22-DNA7                                | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       51974 | PA      | $52596.40     | 0.01%             | 2052-03-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                                | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $289013.20    | 0.06%             | 2042-03-25      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                      | STACR_22-DNA3                                | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67386 | PA      | $68164.63     | 0.01%             | 2042-04-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                      | STACR_22-DNA4                                | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      208224 | PA      | $210935.33    | 0.04%             | 2042-05-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                      | STACR_22-DNA4                                | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $295788.19    | 0.06%             | 2042-05-25      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_24-HQA1                      | STACR_24-HQA1                                | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $677981.17    | 0.14%             | 2044-03-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_25-HQA1                      | STACR_25-HQA1                                | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      287915 | PA      | $288174.28    | 0.06%             | 2045-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_25-HQA1                      | STACR_25-HQA1                                | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $260725.48    | 0.05%             | 2045-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OOMLT_07-5                                                       | OOMLT_07-5                                   | CUSIP: 68403HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1393600 | PA      | $715301.60    | 0.14%             | 2037-05-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                           | OPTION CARE HEALTH INC                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154161.81    | 0.03%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO TLB 2.25                        | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      145000 | PA      | $141012.50    | 0.03%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                     | OT MIDCO INC                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $175634.48    | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                       | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      342000 | PA      | $341897.28    | 0.07%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC                        | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151039.28    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                   | Wintrust Financial Corp                      | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       10275 | NS      | $271362.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION                            | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      215000 | PA      | $223249.74    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287979.55    | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                              | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      760000 | PA      | $707355.76    | 0.14%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                              | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290555.18    | 0.06%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      235000 | PA      | $227523.20    | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC ZAYO_25-1                                        | ZAYO_25-1A                                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $275791.80    | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | AUD/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          -4 | NC      | $-4700.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE/JSE TOP 40 SEP 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | ZA        |          26 | NC      | $80014.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE/JSE TOP 40 SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ZA        |           9 | NC      | $16327.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                            | JAPAN (GOVERNMENT OF) 20YR #83               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   207400000 | PA      | $1418016.76   | 0.28%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4278000000 | PA      | $267636.88    | 0.05%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   773000000 | PA      | $47638.35     | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     9720000 | PA      | $195355.51    | 0.04%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2025000000 | PA      | $125250.54    | 0.02%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | ONTARIO (PROVINCE OF)                        | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $308666.62    | 0.06%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |      215000 | PA      | $219533.14    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | COCOA FUTURE (LIFFE) DEC 25                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $3084.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GAS OIL JAN 26                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-126.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GAS OIL OCT 25                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $7471.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GAS OIL OCT 25                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           7 | NC      | $-17648.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GAS OIL NOV 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-4401.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MSCI SING IX ETS SEP 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |          31 | NC      | $-5665.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | MSCI SING IX ETS SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |          30 | NC      | $-4563.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OSLO MUNICIPLALITY OF                                            | OSLO MUNICIPLALITY OF                        | CUSIP: R6933ZBR2<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |     4000000 | PA      | $395944.20    | 0.08%             | 2029-06-11      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ZAR/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           2 | NC      | $771.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ZAR/USD FUTURE (CME) SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          61 | NC      | $15156.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |      741256 | OU      | $-2743.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |     1033498 | OU      | $-19605.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |      864401 | OU      | $-4072.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |      460861 | OU      | $4737.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | US DOLLARS                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | US        |      852483 | OU      | $6394.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | CANADIAN DOLLAR                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | CA        |     1026364 | OU      | $6914.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | XX        |      892754 | OU      | $-6490.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              | CORP              | XX        |     1482500 | OU      | $11706.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |      444524 | OU      | $1440.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | US DOLLARS                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |      162731 | OU      | $-1152.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | EURO COUNTRIES                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | XX        |      739062 | OU      | $2774.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | SINGAPORE DOLLAR                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | SG        |     1169208 | OU      | $7608.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |     1456255 | OU      | $7160.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |      862920 | OU      | $-14666.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |      368417 | OU      | $-2184.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |      852483 | OU      | $8024.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | JAPANESE YEN                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | JP        |    63167633 | OU      | $9460.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US 10YR NOTE DEC 25                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-8336.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                              | US DOLLARS                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |      689284 | OU      | $12102.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |     3190202 | OU      | $7621.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-24

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer