# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001145549-25-047792
**Filing Date:** 2025-7
**Character Count:** 119474
**Document Hash:** 2d6ae53fb569540e103f66db5c3a6c1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-047792.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001145549-25-047792

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280

**ORGANIZATION NAME:**
- **EIN:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 251148792

**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:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Commodity Strategy Fund (Series ID: S000033328)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000117664 | Columbia Commodity Strategy Fund Class A               | CCSAX           |
| C000117667 | Columbia Commodity Strategy Fund Institutional Class   | CCSZX           |
| C000138343 | Columbia Commodity Strategy Fund Institutional 2 Class | CADLX           |
| C000149225 | Columbia Commodity Strategy Fund Institutional 3 Class | CCFYX           |

## 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 II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

- **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:** Columbia Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000033328

- **c. LEI of Series:** WYLFPRJKMBQ25JFLQU04

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $253089423.43

**Total Liabilities:** $2492175.66

**Net Assets:** $250597247.77

**Amount of Assets Invested in Other Investment Companies:** $26298744.55

**Cash Not Reported:** $10902813.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 412.449200000000 | **1-Year:** 20318.944300000000 | **5-Year:** 705.986600000000 | **10-Year:** 180.460000000000 | **30-Year:** 912.164200000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 354.579400000000 | **5-Year:** 3800.624400000000 | **10-Year:** 85.031200000000 | **30-Year:** 9052.501300000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117664 | 3.90%                | -5.63%               | 0.00%                |
| Class ID C000117667 | 3.80%                | -5.54%               | 0.00%                |
| Class ID C000138343 | 3.85%                | -5.51%               | 0.00%                |
| Class ID C000149225 | 3.87%                | -5.59%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1854364.69              | $-43729.83                                 |
| Month 2  | $-161078.28              | $-8095.14                                  |
| Month 3  | $-2943500.25             | $-240368.92                                |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index Total Return

- **Index Identifier:** DJUBSCOM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                                          | MORGAN STANLEY                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1133862.11   | 0.45%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                        | MSBAM_15-C25                       | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351155 | PA      | $350021.03    | 0.14%             | 2048-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                        | MSBAM_15-C25                       | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769704 | PA      | $766015.27    | 0.31%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                        | MSBAM_16-C31                       | CUSIP: 61766RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155638 | PA      | $154384.02    | 0.06%             | 2049-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                  | NXP BV/NXP FUNDING LLC             | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    625000 | PA      | $628250.42    | 0.25%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)          | NATIONAL AUSTRALIA BK/NY           | CUSIP: 63253QAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $600778.91    | 0.24%             | 2025-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                     | NEXTERA ENERGY CAPITAL HOLDINGS    | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575823.41    | 0.23%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_23-1        | NFMOT_23-1A                        | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2343757.40   | 0.94%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE INC                       | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644728.31    | 0.26%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_25-A          | NAROT_25-A                         | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1325581.68   | 0.53%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                            | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319926.56    | 0.13%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                        | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600088.44    | 0.24%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | ONTARIO (PROVINCE OF)              | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $634902.49    | 0.25%             | 2026-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-1                           | OPTN_24-1A                         | CUSIP: 68377JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5898 | PA      | $5899.16      | 0.00%             | 2031-04-08      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                           | OPTN_24-3                          | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53042 | PA      | $53039.33     | 0.02%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORPORATION                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636194.09    | 0.25%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                  | PNC FINANCIAL SERVICES GROUP INC   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628614.13    | 0.25%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                            | PRET_24-NPL6                       | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545737 | PA      | $549557.66    | 0.22%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_24-2A               | PEAC_24-2A                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577459 | PA      | $577151.87    | 0.23%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | WESTPAC BANKING CORP               | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $625154.91    | 0.25%             | 2026-10-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | WILLIAMS COMPANIES INC             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640605.05    | 0.26%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | XCEL ENERGY INC                    | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $613319.40    | 0.24%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN OIL JAN 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        59 | NC      | $74820.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST UPGR_24-1                     | UPGR_24-1                          | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219167 | PA      | $219240.85    | 0.09%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                  | UPST_24-1                          | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96084 | PA      | $95803.09     | 0.04%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC VCAT_25-NPL1              | VCAT_25-NPL1                       | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433915 | PA      | $430037.19    | 0.17%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION VCAT_25-NPL2                  | VCAT_25-NPL2                       | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1826108 | PA      | $1820679.56   | 0.73%             | 2054-09-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                              | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    625000 | PA      | $622453.51    | 0.25%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_24-A                  | VWALT_24-A                         | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2343711.14   | 0.94%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC ENERGY GROUP INC               | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575181.47    | 0.23%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                         | WFCM_15-C30                        | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224390 | PA      | $1220415.33   | 0.49%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & COMPANY              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104153.73   | 0.44%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C45       | WFCM_18-C45                        | CUSIP: 95001NAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409039 | PA      | $406754.61    | 0.16%             | 2051-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                          | WESTERN GAS PARTNERS LP            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623256.39    | 0.25%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A       | WLAKE_21-2A                        | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74281 | PA      | $74015.44     | 0.03%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_24-1              | WFLOOR_24-1A                       | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1404912.88   | 0.56%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3A       | WLAKE_21-3A                        | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923555 | PA      | $917447.10    | 0.37%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-P1       | WLAKE_25-P1                        | CUSIP: 96043LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $575253.81    | 0.23%             | 2026-06-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | COTTON NO.2 DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        64 | NC      | $-39287.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | CATTLE FEEDER AUG 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         7 | NC      | $6081.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GOLD 100 OZ FEB 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        27 | NC      | $-35400.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GOLD 100 OZ AUG 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        20 | NC      | $903844.95    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GOLD 100 OZ DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        83 | NC      | $2835228.28   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COPPER MAR 26                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        23 | NC      | $24033.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COPPER MAR 26                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-1366.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11               | PAID_24-11                         | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024147 | PA      | $1022148.96   | 0.41%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                | PAID_24-5                          | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146957 | PA      | $147837.90    | 0.06%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                | PAID_25-1                          | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199983 | PA      | $200200.38    | 0.08%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                  | PAID_24-7                          | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795989 | PA      | $803682.12    | 0.32%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                  | PAIDGT_24-7                        | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822960 | PA      | $832084.37    | 0.33%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                | PAID_24-3                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541947 | PA      | $544793.86    | 0.22%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                | PAID_24-1                          | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229936 | PA      | $231920.33    | 0.09%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-3                | PAID_23-3                          | CUSIP: 69548BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17082 | PA      | $17100.33     | 0.01%             | 2030-12-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                | PAID_24-6                          | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110574 | PA      | $111337.79    | 0.04%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                   | PFIZER INVESTMENT ENTERPRISES PTE  | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $600226.12    | 0.24%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                      | PIONEER NATURAL RESOURCES COMPANY  | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527791.36    | 0.21%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                         | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573914.48    | 0.23%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                            | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    495728 | PA      | $499506.94    | 0.20%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL4           | PRET_25-NPL4                       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199855.04    | 0.08%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                    | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    333252 | PA      | $331814.70    | 0.13%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL4                                            | PRET_24-NPL4                       | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254050 | PA      | $255317.61    | 0.10%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL9                                   | PRET_24-NPL9                       | CUSIP: 74143TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1124479 | PA      | $1132210.03   | 0.45%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                 | PRICOA GLOBAL FUNDING I            | CUSIP: 74153WCT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $632964.61    | 0.25%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                        | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623414.76    | 0.25%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1     | PMIT_24-1A                         | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46816 | PA      | $46883.89     | 0.02%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                              | PRPM_24-8                          | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    954468 | PA      | $960561.28    | 0.38%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED            | PUBLIC SERVICE ENTERPRISE GROUP    | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    558000 | PA      | $553201.33    | 0.22%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                    | QUEBEC (PROVINCE OF)               | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $646490.02    | 0.26%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A           | TAOT_23-A                          | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543726 | PA      | $543549.08    | 0.22%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                | TOYOTA MOTOR CREDIT CORP           | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651209.51    | 0.26%             | 2027-05-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | TRUIST FINANCIAL CORP              | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583749.87    | 0.23%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                         | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638253.66    | 0.25%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS GROUP AG                       | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    650000 | PA      | $635363.47    | 0.25%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UB                        | UBSCM_17-C3                        | CUSIP: 90276GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961322 | PA      | $947266.56    | 0.38%             | 2050-08-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| US BANK NATIONAL ASSOCIATION                            | US BANK NATIONAL ASSOCIATION       | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676078.37    | 0.27%             | 2028-05-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORPORATION          | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $517024.24    | 0.21%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                  | TREASURY BILL                      | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1291001.71   | 0.52%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634645.50    | 0.25%             | 2026-07-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | COPPER JUL 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         7 | NC      | $-226.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COPPER SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        24 | NC      | $80153.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COPPER DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        48 | NC      | $138702.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NY HARBOR ULSD (HEAT OIL) JAN 26   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        21 | NC      | $-38767.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NY HARBOR ULSD (HEAT OIL) JUL 25   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        47 | NC      | $-170911.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NY HARBOR ULSD (HEAT OIL) SEP 25   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        11 | NC      | $-102200.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NY HARBOR ULSD (HEAT OIL) NOV 25   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        11 | NC      | $-62248.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COFFEE MAR 26                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        12 | NC      | $-142448.43   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COFFEE JUL 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         8 | NC      | $56731.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COFFEE JUL 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         2 | NC      | $-2229.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COFFEE SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        12 | NC      | $42183.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COFFEE DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        24 | NC      | $-70562.29    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT KCBT FUTURE MAR 26           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        29 | NC      | $16969.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT KCBT FUTURE JUL 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        38 | NC      | $-66960.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT KCBT FUTURE SEP 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        31 | NC      | $-76765.78    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT KCBT FUTURE DEC 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        60 | NC      | $-137225.96   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME PRI ALUM JAN 26                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        62 | NC      | $49471.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME PRI ALUM JUL 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        17 | NC      | $-22625.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME PRI ALUM SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        31 | NC      | $-104838.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME PRI ALUM NOV 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        31 | NC      | $-152223.08   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LIVE CATTLE FEB 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        22 | NC      | $2104.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LIVE CATTLE AUG 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        37 | NC      | $183747.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LIVE CATTLE OCT 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        22 | NC      | $131458.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LIVE CATTLE DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        44 | NC      | $227272.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LEAN HOGS FEB 26                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        32 | NC      | $29853.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LEAN HOGS JUL 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        63 | NC      | $94424.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LEAN HOGS OCT 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        31 | NC      | $49736.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LEAN HOGS DEC 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        67 | NC      | $206227.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME LEAD JAN 26                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        18 | NC      | $9819.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME LEAD JUL 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        28 | NC      | $4360.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME LEAD SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |         9 | NC      | $-12188.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME LEAD NOV 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |         9 | NC      | $-23330.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME NICKEL JAN 26                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        24 | NC      | $6688.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME NICKEL JUL 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |         4 | NC      | $-15252.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME NICKEL SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $-59346.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME NICKEL NOV 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $-89307.12    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME ZINC JAN 26                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        30 | NC      | $-11348.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME ZINC JUL 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        66 | NC      | $-103176.38   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME ZINC SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        15 | NC      | $-89086.95    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | LME ZINC NOV 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        15 | NC      | $-107387.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NATURAL GAS JAN 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       183 | NC      | $-488719.74   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NATURAL GAS JUL 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        32 | NC      | $46036.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NATURAL GAS JUL 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        94 | NC      | $-536289.48   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NATURAL GAS SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       122 | NC      | $-634607.14   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | NATURAL GAS NOV 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       109 | NC      | $-811506.23   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GAS OIL JAN 26                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |         5 | NC      | $4163.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GAS OIL JAN 26                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        35 | NC      | $-34652.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GAS OIL JUL 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        78 | NC      | $-146816.87   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GAS OIL SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        20 | NC      | $-197839.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GAS OIL NOV 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        20 | NC      | $-95401.23    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN JAN 26                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        54 | NC      | $90322.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN JAN 26                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        59 | NC      | $-22382.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN JUL 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         7 | NC      | $7134.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN JUL 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        42 | NC      | $-3555.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN NOV 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       115 | NC      | $-104702.83   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SUGAR #11 MAR 26                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       191 | NC      | $-180147.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SUGAR #11 JUL 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        77 | NC      | $-35915.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SUGAR #11 OCT 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        65 | NC      | $-80731.43    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SILVER MAR 26                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        15 | NC      | $15778.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST CMXS_24-A               | CMXS_24-A                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263206 | PA      | $263904.53    | 0.11%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                     | CARRIER GLOBAL CORP                | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $605669.23    | 0.24%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3              | CRVNA_21-P3                        | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15881 | PA      | $15865.61     | 0.01%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N1              | CRVNA_24-N1                        | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276744 | PA      | $276979.56    | 0.11%             | 2027-04-12      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST ENT_23-1                     | ENT_23-1A                          | CUSIP: 293601AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57860 | PA      | $57921.22     | 0.02%             | 2027-08-16      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                 | EFF_24-1                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499893 | PA      | $1508743.87   | 0.60%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                       | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601561.57    | 0.24%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | EVERSOURCE ENERGY                  | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461938.48    | 0.18%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHF TRUST FHF_21-2                                      | FHF_21-2A                          | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       635 | PA      | $634.39       | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                 | FHLB                               | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   1300000 | PA      | $1286630.27   | 0.51%             | 2025-09-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                 | FORDR_21-2                         | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $623404.73    | 0.25%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_23-NQM2                                 | ADMT_23-NQM2                       | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    901974 | PA      | $902063.26    | 0.36%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                              | ACHV_24-1PL                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64883 | PA      | $65074.89     | 0.03%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                              | ACHV_24-1PL                        | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86354 | PA      | $87008.45     | 0.03%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-2PL                              | ACHV_24-2PL                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585232 | PA      | $584338.00    | 0.23%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                               | COREBRIDGE GLOBAL FUNDING          | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554633.44    | 0.22%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T INC                           | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634824.34    | 0.25%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | ABBVIE INC                         | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630703.03    | 0.25%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | ACE INA HOLDINGS INC               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618915.32    | 0.25%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_24-2                               | ACMAT_24-2A                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203124 | PA      | $203703.69    | 0.08%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B            | AFFRM_23-B                         | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $829994.80    | 0.33%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2           | AFFRM_24-X2                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376424 | PA      | $1376128.13   | 0.55%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X1           | AFFRM_24-X1                        | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117206 | PA      | $117288.06    | 0.05%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $626637.46    | 0.25%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | AMGEN INC                          | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $457595.97    | 0.18%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES TRUST LLC AXIS_22-1A | AXIS_22-1A                         | CUSIP: 03236VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10320 | PA      | $10302.29     | 0.00%             | 2027-10-20      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | ANTHEM INC                         | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    624000 | PA      | $608435.17    | 0.24%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                         | ASTRAZENECA PLC                    | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $571939.93    | 0.23%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE SYSTEMS PLC                    | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $630313.14    | 0.25%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP CAPITAL MARKETS PLC             | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $635202.21    | 0.25%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_24-1                      | BMWLT_24-1                         | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601696.08    | 0.24%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | BANK OF AMERICA CORP (FRN)         | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1301184.52   | 0.52%             | 2027-09-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | BANK OF MONTREAL                   | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $624406.10    | 0.25%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                        | BANK OF NEW YORK MELLON CORP/THE   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624588.94    | 0.25%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | BANK OF NOVA SCOTIA (FRN)          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $625426.53    | 0.25%             | 2027-06-04      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                             | BACARDI LTD                        | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $244375.39    | 0.10%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                             | BACARDI LTD                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $224405.94    | 0.09%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                            | BECTON DICKINSON AND COMPANY       | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590762.20    | 0.24%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | BOEING CO                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $629499.58    | 0.25%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122ED6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551348.52    | 0.22%             | 2026-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP                                           | BROADCOM CORP/BROADCOM CAYMAN FIN  | CUSIP: 11134LAR0<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635748.14    | 0.25%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                  | CD_17-CD6                          | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551430 | PA      | $542838.47    | 0.22%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_                        | CD_17-CD4                          | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642623 | PA      | $635497.33    | 0.25%             | 2050-05-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                         | CFCRE_17-C8                        | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306783 | PA      | $303738.66    | 0.12%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                             | CIGNA CORP                         | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392824.27    | 0.16%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                | CSX CORPORATION                    | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572063.80    | 0.23%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS HEALTH CORP                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $632730.93    | 0.25%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                            | CAMPBELL SOUP COMPANY              | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    610000 | PA      | $612692.03    | 0.24%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                        | CANADIAN IMPERIAL BANK OF COMMERCE | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $612489.01    | 0.24%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                      | CARMX_23-3                         | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1633082.59   | 0.65%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3              | CRVNA_24-N3                        | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829401 | PA      | $829366.11    | 0.33%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P3              | CRVNA_24-P3                        | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732227 | PA      | $731991.66    | 0.29%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                     | CATERPILLAR FINANCIAL SERVICES COR | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623626.11    | 0.25%             | 2027-01-07      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                  | CENTERPOINT ENERGY INC             | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557436.80    | 0.22%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                        | CHARTER COMM OPT/CAP               | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610545.82    | 0.24%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | CITIGROUP INC                      | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1257197.32   | 0.50%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_24-A                            | CNH_24-A                           | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286843 | PA      | $287148.67    | 0.11%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_24-C                            | CNH_24-C                           | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957324 | PA      | $956421.25    | 0.38%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                           | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  96225418 | NS      | $96196550.19  | 38.39%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORPORATION                | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    650000 | PA      | $629779.25    | 0.25%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02          | CAS_22-R02                         | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455363 | PA      | $456041.70    | 0.18%             | 2042-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05     | CAS_22-R05                         | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202375 | PA      | $203299.87    | 0.08%             | 2042-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)              | COOPERATIEVE RABOBANK UA/NY        | CUSIP: 21688ABG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $601895.29    | 0.24%             | 2026-08-28      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAG                        | DBJPM_16-C3                        | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $708460.87    | 0.28%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                      | DTE ENERGY COMPANY                 | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562190.68    | 0.22%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | JOHN DEERE CAPITAL CORP            | CUSIP: 24422EXK0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577628.15    | 0.23%             | 2026-03-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_23-3                  | DEFT_23-3                          | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247427 | PA      | $248863.99    | 0.10%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                      | DIAGEO CAPITAL PLC                 | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505627.98    | 0.20%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | DOMINION ENERGY INC                | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632570.08    | 0.25%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | DUKE ENERGY CORP                   | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $511257.92    | 0.20%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA FINANCE LLC               | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $779703.66    | 0.31%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | ENBRIDGE INC                       | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $584619.31    | 0.23%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574408.60    | 0.23%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2        | GSKY_24-2                          | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359223 | PA      | $359625.50    | 0.14%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                   | HCA INC                            | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633664.09    | 0.25%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC HOLDINGS PLC                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $706662.31    | 0.28%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST HPEFS_24-2A                       | HPEFS_24-2A                        | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408364 | PA      | $409192.05    | 0.16%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_24-B             | HDMOT_24-B                         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196805 | PA      | $196792.72    | 0.08%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A             | HDMOT_22-A                         | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249020 | PA      | $248518.72    | 0.10%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | HOME DEPOT INC                     | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630597.09    | 0.25%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-C      | HALST_24-C                         | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1153322.35   | 0.46%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A      | HALST_24-A                         | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1329020.98   | 0.53%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C32 | JPMBB_15-C32                       | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124671 | PA      | $124391.78    | 0.05%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C33 | JPMBB_15-C33                       | CUSIP: 46645JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68134 | PA      | $67929.31     | 0.03%             | 2048-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURI                        | JPMDB_16-C4                        | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060523 | PA      | $1039833.07   | 0.41%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMORGAN CHASE & CO                | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273026.84   | 0.51%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-HE3                   | JPMMT_24-HE3                       | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    746026 | PA      | $744507.63    | 0.30%             | 2055-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | KINDER MORGAN INC                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264190.57    | 0.11%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    402000 | PA      | $395825.23    | 0.16%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_24-2                     | KCOT_24-2A                         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643880 | PA      | $646266.80    | 0.26%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                               | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619082.14    | 0.25%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                       | LYB INTERNATIONAL FINANCE III LLC  | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    625000 | PA      | $617130.12    | 0.25%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                       | LOEWS CORPORATION                  | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621092.89    | 0.25%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                        | MFT_24-1A                          | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51028 | PA      | $51115.54     | 0.02%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | MARS INC                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $640655.40    | 0.26%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-2          | MBART_23-2                         | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $658372.46    | 0.26%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $631105.22    | 0.25%             | 2026-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                      | MICROCHIP TECHNOLOGY INCORPORATED  | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573913.69    | 0.23%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                              | MONDELEZ INTERNATIONAL INC         | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582285.53    | 0.23%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST M                        | MSC_17-H1                          | CUSIP: 61691JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406755 | PA      | $404093.57    | 0.16%             | 2050-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                 | FORDL_24-A                         | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2383000 | PA      | $2388057.68   | 0.95%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_24-C                 | FORDO_24-C                         | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394334 | PA      | $393881.82    | 0.16%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN OIL JAN 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        67 | NC      | $-58120.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN OIL JUL 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        43 | NC      | $32558.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN OIL DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       127 | NC      | $132341.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | CORN MAR 26                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       116 | NC      | $-12830.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | CORN JUL 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       101 | NC      | $-55096.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | CORN SEP 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       123 | NC      | $-189330.16   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | CORN DEC 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       240 | NC      | $-142214.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COCOA SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        13 | NC      | $37186.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COCOA SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         1 | NC      | $-417.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WTI CRUDE JAN 26                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        94 | NC      | $-68520.12    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WTI CRUDE JUL 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        93 | NC      | $-206436.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WTI CRUDE SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        46 | NC      | $-464999.39   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WTI CRUDE NOV 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        47 | NC      | $-254690.38   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | BRENT CRUDE (ICE) JAN 26           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |       101 | NC      | $-269722.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | BRENT CRUDE (ICE) MAR 26           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        50 | NC      | $-63674.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | BRENT CRUDE (ICE) SEP 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        57 | NC      | $-512442.92   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | BRENT CRUDE (ICE) NOV 25           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |        51 | NC      | $-501497.72   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COTTON NO.2 MAR 26                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        21 | NC      | $-9317.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | COTTON NO.2 JUL 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        28 | NC      | $-44828.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                        | GSMS_15-GC34                       | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    552429 | PA      | $551103.61    | 0.22%             | 2048-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                   | GCAR_23-3A                         | CUSIP: 36267PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12131 | PA      | $12136.69     | 0.00%             | 2027-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                          | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $615612.21    | 0.25%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-1        | GMALT_24-1                         | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861000 | PA      | $864113.63    | 0.34%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                   | GEORGIA POWER COMPANY              | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649786.30    | 0.26%             | 2026-09-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | GILEAD SCIENCES INC                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571226.32    | 0.23%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-2                    | GCAR_24-2A                         | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301192.86    | 0.12%             | 2028-01-18      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2             | GSAR_24-2A                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1496879 | PA      | $1509481.84   | 0.60%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                             | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155091.55   | 0.46%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_25-1        | GSKY_25-1A                         | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698680 | PA      | $699434.51    | 0.28%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-3                               | RCO_25-3                           | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $324598.89    | 0.13%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615128.01    | 0.25%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                               | RCO_25-1                           | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732625 | PA      | $732929.81    | 0.29%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-2                          | REACH_24-2A                        | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675353 | PA      | $677046.58    | 0.27%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-1                          | REACH_24-1A                        | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137532 | PA      | $138019.23    | 0.06%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1        | RPM_24-1A                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108478 | PA      | $109386.62    | 0.04%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | ROCHE HOLDINGS INC                 | CUSIP: 771196BK7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    482000 | PA      | $474323.29    | 0.19%             | 2026-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | ROYAL BANK OF CANADA               | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $625987.34    | 0.25%             | 2027-07-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_24-1                      | SCFET_24-1A                        | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346606 | PA      | $350590.22    | 0.14%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-C                        | SBALT_24-C                         | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714113 | PA      | $714264.35    | 0.29%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                        | SBALT_24-A                         | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1761755.28   | 0.70%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5       | SDART_24-5                         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324127 | PA      | $324056.20    | 0.13%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                  | SIEMENS FINANCIERINGSMAATSCHAPPIJ  | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $641380.58    | 0.26%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                        | SKANDINAVISKA ENSKILDA BANKEN AB   | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    625000 | PA      | $632861.32    | 0.25%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | STATE STREET CORP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651482.14    | 0.26%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | SYNOPSYS INC                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625873.25    | 0.25%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-MOBILE USA INC                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616976.32    | 0.25%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                               | TORONTO-DOMINION BANK/THE          | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $625168.52    | 0.25%             | 2026-12-17      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_21-SJ2                   | TPMT_21-SJ2                        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422412 | PA      | $405972.97    | 0.16%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | SILVER JUL 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        11 | NC      | $27090.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SILVER SEP 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        15 | NC      | $75963.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SILVER DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        28 | NC      | $128796.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                   | PRET_24-NPL8                       | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    874442 | PA      | $871450.50    | 0.35%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL2           | PRET_25-NPL2                       | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1562549 | PA      | $1548700.31   | 0.62%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_24-1                | PEAC_24-1A                         | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458102 | PA      | $460923.67    | 0.18%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                | PAID_24-2                          | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407054 | PA      | $410797.75    | 0.16%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | SILVER DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         2 | NC      | $-18789.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN MEAL (CBT) JAN 26          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       105 | NC      | $49599.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN MEAL (CBT) JUL 25          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       114 | NC      | $-77195.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | SOYBEAN MEAL (CBT) DEC 25          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |       106 | NC      | $-97438.67    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | US 2YR NOTE SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      -153 | NC      | $-44581.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT MAR 26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        45 | NC      | $27086.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT JUL 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        34 | NC      | $-56384.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        49 | NC      | $-83116.23    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | WHEAT DEC 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        94 | NC      | $-128248.31   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GASOLINE RBOB JAN 26               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         3 | NC      | $1871.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GASOLINE RBOB JAN 26               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        26 | NC      | $-31172.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GASOLINE RBOB JUL 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        66 | NC      | $103585.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GASOLINE RBOB SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        13 | NC      | $-120226.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | GASOLINE RBOB NOV 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |        14 | NC      | $-64197.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer