# EDGAR Filing Document

**Accession Number:** 0001559992
**File Stem:** 0001145549-25-043823
**Filing Date:** 2025-6
**Character Count:** 4248291
**Document Hash:** f82eb71a646cdece57172b3a0f526e47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-043823.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-043823

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22761
- **FILM NUMBER:** 251085300

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1742670227.97

**Total Liabilities:** $78578749.41

**Net Assets:** $1664091478.56

**Amount of Assets Invested in Other Investment Companies:** $188948005.20

**Cash Not Reported:** $125569747.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -265.818833358000 | **5-Year:** -1048.675671130000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** -6764.852588059360 | **5-Year:** -7595.788074412350 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219644 | -0.57%               | 1.33%                | -6.00%               |
| Class ID C000219645 | -0.47%               | 1.32%                | -5.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1980357.80             | $-4154182.60                               |
| Month 2  | $1717273.09              | $-5021724.91                               |
| Month 3  | $-1430577.22             | $696593.15                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 186107208.SRDLC                                     | 186107208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6711 | PA      | $6746.86      | 0.00%             | 2027-02-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186143484.SRDLC                                     | 186143484.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1145 | PA      | $102.35       | 0.00%             | 2025-03-12      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 186165363.SRDLC                                     | 186165363.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4112 | PA      | $4076.71      | 0.00%             | 2027-02-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186675548.SRDLC                                     | 186675548.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       906 | PA      | $896.49       | 0.00%             | 2026-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186824468.SRDLC                                     | 186824468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7919 | PA      | $7812.65      | 0.00%             | 2027-03-14      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186900684.SRDLC                                     | 186900684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11973 | PA      | $11848.02     | 0.00%             | 2027-03-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 186952838.SRDLC                                     | 186952838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3995 | PA      | $357.19       | 0.00%             | 2027-03-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187120238.SRDLC                                     | 187120238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $217.87       | 0.00%             | 2025-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187143516.SRDLC                                     | 187143516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2838 | PA      | $965.39       | 0.00%             | 2025-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187145522.SRDLC                                     | 187145522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6469 | PA      | $6402.63      | 0.00%             | 2027-10-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187298940.SRDLC                                     | 187298940.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $219.53       | 0.00%             | 2025-03-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187435569.SRDLC                                     | 187435569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15201 | PA      | $1358.93      | 0.00%             | 2027-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187437735.SRDLC                                     | 187437735.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       304 | PA      | $27.21        | 0.00%             | 2025-04-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187670344.SRDLC                                     | 187670344.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        36 | PA      | $35.69        | 0.00%             | 2025-05-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187983448.SRDLC                                     | 187983448.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $227.15       | 0.00%             | 2025-04-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 188003641.SRDLC                                     | 188003641.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17833 | PA      | $17625.54     | 0.00%             | 2027-04-05      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 188396800.SRDLC                                     | 188396800.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1089 | PA      | $1087.95      | 0.00%             | 2025-05-30      | Fixed         | 10.89%                | Yes           |                  3 | On Loan: No      |
| 188639510.SRDLC                                     | 188639510.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5440 | PA      | $5532.47      | 0.00%             | 2027-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192306426.SRDLC                                     | 192306426.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $188.72       | 0.00%             | 2025-08-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 192526019.SRDLC                                     | 192526019.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5043 | PA      | $1231.83      | 0.00%             | 2028-04-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192607073.SRDLC                                     | 192607073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6725 | PA      | $601.25       | 0.00%             | 2027-08-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 192629073.SRDLC                                     | 192629073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10026 | PA      | $10671.30     | 0.00%             | 2027-08-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192646300.SRDLC                                     | 192646300.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3333 | PA      | $297.95       | 0.00%             | 2026-04-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192966506.SRDLC                                     | 192966506.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6858 | PA      | $613.07       | 0.00%             | 2025-08-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193401898.SRDLC                                     | 193401898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1302 | PA      | $1294.27      | 0.00%             | 2025-09-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 193993362.SRDLC                                     | 193993362.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9743 | PA      | $10300.90     | 0.00%             | 2027-09-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 194256083.SRDLC                                     | 194256083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4204 | PA      | $4260.92      | 0.00%             | 2026-10-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 194459017.SRDLC                                     | 194459017.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16260 | PA      | $17019.12     | 0.00%             | 2027-10-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 194532233.SRDLC                                     | 194532233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1282 | PA      | $114.57       | 0.00%             | 2025-10-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195208923.SRDLC                                     | 195208923.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2103 | PA      | $2086.96      | 0.00%             | 2027-11-13      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204196251.SRDLC                                     | 204196251.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5573 | PA      | $5508.04      | 0.00%             | 2026-09-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 204334194.SRDLC                                     | 204334194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5159 | PA      | $5256.94      | 0.00%             | 2026-09-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204435865.SRDLC                                     | 204435865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13038 | PA      | $12770.94     | 0.00%             | 2026-10-10      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 204950541.SRDLC                                     | 204950541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1554 | PA      | $138.96       | 0.00%             | 2026-11-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204973013.SRDLC                                     | 204973013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4274 | PA      | $4334.45      | 0.00%             | 2028-11-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205075482.SRDLC                                     | 205075482.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19627 | PA      | $19370.20     | 0.00%             | 2026-11-24      | Fixed         | 8.90%                 | Yes           |                  3 | On Loan: No      |
| 205181324.SRDLC                                     | 205181324.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3669 | PA      | $3643.25      | 0.00%             | 2026-11-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205348634.SRDLC                                     | 205348634.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13137 | PA      | $12825.44     | 0.00%             | 2028-11-22      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205599754.SRDLC                                     | 205599754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27983 | PA      | $27907.67     | 0.00%             | 2027-12-07      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 205686889.SRDLC                                     | 205686889.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19482 | PA      | $15879.98     | 0.00%             | 2027-04-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205882910.SRDLC                                     | 205882910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5499 | PA      | $5381.30      | 0.00%             | 2027-12-31      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206321574.SRDLC                                     | 206321574.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2679.31      | 0.00%             | 2028-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 206481938.SRDLC                                     | 206481938.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8999 | PA      | $8607.80      | 0.00%             | 2028-02-05      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 206541256.SRDLC                                     | 206541256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7442 | PA      | $7094.71      | 0.00%             | 2029-02-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206751332.SRDLC                                     | 206751332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9815 | PA      | $9549.50      | 0.00%             | 2029-02-15      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 207003022.SRDLC                                     | 207003022.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8836 | PA      | $8422.85      | 0.00%             | 2027-03-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207137665.SRDLC                                     | 207137665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8640 | PA      | $8233.69      | 0.00%             | 2029-03-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207351023.SRDLC                                     | 207351023.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4208 | PA      | $4175.02      | 0.00%             | 2027-04-04      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 207754058.SRDLC                                     | 207754058.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1808 | PA      | $1774.13      | 0.00%             | 2026-04-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207930227.SRDLC                                     | 207930227.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20273 | PA      | $19064.88     | 0.00%             | 2028-04-24      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210478445.SRDLC                                     | 210478445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13492 | PA      | $12586.08     | 0.00%             | 2029-09-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210745731.SRDLC                                     | 210745731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16505 | PA      | $15582.91     | 0.00%             | 2028-09-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210854805.SRDLC                                     | 210854805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13051 | PA      | $12137.63     | 0.00%             | 2027-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211023811.SRDLC                                     | 211023811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2221 | PA      | $2153.73      | 0.00%             | 2026-09-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211064875.SRDLC                                     | 211064875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35874 | PA      | $35452.67     | 0.00%             | 2029-10-17      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211085179.SRDLC                                     | 211085179.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8437 | PA      | $7983.95      | 0.00%             | 2029-09-23      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211148239.SRDLC                                     | 211148239.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18653 | PA      | $18455.82     | 0.00%             | 2030-09-26      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 211187540.SRDLC                                     | 211187540.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12673 | PA      | $12143.73     | 0.00%             | 2026-10-16      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211200729.SRDLC                                     | 211200729.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13220 | PA      | $12607.74     | 0.00%             | 2028-10-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211362800.SRDLC                                     | 211362800.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2216 | PA      | $2088.38      | 0.00%             | 2028-10-08      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 211380995.SRDLC                                     | 211380995.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7266 | PA      | $6896.62      | 0.00%             | 2028-10-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211413323.SRDLC                                     | 211413323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18480 | PA      | $17401.81     | 0.00%             | 2028-10-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211439597.SRDLC                                     | 211439597.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3125 | PA      | $3020.89      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211472099.SRDLC                                     | 211472099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5653 | PA      | $5423.80      | 0.00%             | 2026-10-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| Atlas Capital DAC                                   | Atlas Capital DAC 2024-1 Class A                                  | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    267000 | PA      | $295387.57    | 0.02%             | 2027-06-08      | Floating      | 16.88%                | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2021-1 Class A                                         | CUSIP: 05826BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2488000 | PA      | $2484343.88   | 0.15%             | 2025-07-07      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| 211537340.SRDLC                                     | 211537340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14305 | PA      | $13409.08     | 0.00%             | 2027-10-16      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211643423.SRDLC                                     | 211643423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5102 | PA      | $4809.35      | 0.00%             | 2029-10-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2023-1 Class A                                         | CUSIP: 05826BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    446000 | PA      | $453328.45    | 0.03%             | 2027-07-07      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| 187163955.SRDLC                                     | 187163955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2772.43      | 0.00%             | 2027-03-14      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 211725389.SRDLC                                     | 211725389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19262 | PA      | $18579.56     | 0.00%             | 2029-10-21      | Fixed         | 20.25%                | Yes           |                  3 | On Loan: No      |
| 211933523.SRDLC                                     | 211933523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1620 | PA      | $1569.73      | 0.00%             | 2026-11-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                              | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4239903.00   | 0.25%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                              | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1633516.30   | 0.10%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 212187695.SRDLC                                     | 212187695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3863 | PA      | $3660.81      | 0.00%             | 2027-11-23      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212242581.SRDLC                                     | 212242581.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8075 | PA      | $7587.51      | 0.00%             | 2029-11-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 187629164.SRDLC                                     | 187629164.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5552 | PA      | $5926.14      | 0.00%             | 2027-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 188512665.SRDLC                                     | 188512665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $246.03       | 0.00%             | 2025-04-18      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 212282343.SRDLC                                     | 212282343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11319 | PA      | $10755.57     | 0.00%             | 2028-11-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212365062.SRDLC                                     | 212365062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13488 | PA      | $12625.87     | 0.00%             | 2027-11-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2024-SFR2 Trust                                              | CUSIP: 00179UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4454750.55   | 0.27%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust                                                        | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $5994910.67   | 0.36%             | 2028-08-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 191095020.SRDLC                                     | 191095020.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12645 | PA      | $12727.39     | 0.00%             | 2027-07-20      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 191177276.SRDLC                                     | 191177276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15306 | PA      | $1368.38      | 0.00%             | 2027-07-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212534812.SRDLC                                     | 212534812.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17253 | PA      | $17236.00     | 0.00%             | 2028-11-20      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 213680485.SRDLC                                     | 213680485.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10776 | PA      | $10451.04     | 0.00%             | 2027-01-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class A-1                                      | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    730000 | PA      | $743598.08    | 0.04%             | 2027-06-07      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class B-1                                      | CUSIP: 037987AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    979000 | PA      | $1012769.63   | 0.06%             | 2027-06-07      | Floating      | 13.28%                | Yes           |                  2 | On Loan: No      |
| 191750200.SRDLC                                     | 191750200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $402.72       | 0.00%             | 2025-08-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192073469.SRDLC                                     | 192073469.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13336 | PA      | $14144.81     | 0.00%             | 2027-08-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213685112.SRDLC                                     | 213685112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5376 | PA      | $5209.99      | 0.00%             | 2027-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213685796.SRDLC                                     | 213685796.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5130 | PA      | $4955.22      | 0.00%             | 2028-01-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 193309315.SRDLC                                     | 193309315.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1351 | PA      | $1346.77      | 0.00%             | 2025-09-06      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 194999605.SRDLC                                     | 194999605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       177 | PA      | $178.30       | 0.00%             | 2025-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class B-1                                      | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    844000 | PA      | $869288.35    | 0.05%             | 2026-06-08      | Floating      | 12.55%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class C-1                                      | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2842000 | PA      | $2951240.80   | 0.18%             | 2026-06-08      | Floating      | 13.46%                | Yes           |                  2 | On Loan: No      |
| 213729191.SRDLC                                     | 213729191.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18740 | PA      | $17965.05     | 0.00%             | 2028-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213765087.SRDLC                                     | 213765087.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9700 | PA      | $9414.58      | 0.00%             | 2030-01-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204159589.SRDLC                                     | 204159589.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       474 | PA      | $474.99       | 0.00%             | 2025-09-11      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 204938682.SRDLC                                     | 204938682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3058 | PA      | $3026.42      | 0.00%             | 2026-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Aragonite Re Ltd.                                   | Aragonite Re 2024-1 Class A                                       | CUSIP: 03851YAA7<br>LEI: 254900LF29LPMNPHA287 | Long             | DBT              | CORP              | BM        |    931000 | PA      | $962269.50    | 0.06%             | 2027-04-07      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-1 Class A                                        | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   2589000 | PA      | $2697885.57   | 0.16%             | 2027-05-07      | Floating      | 14.53%                | Yes           |                  2 | On Loan: No      |
| 213927210.SRDLC                                     | 213927210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9936 | PA      | $9858.08      | 0.00%             | 2030-01-27      | Fixed         | 11.44%                | Yes           |                  3 | On Loan: No      |
| 214160953.SRDLC                                     | 214160953.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37706 | PA      | $37424.54     | 0.00%             | 2029-02-06      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205533806.SRDLC                                     | 205533806.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30569 | PA      | $29552.80     | 0.00%             | 2028-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205733468.SRDLC                                     | 205733468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5608 | PA      | $5549.05      | 0.00%             | 2026-12-14      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-2 Class A                                        | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   1051000 | PA      | $1055449.41   | 0.06%             | 2028-01-07      | Floating      | 12.79%                | Yes           |                  2 | On Loan: No      |
| Ashera Re Ltd.                                      | Ashera Re 2024-1 Class A                                          | CUSIP: 04401RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    758000 | PA      | $765130.89    | 0.05%             | 2027-04-07      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| 214261676.SRDLC                                     | 214261676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18300 | PA      | $17912.34     | 0.00%             | 2030-02-10      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214360653.SRDLC                                     | 214360653.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9306 | PA      | $9059.00      | 0.00%             | 2027-02-13      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206578166.SRDLC                                     | 206578166.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5203 | PA      | $465.18       | 0.00%             | 2027-02-08      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206636457.SRDLC                                     | 206636457.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3399 | PA      | $3239.80      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| Astro Re Pte. Ltd.                                  | Astro Re 2021-1 Class A                                           | CUSIP: 04638WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    417000 | PA      | $271050.00    | 0.02%             | 2025-07-08      | Floating      | 13.04%                | Yes           |                  3 | On Loan: No      |
| Atlas Capital Reinsurance 2022 DAC                  | Atlas Capital 2022 DAC 2022-1 Class A                             | CUSIP: 04921WAA5<br>LEI: 635400L9LFWNWH1AKY11 | Long             | DBT              | CORP              | IE        |   3621000 | PA      | $3628242.00   | 0.22%             | 2025-06-06      | Floating      | 14.22%                | Yes           |                  2 | On Loan: No      |
| 214362202.SRDLC                                     | 214362202.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5820 | PA      | $5626.88      | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214364368.SRDLC                                     | 214364368.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11526 | PA      | $11080.44     | 0.00%             | 2028-02-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206814439.SRDLC                                     | 206814439.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3407 | PA      | $3332.69      | 0.00%             | 2026-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206869869.SRDLC                                     | 206869869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12440 | PA      | $12090.67     | 0.00%             | 2029-02-23      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 186820218.SRDLC                                     | 186820218.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10926 | PA      | $11008.21     | 0.00%             | 2027-03-27      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 186894964.SRDLC                                     | 186894964.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7766 | PA      | $8038.63      | 0.00%             | 2027-03-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214404903.SRDLC                                     | 214404903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13375 | PA      | $13005.92     | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215049804.SRDLC                                     | 215049804.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4893.34      | 0.00%             | 2028-03-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 186963965.SRDLC                                     | 186963965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3069 | PA      | $3173.47      | 0.00%             | 2027-03-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187361064.SRDLC                                     | 187361064.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2566 | PA      | $2539.66      | 0.00%             | 2027-03-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206890382.SRDLC                                     | 206890382.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8579 | PA      | $8195.09      | 0.00%             | 2028-03-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207228981.SRDLC                                     | 207228981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7608 | PA      | $7306.75      | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215993752.SRDLC                                     | 215993752.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5892.38      | 0.00%             | 2028-04-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 7692209.SRDSQ                                       | 7692209.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4383 | PA      | $3777.33      | 0.00%             | 2025-10-15      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| 8158516.SRDSQ                                       | 8158516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18948 | PA      | $18339.10     | 0.00%             | 2026-03-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8195013.SRDSQ                                       | 8195013.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12302 | PA      | $11099.25     | 0.00%             | 2026-03-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 187625273.SRDLC                                     | 187625273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3278 | PA      | $3524.04      | 0.00%             | 2027-03-24      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187773011.SRDLC                                     | 187773011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11993 | PA      | $12031.03     | 0.00%             | 2027-04-04      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 207292980.SRDLC                                     | 207292980.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8837 | PA      | $8705.90      | 0.00%             | 2027-03-22      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 210358662.SRDLC                                     | 210358662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6067 | PA      | $5833.10      | 0.00%             | 2026-09-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8203056.SRDSQ                                       | 8203056.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12119 | PA      | $11719.54     | 0.00%             | 2026-03-20      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8331814.SRDSQ                                       | 8331814.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4473 | PA      | $4337.45      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 210578452.SRDLC                                     | 210578452.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1710 | PA      | $1580.15      | 0.00%             | 2027-09-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211186418.SRDLC                                     | 211186418.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1865 | PA      | $1801.90      | 0.00%             | 2026-09-27      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 191251728.SRDLC                                     | 191251728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5332 | PA      | $476.66       | 0.00%             | 2027-07-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191462983.SRDLC                                     | 191462983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4368 | PA      | $4613.57      | 0.00%             | 2027-07-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8345154.SRDSQ                                       | 8345154.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $765.33       | 0.00%             | 2026-05-03      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| 8351217.SRDSQ                                       | 8351217.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7715 | PA      | $7564.00      | 0.00%             | 2026-05-05      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 211318547.SRDLC                                     | 211318547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10534 | PA      | $9787.34      | 0.00%             | 2027-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211460569.SRDLC                                     | 211460569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44991 | PA      | $44536.94     | 0.00%             | 2029-11-07      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 191845973.SRDLC                                     | 191845973.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $861.01       | 0.00%             | 2025-07-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 191860902.SRDLC                                     | 191860902.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3176 | PA      | $283.93       | 0.00%             | 2025-07-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8374341.SRDSQ                                       | 8374341.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60831 | PA      | $56142.76     | 0.00%             | 2026-05-12      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8377415.SRDSQ                                       | 8377415.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $2775.76      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 211607519.SRDLC                                     | 211607519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11367 | PA      | $10679.92     | 0.00%             | 2027-10-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212092761.SRDLC                                     | 212092761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32220 | PA      | $31906.73     | 0.00%             | 2028-11-13      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 192143725.SRDLC                                     | 192143725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1173 | PA      | $1175.19      | 0.00%             | 2027-08-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192590629.SRDLC                                     | 192590629.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1858 | PA      | $166.13       | 0.00%             | 2025-09-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8377570.SRDSQ                                       | 8377570.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6240 | PA      | $5950.36      | 0.00%             | 2026-05-13      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8378012.SRDSQ                                       | 8378012.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29940 | PA      | $28503.27     | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212411115.SRDLC                                     | 212411115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7065 | PA      | $6718.86      | 0.00%             | 2027-11-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214361939.SRDLC                                     | 214361939.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24504 | PA      | $23767.18     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 192810627.SRDLC                                     | 192810627.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2910 | PA      | $260.15       | 0.00%             | 2025-08-23      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 193891725.SRDLC                                     | 193891725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22063 | PA      | $1972.46      | 0.00%             | 2027-09-29      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 8387254.SRDSQ                                       | 8387254.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2803 | PA      | $2653.17      | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8389415.SRDSQ                                       | 8389415.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2317 | PA      | $2212.54      | 0.00%             | 2026-05-17      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 214483440.SRDLC                                     | 214483440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33839 | PA      | $33647.08     | 0.00%             | 2029-02-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 215020161.SRDLC                                     | 215020161.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34628 | PA      | $34176.25     | 0.00%             | 2030-03-17      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 195845073.SRDLC                                     | 195845073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $966.49       | 0.00%             | 2025-11-29      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203351627.SRDLC                                     | 203351627.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5159 | PA      | $4992.74      | 0.00%             | 2028-08-02      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8391137.SRDSQ                                       | 8391137.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9818 | PA      | $9291.53      | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8392724.SRDSQ                                       | 8392724.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3044 | PA      | $2927.36      | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 215975238.SRDLC                                     | 215975238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2457.64      | 0.00%             | 2028-04-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-3 Class A                                         | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    752000 | PA      | $749385.67    | 0.05%             | 2026-07-08      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| 203981929.SRDLC                                     | 203981929.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6486 | PA      | $6397.58      | 0.00%             | 2026-09-05      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 204229898.SRDLC                                     | 204229898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       498 | PA      | $503.48       | 0.00%             | 2025-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8546675.SRDSQ                                       | 8546675.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21558 | PA      | $20610.36     | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8590289.SRDSQ                                       | 8590289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5843 | PA      | $5645.90      | 0.00%             | 2026-07-06      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2024-1 Class AA                                        | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1648000 | PA      | $1657610.31   | 0.10%             | 2027-07-08      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class AAA                                       | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    888000 | PA      | $881336.89    | 0.05%             | 2028-07-07      | Floating      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| 204907541.SRDLC                                     | 204907541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1146 | PA      | $102.42       | 0.00%             | 2025-11-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205076889.SRDLC                                     | 205076889.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $608.55       | 0.00%             | 2026-11-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class C2                                        | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   3235000 | PA      | $3218100.36   | 0.19%             | 2027-07-07      | Floating      | 13.79%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class AA                                        | CUSIP: 36779CAP1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1459000 | PA      | $1370271.64   | 0.08%             | 2025-12-22      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| 8590519.SRDSQ                                       | 8590519.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5248 | PA      | $4956.29      | 0.00%             | 2026-07-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8604203.SRDSQ                                       | 8604203.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12073 | PA      | $11169.69     | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8635941.SRDSQ                                       | 8635941.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3640 | PA      | $3299.86      | 0.00%             | 2026-07-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8637303.SRDSQ                                       | 8637303.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6031 | PA      | $5733.20      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 205161386.SRDLC                                     | 205161386.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5208 | PA      | $5154.19      | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205241226.SRDLC                                     | 205241226.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9305 | PA      | $9264.89      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class A                                         | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    539000 | PA      | $536820.82    | 0.03%             | 2028-07-07      | Floating      | 14.79%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class C1                                        | CUSIP: 36779CAR7<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1014000 | PA      | $932767.45    | 0.06%             | 2025-12-22      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| 8789780.SRDSQ                                       | 8789780.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5032 | PA      | $4654.99      | 0.00%             | 2026-09-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8801067.SRDSQ                                       | 8801067.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3049 | PA      | $2876.72      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205247435.SRDLC                                     | 205247435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $873.53       | 0.00%             | 2025-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205280438.SRDLC                                     | 205280438.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6898 | PA      | $6765.65      | 0.00%             | 2026-11-17      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-2 Class A                                         | CUSIP: 36779CAS5<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1299000 | PA      | $1295683.65   | 0.08%             | 2028-07-07      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| Genesee Street Re Ltd.                              | Genesee Street Re 2025-1 Class A                                  | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1928000 | PA      | $1928000.00   | 0.12%             | 2028-04-07      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| 205287954.SRDLC                                     | 205287954.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $2089.99      | 0.00%             | 2027-11-16      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205871140.SRDLC                                     | 205871140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11669 | PA      | $11319.07     | 0.00%             | 2026-12-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8808325.SRDSQ                                       | 8808325.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13951 | PA      | $13098.28     | 0.00%             | 2026-09-06      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8814156.SRDSQ                                       | 8814156.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15234 | PA      | $14216.95     | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| Greengrove Re Ltd.                                  | Greengrove Re 2025-1 Class A                                      | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    941000 | PA      | $940062.76    | 0.06%             | 2028-04-07      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2021-1 Class A                                          | CUSIP: 42703VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    142120 | PA      | $21317.99     | 0.00%             | 2025-06-06      | Floating      | 22.58%                | Yes           |                  3 | On Loan: No      |
| 8836957.SRDSQ                                       | 8836957.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7662 | PA      | $7224.47      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8837029.SRDSQ                                       | 8837029.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49045 | PA      | $45794.98     | 0.00%             | 2026-09-13      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 205885466.SRDLC                                     | 205885466.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13568 | PA      | $2387.65      | 0.00%             | 2028-12-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206594606.SRDLC                                     | 206594606.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9298 | PA      | $831.23       | 0.00%             | 2029-02-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2022-1 Class A                                          | CUSIP: 42703VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    302000 | PA      | $324660.12    | 0.02%             | 2027-01-08      | Floating      | 17.79%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class A                                          | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $872929.75    | 0.05%             | 2029-01-08      | Floating      | 11.54%                | Yes           |                  2 | On Loan: No      |
| 8839516.SRDSQ                                       | 8839516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10810 | PA      | $9781.88      | 0.00%             | 2026-09-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8842127.SRDSQ                                       | 8842127.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7204 | PA      | $6693.82      | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 206926761.SRDLC                                     | 206926761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16900 | PA      | $16308.43     | 0.00%             | 2029-08-01      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 207299205.SRDLC                                     | 207299205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12154 | PA      | $11471.56     | 0.00%             | 2027-04-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class B                                          | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $889344.31    | 0.05%             | 2029-01-08      | Floating      | 15.04%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class C                                          | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    762000 | PA      | $740172.89    | 0.04%             | 2027-01-08      | Floating      | 27.29%                | Yes           |                  2 | On Loan: No      |
| 8843340.SRDSQ                                       | 8843340.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10234 | PA      | $9663.49      | 0.00%             | 2026-09-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8864960.SRDSQ                                       | 8864960.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5438 | PA      | $4927.31      | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 210613976.SRDLC                                     | 210613976.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7704 | PA      | $7157.78      | 0.00%             | 2027-09-05      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211078007.SRDLC                                     | 211078007.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7170 | PA      | $6687.28      | 0.00%             | 2027-10-23      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2022-1 Class A                                          | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     93886 | PA      | $39901.43     | 0.00%             | 2029-04-22      | Floating      | 14.36%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class A                                          | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   2451000 | PA      | $2436794.00   | 0.15%             | 2028-03-13      | Floating      | 11.03%                | Yes           |                  2 | On Loan: No      |
| 8869727.SRDSQ                                       | 8869727.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9323 | PA      | $8710.33      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8871441.SRDSQ                                       | 8871441.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2822 | PA      | $2645.53      | 0.00%             | 2026-09-21      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 211171397.SRDLC                                     | 211171397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13103 | PA      | $12264.10     | 0.00%             | 2027-10-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211295480.SRDLC                                     | 211295480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13242 | PA      | $12306.03     | 0.00%             | 2027-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211371056.SRDLC                                     | 211371056.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11436 | PA      | $10754.04     | 0.00%             | 2029-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211430876.SRDLC                                     | 211430876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4414 | PA      | $4113.91      | 0.00%             | 2027-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class B                                          | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1131000 | PA      | $1123357.83   | 0.07%             | 2028-03-13      | Floating      | 12.53%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2022-1 Class A                                       | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    782000 | PA      | $97750.00     | 0.01%             | 2025-06-06      | Floating      | 11.11%                | Yes           |                  3 | On Loan: No      |
| 8873272.SRDSQ                                       | 8873272.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4745 | PA      | $4426.95      | 0.00%             | 2026-09-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8883440.SRDSQ                                       | 8883440.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4059 | PA      | $3819.73      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211602340.SRDLC                                     | 211602340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7577 | PA      | $1258.35      | 0.00%             | 2026-10-20      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| 211609108.SRDLC                                     | 211609108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4643 | PA      | $1196.35      | 0.00%             | 2027-10-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2023-1 Class A                                       | CUSIP: 45833UAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    674000 | PA      | $680317.07    | 0.04%             | 2025-06-06      | Floating      | 17.14%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class A                                       | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $763044.62    | 0.05%             | 2026-06-06      | Floating      | 14.79%                | Yes           |                  2 | On Loan: No      |
| 8883554.SRDSQ                                       | 8883554.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6801 | PA      | $6274.37      | 0.00%             | 2026-09-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8889594.SRDSQ                                       | 8889594.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13927 | PA      | $13301.66     | 0.00%             | 2026-09-26      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 211680129.SRDLC                                     | 211680129.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16550 | PA      | $16356.23     | 0.00%             | 2028-11-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212118735.SRDLC                                     | 212118735.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5398 | PA      | $5048.68      | 0.00%             | 2029-11-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class B                                       | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    436000 | PA      | $435018.56    | 0.03%             | 2026-06-06      | Floating      | 17.54%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class C                                       | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $782190.84    | 0.05%             | 2026-06-06      | Floating      | 21.29%                | Yes           |                  2 | On Loan: No      |
| 8898031.SRDSQ                                       | 8898031.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6940 | PA      | $6468.98      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM3909869.SRDUP                                    | CBM3909869.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       833 | PA      | $251.12       | 0.00%             | 2028-08-02      | Fixed         | 28.92%                | Yes           |                  3 | On Loan: No      |
| 212364539.SRDLC                                     | 212364539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3573 | PA      | $3335.71      | 0.00%             | 2027-11-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212531060.SRDLC                                     | 212531060.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16133 | PA      | $15221.66     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class D                                       | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1554000 | PA      | $1496411.09   | 0.09%             | 2026-06-06      | Floating      | 27.29%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-2                                 | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    661000 | PA      | $656616.25    | 0.04%             | 2028-06-06      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| CBM3911766.SRDUP                                    | CBM3911766.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $982.07       | 0.00%             | 2028-08-03      | Fixed         | 27.45%                | Yes           |                  3 | On Loan: No      |
| CBM3913126.SRDUP                                    | CBM3913126.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7803 | PA      | $7907.99      | 0.00%             | 2028-08-04      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| 213938273.SRDLC                                     | 213938273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23756 | PA      | $23654.13     | 0.00%             | 2029-01-27      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 214200280.SRDLC                                     | 214200280.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38112 | PA      | $37918.32     | 0.00%             | 2028-02-07      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 214535044.SRDLC                                     | 214535044.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7374 | PA      | $7363.21      | 0.00%             | 2027-02-24      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 214990480.SRDLC                                     | 214990480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5315 | PA      | $5183.90      | 0.00%             | 2027-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215194472.SRDLC                                     | 215194472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8307 | PA      | $8257.70      | 0.00%             | 2028-03-24      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 215398828.SRDLC                                     | 215398828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24388.31     | 0.00%             | 2030-04-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913499.SRDUP                                    | CBM3913499.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       406 | PA      | $397.68       | 0.00%             | 2028-08-04      | Fixed         | 28.31%                | Yes           |                  3 | On Loan: No      |
| CBM4014118.SRDUP                                    | CBM4014118.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6583 | PA      | $6590.63      | 0.00%             | 2028-10-10      | Fixed         | 25.79%                | Yes           |                  3 | On Loan: No      |
| CBM4996179.SRDUP                                    | CBM4996179.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9605 | PA      | $9482.37      | 0.00%             | 2030-02-03      | Fixed         | 21.86%                | Yes           |                  3 | On Loan: No      |
| CBM5005036.SRDUP                                    | CBM5005036.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27747 | PA      | $27423.33     | 0.00%             | 2030-02-06      | Fixed         | 15.87%                | Yes           |                  3 | On Loan: No      |
| 215615442.SRDLC                                     | 215615442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10741.31     | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class B                                     | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2392000 | PA      | $2432037.30   | 0.15%             | 2026-07-08      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Black Kite Re Limited                               | Black Kite Re 2025-1 Class A                                      | CUSIP: 092168AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    516000 | PA      | $515968.52    | 0.03%             | 2028-05-08      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class A                                      | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3484000 | PA      | $3571749.77   | 0.21%             | 2027-01-08      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| DRB4998613.SRDUP                                    | DRB4998613.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2160 | PA      | $2128.94      | 0.00%             | 2030-02-04      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| DRB5177178.SRDUP                                    | DRB5177178.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6240 | PA      | $6151.11      | 0.00%             | 2030-04-03      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| DRB5177197.SRDUP                                    | DRB5177197.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2661 | PA      | $2624.05      | 0.00%             | 2030-04-03      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| DRB5177199.SRDUP                                    | DRB5177199.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5322.15      | 0.00%             | 2030-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2022-2                                     | CUSIP: 57107LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989920.01    | 0.06%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2023-3                                     | CUSIP: 57109R100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3840 | PA      | $750626.91    | 0.05%             | 2033-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DRB5177292.SRDUP                                    | DRB5177292.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1300 | PA      | $1281.34      | 0.00%             | 2030-04-03      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| FW3296419.SRDUP                                     | FW3296419.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8346 | PA      | $8634.34      | 0.00%             | 2027-07-20      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class B                                      | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4241000 | PA      | $4349552.64   | 0.26%             | 2027-01-08      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class A                                         | CUSIP: 09785EAN1<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    481000 | PA      | $390350.26    | 0.02%             | 2026-01-08      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class B                                         | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    391000 | PA      | $387548.06    | 0.02%             | 2027-12-19      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class C                                         | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   1969000 | PA      | $1970778.99   | 0.12%             | 2027-12-19      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Marlette Pass-Through Master T                      | Marlette Pass-Through Master Trust Series 2025-03A                | CUSIP: 571146AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45381210 | PA      | $45001751.54  | 2.70%             | 2055-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR1 Trust                                              | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1840010.00   | 0.11%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| FW3298285.SRDUP                                     | FW3298285.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3413 | PA      | $3482.20      | 0.00%             | 2027-12-21      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| FW3301624.SRDUP                                     | FW3301624.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       626 | PA      | $655.56       | 0.00%             | 2027-07-22      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| Bowline Re Ltd.                                     | Bowline Re 2022-1 Class A                                         | CUSIP: 10260PAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    348000 | PA      | $348628.84    | 0.02%             | 2025-05-23      | Floating      | 10.63%                | Yes           |                  2 | On Loan: No      |
| Bowline Re Ltd.                                     | Bowline Re 2022-1 Class B                                         | CUSIP: 10260PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    319000 | PA      | $320708.88    | 0.02%             | 2025-05-23      | Floating      | 20.47%                | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                | Bridge Street Re 2025-1 Class A                                   | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   2680000 | PA      | $2666609.38   | 0.16%             | 2028-01-07      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2023-1 Class A                                    | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8036000 | PA      | $8209541.44   | 0.49%             | 2026-04-28      | Floating      | 12.70%                | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR 2022-SFR3 Trust                                              | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1903457.16   | 0.11%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 8348472.SRDSQ                                       | 8348472.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18717 | PA      | $17535.09     | 0.00%             | 2026-05-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3302043.SRDUP                                     | FW3302043.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1689 | PA      | $1694.82      | 0.00%             | 2027-07-22      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| FW3303338.SRDUP                                     | FW3303338.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1313.05      | 0.00%             | 2027-07-22      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| FW3305094.SRDUP                                     | FW3305094.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6162 | PA      | $6468.74      | 0.00%             | 2027-07-25      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| FW3309638.SRDUP                                     | FW3309638.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2076 | PA      | $2180.01      | 0.00%             | 2027-07-26      | Fixed         | 29.61%                | Yes           |                  3 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2024-1 Class A                                    | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8342000 | PA      | $8433941.35   | 0.51%             | 2027-04-05      | Floating      | 12.99%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2025-1 Class A                                    | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8297000 | PA      | $8326039.50   | 0.50%             | 2028-03-13      | Floating      | 11.18%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class B-2                                 | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    535000 | PA      | $530773.50    | 0.03%             | 2028-06-06      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class C                                   | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1637000 | PA      | $1631264.77   | 0.10%             | 2028-06-06      | Floating      | 16.53%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class A                                          | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1170000 | PA      | $1194758.37   | 0.07%             | 2026-06-07      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class B                                          | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    719000 | PA      | $742112.61    | 0.04%             | 2026-06-07      | Floating      | 13.05%                | Yes           |                  2 | On Loan: No      |
| FW3310700.SRDUP                                     | FW3310700.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3021 | PA      | $3082.92      | 0.00%             | 2027-07-26      | Fixed         | 14.47%                | Yes           |                  3 | On Loan: No      |
| FW3312406.SRDUP                                     | FW3312406.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $426.22       | 0.00%             | 2027-07-27      | Fixed         | 15.10%                | Yes           |                  3 | On Loan: No      |
| 8349521.SRDSQ                                       | 8349521.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       109 | PA      | $105.83       | 0.00%             | 2026-05-04      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8376818.SRDSQ                                       | 8376818.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3895 | PA      | $3738.47      | 0.00%             | 2026-05-13      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class D                                   | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1008000 | PA      | $990440.14    | 0.06%             | 2027-06-06      | Floating      | 29.78%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-3 Class A                                        | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   5723000 | PA      | $5818617.02   | 0.35%             | 2027-07-07      | Floating      | 12.78%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class A                                          | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    395000 | PA      | $409568.79    | 0.02%             | 2027-06-07      | Floating      | 13.54%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class B                                          | CUSIP: 177510AP9<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    762000 | PA      | $788286.33    | 0.05%             | 2027-06-07      | Floating      | 14.79%                | Yes           |                  2 | On Loan: No      |
| FW3319965.SRDUP                                     | FW3319965.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2643 | PA      | $2741.92      | 0.00%             | 2027-08-01      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3334909.SRDUP                                     | FW3334909.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2961 | PA      | $3036.88      | 0.00%             | 2027-08-05      | Fixed         | 29.54%                | Yes           |                  3 | On Loan: No      |
| 8400297.SRDSQ                                       | 8400297.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14464 | PA      | $14035.40     | 0.00%             | 2026-05-20      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8543448.SRDSQ                                       | 8543448.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2586 | PA      | $2318.32      | 0.00%             | 2026-06-30      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class A                                          | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1032000 | PA      | $1026725.45   | 0.06%             | 2028-06-07      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class B                                          | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $871697.75    | 0.05%             | 2028-06-07      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class B                                       | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    537000 | PA      | $542080.56    | 0.03%             | 2028-01-10      | Floating      | 14.54%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class C                                       | CUSIP: 62865LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1748000 | PA      | $742900.00    | 0.04%             | 2028-01-10      | Floating      | 18.29%                | Yes           |                  3 | On Loan: No      |
| FW3391607.SRDUP                                     | FW3391607.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       174 | PA      | $172.97       | 0.00%             | 2025-09-01      | Fixed         | 17.95%                | Yes           |                  3 | On Loan: No      |
| FW3399302.SRDUP                                     | FW3399302.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26240 | PA      | $26652.82     | 0.00%             | 2027-09-06      | Fixed         | 10.61%                | Yes           |                  3 | On Loan: No      |
| 8603004.SRDSQ                                       | 8603004.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4669 | PA      | $4406.97      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8603226.SRDSQ                                       | 8603226.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $281.95       | 0.00%             | 2026-07-09      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| Claveau Re Ltd.                                     | Claveau Re 2021-1 Class A                                         | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    503508 | PA      | $264341.54    | 0.02%             | 2025-07-08      | Floating      | 21.54%                | Yes           |                  3 | On Loan: No      |
| 186368614.SRDLC                                     | 186368614.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10319 | PA      | $10522.68     | 0.00%             | 2027-02-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7663411.SRDSQ                                       | 7663411.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3561 | PA      | $3332.02      | 0.00%             | 2025-10-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 7670512.SRDSQ                                       | 7670512.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1552 | PA      | $983.16       | 0.00%             | 2025-10-08      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| FW3500536.SRDUP                                     | FW3500536.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8310 | PA      | $8476.37      | 0.00%             | 2027-10-13      | Fixed         | 12.55%                | Yes           |                  3 | On Loan: No      |
| FW3910608.SRDUP                                     | FW3910608.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3116 | PA      | $3156.93      | 0.00%             | 2028-08-03      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| 8633946.SRDSQ                                       | 8633946.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       395 | PA      | $375.77       | 0.00%             | 2026-07-20      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8648974.SRDSQ                                       | 8648974.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6110 | PA      | $5346.63      | 0.00%             | 2026-07-24      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8297808.SRDSQ                                       | 8297808.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     57368 | PA      | $55506.90     | 0.00%             | 2026-04-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8342936.SRDSQ                                       | 8342936.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3444 | PA      | $2969.55      | 0.00%             | 2026-05-01      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8368753.SRDSQ                                       | 8368753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1430.22      | 0.00%             | 2026-05-09      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8368794.SRDSQ                                       | 8368794.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2556 | PA      | $839.21       | 0.00%             | 2026-05-09      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8653491.SRDSQ                                       | 8653491.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6313 | PA      | $5808.40      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8661090.SRDSQ                                       | 8661090.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38039 | PA      | $36089.98     | 0.00%             | 2026-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3910897.SRDUP                                     | FW3910897.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1304 | PA      | $1317.28      | 0.00%             | 2028-08-02      | Fixed         | 28.43%                | Yes           |                  3 | On Loan: No      |
| FW3960298.SRDUP                                     | FW3960298.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8109 | PA      | $8193.98      | 0.00%             | 2028-09-06      | Fixed         | 26.85%                | Yes           |                  3 | On Loan: No      |
| 186271799.SRDLC                                     | 186271799.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10736 | PA      | $10779.73     | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186390394.SRDLC                                     | 186390394.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7619 | PA      | $7768.04      | 0.00%             | 2027-02-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186036790.SRDLC                                     | 186036790.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14361 | PA      | $14237.63     | 0.00%             | 2027-02-15      | Fixed         | 7.44%                 | Yes           |                  3 | On Loan: No      |
| 186296041.SRDLC                                     | 186296041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4718 | PA      | $4679.92      | 0.00%             | 2027-02-17      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186355122.SRDLC                                     | 186355122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5080 | PA      | $5160.25      | 0.00%             | 2027-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186647860.SRDLC                                     | 186647860.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $199.04       | 0.00%             | 2025-03-08      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| 8373478.SRDSQ                                       | 8373478.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5833 | PA      | $5532.03      | 0.00%             | 2026-05-12      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8377482.SRDSQ                                       | 8377482.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1958 | PA      | $1894.85      | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 186876529.SRDLC                                     | 186876529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7565 | PA      | $676.33       | 0.00%             | 2025-08-03      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 186938222.SRDLC                                     | 186938222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1457 | PA      | $130.26       | 0.00%             | 2025-08-07      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8782115.SRDSQ                                       | 8782115.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3126 | PA      | $2928.70      | 0.00%             | 2026-08-27      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8797523.SRDSQ                                       | 8797523.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4314 | PA      | $4039.85      | 0.00%             | 2026-09-04      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 185262514.SRDLC                                     | 185262514.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1599 | PA      | $142.96       | 0.00%             | 2025-02-23      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 186119250.SRDLC                                     | 186119250.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       318 | PA      | $317.78       | 0.00%             | 2025-06-28      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 185539968.SRDLC                                     | 185539968.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4086 | PA      | $4053.01      | 0.00%             | 2027-11-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186098721.SRDLC                                     | 186098721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14237 | PA      | $14143.89     | 0.00%             | 2027-02-11      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 186959040.SRDLC                                     | 186959040.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2697 | PA      | $2672.26      | 0.00%             | 2027-03-07      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 186977311.SRDLC                                     | 186977311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3205 | PA      | $3366.48      | 0.00%             | 2027-03-01      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW4008022.SRDUP                                     | FW4008022.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6784 | PA      | $6798.46      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| FW4008437.SRDUP                                     | FW4008437.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2470.69      | 0.00%             | 2028-10-06      | Fixed         | 22.65%                | Yes           |                  3 | On Loan: No      |
| 8388940.SRDSQ                                       | 8388940.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2238 | PA      | $2007.04      | 0.00%             | 2026-05-17      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 8397077.SRDSQ                                       | 8397077.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $750.18       | 0.00%             | 2026-05-19      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 187170600.SRDLC                                     | 187170600.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10523 | PA      | $11157.28     | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187687190.SRDLC                                     | 187687190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10797 | PA      | $965.22       | 0.00%             | 2025-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186422320.SRDLC                                     | 186422320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7470 | PA      | $7568.61      | 0.00%             | 2027-02-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186430834.SRDLC                                     | 186430834.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13148 | PA      | $13073.30     | 0.00%             | 2027-02-22      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8405053.SRDSQ                                       | 8405053.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34413 | PA      | $32841.95     | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8546648.SRDSQ                                       | 8546648.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $769.08       | 0.00%             | 2026-06-30      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 187033122.SRDLC                                     | 187033122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11451 | PA      | $11322.95     | 0.00%             | 2027-03-10      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 187095146.SRDLC                                     | 187095146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14845 | PA      | $14870.96     | 0.00%             | 2027-03-20      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| FW4008496.SRDUP                                     | FW4008496.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32674 | PA      | $33083.89     | 0.00%             | 2028-10-06      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| FW4008503.SRDUP                                     | FW4008503.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1607 | PA      | $1593.51      | 0.00%             | 2026-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| 187715822.SRDLC                                     | 187715822.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11010 | PA      | $984.33       | 0.00%             | 2027-07-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187741210.SRDLC                                     | 187741210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2360 | PA      | $2400.46      | 0.00%             | 2025-08-28      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186165439.SRDLC                                     | 186165439.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       683 | PA      | $176.77       | 0.00%             | 2025-05-14      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 187004337.SRDLC                                     | 187004337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13924 | PA      | $13640.77     | 0.00%             | 2027-10-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186450406.SRDLC                                     | 186450406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13981 | PA      | $13899.52     | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 186850090.SRDLC                                     | 186850090.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5896 | PA      | $527.13       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187320803.SRDLC                                     | 187320803.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2851 | PA      | $3056.55      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187569851.SRDLC                                     | 187569851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9083 | PA      | $9596.06      | 0.00%             | 2027-08-29      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW4012468.SRDUP                                     | FW4012468.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3081 | PA      | $3080.87      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| FW5009552.SRDUP                                     | FW5009552.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3544 | PA      | $3425.46      | 0.00%             | 2030-02-07      | Fixed         | 32.34%                | Yes           |                  3 | On Loan: No      |
| 8602392.SRDSQ                                       | 8602392.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31351 | PA      | $29984.24     | 0.00%             | 2026-07-09      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8610561.SRDSQ                                       | 8610561.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3829 | PA      | $3624.89      | 0.00%             | 2026-07-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 187887520.SRDLC                                     | 187887520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10143 | PA      | $906.77       | 0.00%             | 2027-04-04      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 187982886.SRDLC                                     | 187982886.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16574 | PA      | $16193.90     | 0.00%             | 2028-04-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 8840333.SRDSQ                                       | 8840333.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9253 | PA      | $8714.63      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8844329.SRDSQ                                       | 8844329.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6764 | PA      | $6361.50      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187744622.SRDLC                                     | 187744622.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4105 | PA      | $367.00       | 0.00%             | 2025-03-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 188003565.SRDLC                                     | 188003565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10074 | PA      | $10106.38     | 0.00%             | 2027-04-04      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 187040626.SRDLC                                     | 187040626.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5775 | PA      | $5691.49      | 0.00%             | 2027-03-23      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| 187771530.SRDLC                                     | 187771530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6574 | PA      | $1148.48      | 0.00%             | 2025-12-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3295007.SRDUP                                      | L3295007.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       468 | PA      | $67.62        | 0.00%             | 2027-07-20      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3295754.SRDUP                                      | L3295754.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14955 | PA      | $2159.54      | 0.00%             | 2027-07-20      | Fixed         | 18.51%                | Yes           |                  3 | On Loan: No      |
| 8845302.SRDSQ                                       | 8845302.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15115 | PA      | $14231.89     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8861793.SRDSQ                                       | 8861793.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4572 | PA      | $4354.64      | 0.00%             | 2026-09-19      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 192622579.SRDLC                                     | 192622579.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13785 | PA      | $13632.67     | 0.00%             | 2027-08-23      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 192864288.SRDLC                                     | 192864288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       665 | PA      | $663.24       | 0.00%             | 2025-08-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8649049.SRDSQ                                       | 8649049.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5121 | PA      | $4934.04      | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8654485.SRDSQ                                       | 8654485.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1015 | PA      | $969.84       | 0.00%             | 2026-07-27      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 186880718.SRDLC                                     | 186880718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6951 | PA      | $7405.05      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187063469.SRDLC                                     | 187063469.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9029 | PA      | $8904.56      | 0.00%             | 2027-03-12      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| 187116136.SRDLC                                     | 187116136.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12468 | PA      | $12365.78     | 0.00%             | 2027-03-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 187199260.SRDLC                                     | 187199260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3339 | PA      | $2594.66      | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186089886.SRDLC                                     | 186089886.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11770 | PA      | $1052.24      | 0.00%             | 2027-07-09      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 186310528.SRDLC                                     | 186310528.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12447 | PA      | $12375.79     | 0.00%             | 2027-02-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186652442.SRDLC                                     | 186652442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7280 | PA      | $650.81       | 0.00%             | 2027-02-25      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186987081.SRDLC                                     | 186987081.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5523 | PA      | $493.78       | 0.00%             | 2025-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186086541.SRDLC                                     | 186086541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3329 | PA      | $3287.68      | 0.00%             | 2027-02-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186092349.SRDLC                                     | 186092349.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8995 | PA      | $8928.60      | 0.00%             | 2027-02-14      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 186131293.SRDLC                                     | 186131293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6447 | PA      | $6485.51      | 0.00%             | 2027-02-26      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 187066092.SRDLC                                     | 187066092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3462 | PA      | $3688.50      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3309530.SRDUP                                      | L3309530.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2971 | PA      | $3072.38      | 0.00%             | 2027-07-26      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| L3312110.SRDUP                                      | L3312110.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27255 | PA      | $27801.54     | 0.00%             | 2027-07-27      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| 188202504.SRDLC                                     | 188202504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5041 | PA      | $4975.88      | 0.00%             | 2027-04-01      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 188269841.SRDLC                                     | 188269841.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12322 | PA      | $12178.51     | 0.00%             | 2027-04-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8866439.SRDSQ                                       | 8866439.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15008 | PA      | $14193.62     | 0.00%             | 2026-09-20      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8872560.SRDSQ                                       | 8872560.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9071 | PA      | $8534.49      | 0.00%             | 2026-09-21      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 193299697.SRDLC                                     | 193299697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       924 | PA      | $918.87       | 0.00%             | 2025-09-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 193405242.SRDLC                                     | 193405242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       701 | PA      | $699.03       | 0.00%             | 2025-09-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| Catahoula II Re Pte. Ltd.                           | Catahoula Re II 2022-1 Class A                                    | CUSIP: 148805AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1822000 | PA      | $1834751.27   | 0.11%             | 2025-06-16      | Floating      | 15.52%                | Yes           |                  2 | On Loan: No      |
| Catahoula II Re Pte. Ltd.                           | Catahoula Re II 2022-1 Class B                                    | CUSIP: 148805AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    927000 | PA      | $936548.56    | 0.06%             | 2025-06-16      | Floating      | 17.64%                | Yes           |                  2 | On Loan: No      |
| 187040937.SRDLC                                     | 187040937.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3432 | PA      | $306.82       | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187076024.SRDLC                                     | 187076024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11851 | PA      | $11916.21     | 0.00%             | 2027-03-10      | Fixed         | 12.19%                | Yes           |                  3 | On Loan: No      |
| L3324913.SRDUP                                      | L3324913.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11631 | PA      | $11794.14     | 0.00%             | 2027-08-02      | Fixed         | 18.73%                | Yes           |                  3 | On Loan: No      |
| L3331357.SRDUP                                      | L3331357.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1059 | PA      | $1053.05      | 0.00%             | 2025-08-04      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| 186126018.SRDLC                                     | 186126018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4276 | PA      | $4318.54      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186799571.SRDLC                                     | 186799571.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6399 | PA      | $6385.12      | 0.00%             | 2028-03-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187504263.SRDLC                                     | 187504263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3803 | PA      | $3913.34      | 0.00%             | 2027-04-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187551152.SRDLC                                     | 187551152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4924 | PA      | $965.45       | 0.00%             | 2027-08-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186222490.SRDLC                                     | 186222490.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18722 | PA      | $18594.06     | 0.00%             | 2027-02-16      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 186611261.SRDLC                                     | 186611261.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4494 | PA      | $401.80       | 0.00%             | 2027-02-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 193712658.SRDLC                                     | 193712658.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1184 | PA      | $1204.79      | 0.00%             | 2025-09-28      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| 193925110.SRDLC                                     | 193925110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1273 | PA      | $113.84       | 0.00%             | 2026-01-26      | Fixed         | 19.19%                | Yes           |                  3 | On Loan: No      |
| 8887929.SRDSQ                                       | 8887929.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1057 | PA      | $1011.87      | 0.00%             | 2026-09-26      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8894593.SRDSQ                                       | 8894593.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       938 | PA      | $882.54       | 0.00%             | 2026-09-27      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| Charles River Re Ltd.                               | Charles River Re 2024-1 Class A                                   | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1805000 | PA      | $1831761.83   | 0.11%             | 2027-05-10      | Floating      | 11.04%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2022-1 Class A                                          | CUSIP: 177510AK0<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    724000 | PA      | $725218.49    | 0.04%             | 2025-06-09      | Floating      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| L3334606.SRDUP                                      | L3334606.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2999 | PA      | $2981.86      | 0.00%             | 2025-08-05      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| L3335300.SRDUP                                      | L3335300.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1920 | PA      | $1923.32      | 0.00%             | 2026-01-05      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| 186663937.SRDLC                                     | 186663937.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7913 | PA      | $707.42       | 0.00%             | 2025-06-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186968317.SRDLC                                     | 186968317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22027 | PA      | $1969.24      | 0.00%             | 2025-03-07      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 188469901.SRDLC                                     | 188469901.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11093 | PA      | $991.73       | 0.00%             | 2025-04-18      | Fixed         | 8.79%                 | Yes           |                  3 | On Loan: No      |
| 191275722.SRDLC                                     | 191275722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       361 | PA      | $32.27        | 0.00%             | 2025-07-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class B                                    | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2446000 | PA      | $2548900.77   | 0.15%             | 2027-06-07      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class C                                    | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    861000 | PA      | $882608.09    | 0.05%             | 2026-06-05      | Floating      | 13.28%                | Yes           |                  2 | On Loan: No      |
| 186135953.SRDLC                                     | 186135953.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3983 | PA      | $4025.47      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186178681.SRDLC                                     | 186178681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $879.27       | 0.00%             | 2025-07-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 188463802.SRDLC                                     | 188463802.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3646 | PA      | $325.92       | 0.00%             | 2025-04-22      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 191252175.SRDLC                                     | 191252175.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2967 | PA      | $3087.27      | 0.00%             | 2027-07-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187162945.SRDLC                                     | 187162945.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5260 | PA      | $5575.02      | 0.00%             | 2027-03-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 187547644.SRDLC                                     | 187547644.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16310 | PA      | $1458.14      | 0.00%             | 2025-08-17      | Fixed         | 27.79%                | Yes           |                  3 | On Loan: No      |
| L3336748.SRDUP                                      | L3336748.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26487 | PA      | $26892.40     | 0.00%             | 2027-08-10      | Fixed         | 10.37%                | Yes           |                  3 | On Loan: No      |
| L3342073.SRDUP                                      | L3342073.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1034 | PA      | $1063.08      | 0.00%             | 2027-08-09      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| 193940880.SRDLC                                     | 193940880.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12395 | PA      | $12442.45     | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194326877.SRDLC                                     | 194326877.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $2755.52      | 0.00%             | 2025-10-11      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| 187103780.SRDLC                                     | 187103780.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3330 | PA      | $3550.24      | 0.00%             | 2027-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187143408.SRDLC                                     | 187143408.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18282 | PA      | $18057.72     | 0.00%             | 2027-03-14      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| 8806787.SRDSQ                                       | 8806787.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4167 | PA      | $3948.40      | 0.00%             | 2026-09-06      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8839804.SRDSQ                                       | 8839804.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7507 | PA      | $6988.74      | 0.00%             | 2026-09-14      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class A                                    | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2299000 | PA      | $2298993.10   | 0.14%             | 2028-06-07      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class B                                    | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2559000 | PA      | $2558989.76   | 0.15%             | 2028-06-07      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| 192694158.SRDLC                                     | 192694158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $920.03       | 0.00%             | 2025-08-19      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2023-1 Class A                                    | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1178000 | PA      | $1190369.00   | 0.07%             | 2026-07-08      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| L3500652.SRDUP                                      | L3500652.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22537 | PA      | $22920.80     | 0.00%             | 2027-10-13      | Fixed         | 10.96%                | Yes           |                  3 | On Loan: No      |
| L3910075.SRDUP                                      | L3910075.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1174 | PA      | $1188.59      | 0.00%             | 2028-08-02      | Fixed         | 23.01%                | Yes           |                  3 | On Loan: No      |
| 191667711.SRDLC                                     | 191667711.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       526 | PA      | $526.57       | 0.00%             | 2025-07-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 192379595.SRDLC                                     | 192379595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8848 | PA      | $8723.50      | 0.00%             | 2027-08-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 186365957.SRDLC                                     | 186365957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7296 | PA      | $7671.25      | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186431339.SRDLC                                     | 186431339.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13441 | PA      | $13568.09     | 0.00%             | 2027-02-22      | Fixed         | 11.52%                | Yes           |                  3 | On Loan: No      |
| 186038736.SRDLC                                     | 186038736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2659 | PA      | $237.72       | 0.00%             | 2025-02-25      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 186083977.SRDLC                                     | 186083977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4026 | PA      | $916.68       | 0.00%             | 2027-02-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 187171712.SRDLC                                     | 187171712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2203 | PA      | $196.98       | 0.00%             | 2025-03-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187212490.SRDLC                                     | 187212490.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $321.80       | 0.00%             | 2025-07-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 185805124.SRDLC                                     | 185805124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4910 | PA      | $438.97       | 0.00%             | 2025-03-21      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 186367313.SRDLC                                     | 186367313.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16230 | PA      | $15870.93     | 0.00%             | 2027-02-20      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186481362.SRDLC                                     | 186481362.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5449 | PA      | $5481.29      | 0.00%             | 2027-02-22      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 186499500.SRDLC                                     | 186499500.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13230 | PA      | $13089.72     | 0.00%             | 2027-03-16      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 186609833.SRDLC                                     | 186609833.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10020 | PA      | $10085.00     | 0.00%             | 2027-02-24      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 186630251.SRDLC                                     | 186630251.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4142 | PA      | $769.74       | 0.00%             | 2025-08-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 186262246.SRDLC                                     | 186262246.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23711 | PA      | $2119.79      | 0.00%             | 2027-10-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186291079.SRDLC                                     | 186291079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9219 | PA      | $9825.83      | 0.00%             | 2027-02-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8886406.SRDSQ                                       | 8886406.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    101201 | PA      | $95147.70     | 0.01%             | 2026-09-26      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8889866.SRDSQ                                       | 8889866.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2807 | PA      | $2635.45      | 0.00%             | 2026-09-26      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 59.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -101 | NC      | $-505.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 60                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -15 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3956096.SRDUP                                      | L3956096.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22319 | PA      | $22781.09     | 0.00%             | 2028-09-05      | Fixed         | 11.81%                | Yes           |                  3 | On Loan: No      |
| L4996834.SRDUP                                      | L4996834.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17391 | PA      | $17180.13     | 0.00%             | 2030-02-03      | Fixed         | 15.88%                | Yes           |                  3 | On Loan: No      |
| 185222071.SRDLC                                     | 185222071.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1175 | PA      | $105.06       | 0.00%             | 2025-02-09      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186340276.SRDLC                                     | 186340276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5188 | PA      | $463.81       | 0.00%             | 2027-03-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 187225907.SRDLC                                     | 187225907.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4040 | PA      | $361.18       | 0.00%             | 2027-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187721323.SRDLC                                     | 187721323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3053 | PA      | $3146.06      | 0.00%             | 2027-09-15      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 186127839.SRDLC                                     | 186127839.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2987 | PA      | $2965.68      | 0.00%             | 2027-02-21      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 186365788.SRDLC                                     | 186365788.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16207 | PA      | $16345.71     | 0.00%             | 2027-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 203454135.SRDLC                                     | 203454135.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6408 | PA      | $6347.85      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 203709129.SRDLC                                     | 203709129.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4805 | PA      | $4751.81      | 0.00%             | 2026-08-21      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 186572822.SRDLC                                     | 186572822.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5624 | PA      | $502.83       | 0.00%             | 2027-03-13      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186792901.SRDLC                                     | 186792901.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3783 | PA      | $3741.91      | 0.00%             | 2027-03-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186330563.SRDLC                                     | 186330563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13347 | PA      | $13183.48     | 0.00%             | 2027-02-22      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 186754103.SRDLC                                     | 186754103.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4014 | PA      | $358.84       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186958321.SRDLC                                     | 186958321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4518 | PA      | $4810.46      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187037815.SRDLC                                     | 187037815.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10423 | PA      | $931.84       | 0.00%             | 2027-03-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8890027.SRDSQ                                       | 8890027.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48361 | PA      | $44650.41     | 0.00%             | 2026-09-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8896015.SRDSQ                                       | 8896015.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16191 | PA      | $14752.67     | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 187202884.SRDLC                                     | 187202884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       768 | PA      | $773.17       | 0.00%             | 2027-03-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187227077.SRDLC                                     | 187227077.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $518.47       | 0.00%             | 2025-03-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186695293.SRDLC                                     | 186695293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4444 | PA      | $4381.74      | 0.00%             | 2027-03-04      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 186863025.SRDLC                                     | 186863025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5120 | PA      | $489.72       | 0.00%             | 2029-02-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187158857.SRDLC                                     | 187158857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1312 | PA      | $117.27       | 0.00%             | 2025-03-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 187891190.SRDLC                                     | 187891190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2749 | PA      | $2888.80      | 0.00%             | 2027-04-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186002006.SRDLC                                     | 186002006.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       219 | PA      | $219.05       | 0.00%             | 2025-05-25      | Fixed         | 5.94%                 | Yes           |                  3 | On Loan: No      |
| 186008277.SRDLC                                     | 186008277.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15382 | PA      | $1375.18      | 0.00%             | 2025-02-23      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| 203717864.SRDLC                                     | 203717864.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8433 | PA      | $8278.88      | 0.00%             | 2026-08-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 203931557.SRDLC                                     | 203931557.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10918 | PA      | $0.00         | 0.00%             | 2026-09-12      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 186776862.SRDLC                                     | 186776862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9779 | PA      | $874.28       | 0.00%             | 2025-03-02      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 186883462.SRDLC                                     | 186883462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6849 | PA      | $612.30       | 0.00%             | 2025-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186205905.SRDLC                                     | 186205905.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5840 | PA      | $5768.70      | 0.00%             | 2027-02-15      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 186638846.SRDLC                                     | 186638846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5460 | PA      | $5435.04      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186139447.SRDLC                                     | 186139447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25871 | PA      | $24972.82     | 0.00%             | 2028-03-25      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 186263527.SRDLC                                     | 186263527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18147 | PA      | $1822.77      | 0.00%             | 2027-02-25      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| 186152237.SRDLC                                     | 186152237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6660 | PA      | $6701.59      | 0.00%             | 2027-02-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186517183.SRDLC                                     | 186517183.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5607 | PA      | $501.29       | 0.00%             | 2027-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186163058.SRDLC                                     | 186163058.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2925 | PA      | $2900.24      | 0.00%             | 2027-02-14      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 186223918.SRDLC                                     | 186223918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7401 | PA      | $7337.14      | 0.00%             | 2027-02-14      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 185890987.SRDLC                                     | 185890987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3760 | PA      | $336.15       | 0.00%             | 2025-03-07      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 186329289.SRDLC                                     | 186329289.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $120.30       | 0.00%             | 2025-02-17      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 186560731.SRDLC                                     | 186560731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11167 | PA      | $11033.72     | 0.00%             | 2027-02-28      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 186816681.SRDLC                                     | 186816681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1524 | PA      | $184.08       | 0.00%             | 2025-05-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 60.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911728.SRDUP                                    | CBM3911728.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3395 | PA      | $3363.22      | 0.00%             | 2026-08-03      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| 185537602.SRDLC                                     | 185537602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17372 | PA      | $17206.15     | 0.00%             | 2027-02-22      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 186226030.SRDLC                                     | 186226030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5095 | PA      | $5190.35      | 0.00%             | 2027-02-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187067030.SRDLC                                     | 187067030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6639 | PA      | $1057.82      | 0.00%             | 2027-03-09      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187519245.SRDLC                                     | 187519245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5641 | PA      | $504.26       | 0.00%             | 2028-03-02      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186887684.SRDLC                                     | 186887684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6046 | PA      | $6058.42      | 0.00%             | 2027-07-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186890838.SRDLC                                     | 186890838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3168 | PA      | $3123.45      | 0.00%             | 2027-03-07      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 194595358.SRDLC                                     | 194595358.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1123.38      | 0.00%             | 2025-10-19      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| 194686661.SRDLC                                     | 194686661.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       918 | PA      | $51.35        | 0.00%             | 2026-10-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 186211572.SRDLC                                     | 186211572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2319 | PA      | $2305.41      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186342803.SRDLC                                     | 186342803.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3671 | PA      | $328.22       | 0.00%             | 2025-02-18      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 186669127.SRDLC                                     | 186669127.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18198 | PA      | $18232.35     | 0.00%             | 2027-03-02      | Fixed         | 11.52%                | Yes           |                  3 | On Loan: No      |
| 186887274.SRDLC                                     | 186887274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3311 | PA      | $296.03       | 0.00%             | 2025-03-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 187833165.SRDLC                                     | 187833165.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3476 | PA      | $3659.08      | 0.00%             | 2027-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187945171.SRDLC                                     | 187945171.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8660 | PA      | $774.19       | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913801.SRDUP                                    | CBM3913801.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3316 | PA      | $3342.93      | 0.00%             | 2028-08-04      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 54.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-29280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186576309.SRDLC                                     | 186576309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5503 | PA      | $5459.51      | 0.00%             | 2027-02-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186767172.SRDLC                                     | 186767172.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $74.80        | 0.00%             | 2025-03-08      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186457043.SRDLC                                     | 186457043.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2028 | PA      | $2004.07      | 0.00%             | 2027-02-22      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 187040621.SRDLC                                     | 187040621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4186 | PA      | $4243.69      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| ACHV ABS TRUST                                      | ACHV ABS TRUST 2024-2PL                                           | CUSIP: 00092HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12200 | PA      | $4533408.13   | 0.27%             | 2031-10-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHV ABS TRUST                                      | ACHV ABS Trust 2025-1PL                                           | CUSIP: 00112MAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28058 | PA      | $6057730.53   | 0.36%             | 2032-04-26      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 186156292.SRDLC                                     | 186156292.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7233 | PA      | $7178.18      | 0.00%             | 2027-02-11      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 186170688.SRDLC                                     | 186170688.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8449 | PA      | $8346.12      | 0.00%             | 2027-02-14      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186063949.SRDLC                                     | 186063949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1284 | PA      | $114.78       | 0.00%             | 2025-02-10      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186627742.SRDLC                                     | 186627742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13300 | PA      | $13123.28     | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 186137516.SRDLC                                     | 186137516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12637 | PA      | $12794.11     | 0.00%             | 2027-02-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186147186.SRDLC                                     | 186147186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2881 | PA      | $2894.24      | 0.00%             | 2027-02-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186406480.SRDLC                                     | 186406480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13398 | PA      | $1197.74      | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186681238.SRDLC                                     | 186681238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5957 | PA      | $532.55       | 0.00%             | 2027-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186161317.SRDLC                                     | 186161317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10430 | PA      | $10512.54     | 0.00%             | 2027-03-02      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 186938697.SRDLC                                     | 186938697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $5140.75      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186352548.SRDLC                                     | 186352548.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2485 | PA      | $2472.13      | 0.00%             | 2025-07-18      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 186388985.SRDLC                                     | 186388985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11876 | PA      | $11624.30     | 0.00%             | 2027-02-22      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186527225.SRDLC                                     | 186527225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9514 | PA      | $9602.35      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186571697.SRDLC                                     | 186571697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       589 | PA      | $586.45       | 0.00%             | 2025-06-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 186475599.SRDLC                                     | 186475599.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10586 | PA      | $946.37       | 0.00%             | 2025-02-22      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 186703239.SRDLC                                     | 186703239.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17016 | PA      | $16824.91     | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187984558.SRDLC                                     | 187984558.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       366 | PA      | $32.72        | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 188429512.SRDLC                                     | 188429512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       556 | PA      | $556.17       | 0.00%             | 2025-10-14      | Fixed         | 26.79%                | Yes           |                  3 | On Loan: No      |
| 186404263.SRDLC                                     | 186404263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5086 | PA      | $5082.60      | 0.00%             | 2027-03-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 186864141.SRDLC                                     | 186864141.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10658 | PA      | $11223.83     | 0.00%             | 2027-03-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187887270.SRDLC                                     | 187887270.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        61 | PA      | $61.38        | 0.00%             | 2025-05-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187899525.SRDLC                                     | 187899525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       110 | PA      | $109.14       | 0.00%             | 2025-10-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186314710.SRDLC                                     | 186314710.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6440 | PA      | $6805.91      | 0.00%             | 2027-02-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187548640.SRDLC                                     | 187548640.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4255 | PA      | $4417.40      | 0.00%             | 2027-03-24      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 185710985.SRDLC                                     | 185710985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6083 | PA      | $6014.59      | 0.00%             | 2027-02-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186096639.SRDLC                                     | 186096639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16037 | PA      | $15892.01     | 0.00%             | 2027-02-10      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186443751.SRDLC                                     | 186443751.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11300 | PA      | $0.00         | 0.00%             | 2024-07-17      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 186694143.SRDLC                                     | 186694143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5192 | PA      | $5083.73      | 0.00%             | 2027-02-28      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 185241731.SRDLC                                     | 185241731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6185 | PA      | $6223.36      | 0.00%             | 2027-02-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186512499.SRDLC                                     | 186512499.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4753 | PA      | $4761.06      | 0.00%             | 2026-02-23      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186422693.SRDLC                                     | 186422693.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10357 | PA      | $10303.18     | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186682717.SRDLC                                     | 186682717.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5229 | PA      | $1554.35      | 0.00%             | 2027-03-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186188347.SRDLC                                     | 186188347.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4994 | PA      | $446.48       | 0.00%             | 2027-02-14      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 186208596.SRDLC                                     | 186208596.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12678 | PA      | $12392.17     | 0.00%             | 2027-02-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186029660.SRDLC                                     | 186029660.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11753 | PA      | $11500.66     | 0.00%             | 2027-02-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186137950.SRDLC                                     | 186137950.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11152 | PA      | $10903.15     | 0.00%             | 2027-02-28      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 187419334.SRDLC                                     | 187419334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2981 | PA      | $3118.02      | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187441544.SRDLC                                     | 187441544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4717 | PA      | $421.69       | 0.00%             | 2026-01-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187256106.SRDLC                                     | 187256106.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5302 | PA      | $5691.94      | 0.00%             | 2027-03-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187278011.SRDLC                                     | 187278011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6796 | PA      | $7262.47      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L4999514.SRDUP                                      | L4999514.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $2517.06      | 0.00%             | 2030-02-04      | Fixed         | 19.02%                | Yes           |                  3 | On Loan: No      |
| L5010013.SRDUP                                      | L5010013.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2745 | PA      | $2681.07      | 0.00%             | 2030-02-07      | Fixed         | 22.73%                | Yes           |                  3 | On Loan: No      |
| 186345496.SRDLC                                     | 186345496.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16596 | PA      | $16476.69     | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 186381065.SRDLC                                     | 186381065.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15570 | PA      | $1391.96      | 0.00%             | 2027-02-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 186952065.SRDLC                                     | 186952065.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $162.75       | 0.00%             | 2025-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186975831.SRDLC                                     | 186975831.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7033 | PA      | $628.77       | 0.00%             | 2027-03-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 186410723.SRDLC                                     | 186410723.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3895 | PA      | $348.24       | 0.00%             | 2025-02-18      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 186761684.SRDLC                                     | 186761684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8562 | PA      | $765.43       | 0.00%             | 2026-03-10      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L5010089.SRDUP                                      | L5010089.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8365 | PA      | $8201.99      | 0.00%             | 2030-02-07      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| L5010735.SRDUP                                      | L5010735.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41015 | PA      | $40546.76     | 0.00%             | 2030-02-07      | Fixed         | 15.07%                | Yes           |                  3 | On Loan: No      |
| 187903875.SRDLC                                     | 187903875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1077 | PA      | $96.30        | 0.00%             | 2025-04-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187981341.SRDLC                                     | 187981341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $2522.74      | 0.00%             | 2027-04-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187729933.SRDLC                                     | 187729933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2921 | PA      | $3069.88      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191159999.SRDLC                                     | 191159999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       671 | PA      | $678.44       | 0.00%             | 2025-07-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186432025.SRDLC                                     | 186432025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3681 | PA      | $3868.91      | 0.00%             | 2027-03-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186449199.SRDLC                                     | 186449199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11191 | PA      | $11290.91     | 0.00%             | 2027-03-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186943871.SRDLC                                     | 186943871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $161.99       | 0.00%             | 2025-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187470501.SRDLC                                     | 187470501.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6042 | PA      | $27.94        | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 186465186.SRDLC                                     | 186465186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13336 | PA      | $1192.21      | 0.00%             | 2025-02-23      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186507209.SRDLC                                     | 186507209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16957 | PA      | $16760.78     | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 187114091.SRDLC                                     | 187114091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15191 | PA      | $14991.89     | 0.00%             | 2027-03-26      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 187684901.SRDLC                                     | 187684901.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       111 | PA      | $110.70       | 0.00%             | 2025-05-19      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L5176972.SRDUP                                      | L5176972.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5643.98      | 0.00%             | 2030-04-03      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| L5177265.SRDUP                                      | L5177265.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3352.16      | 0.00%             | 2030-04-03      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| 187337889.SRDLC                                     | 187337889.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2498 | PA      | $223.33       | 0.00%             | 2025-10-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187448298.SRDLC                                     | 187448298.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       485 | PA      | $488.82       | 0.00%             | 2025-08-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186836967.SRDLC                                     | 186836967.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3943 | PA      | $352.54       | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 186839002.SRDLC                                     | 186839002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4240 | PA      | $379.09       | 0.00%             | 2027-03-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 186923646.SRDLC                                     | 186923646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1827 | PA      | $163.36       | 0.00%             | 2025-03-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186981038.SRDLC                                     | 186981038.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3384 | PA      | $3603.79      | 0.00%             | 2027-03-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188154421.SRDLC                                     | 188154421.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6376 | PA      | $6304.18      | 0.00%             | 2027-04-07      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 191043882.SRDLC                                     | 191043882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       495 | PA      | $494.00       | 0.00%             | 2025-07-20      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 186804749.SRDLC                                     | 186804749.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       107 | PA      | $106.17       | 0.00%             | 2026-03-03      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187156154.SRDLC                                     | 187156154.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $1072.80      | 0.00%             | 2025-03-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 186787670.SRDLC                                     | 186787670.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5374 | PA      | $480.47       | 0.00%             | 2027-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186843869.SRDLC                                     | 186843869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1808 | PA      | $161.65       | 0.00%             | 2025-09-30      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 186853537.SRDLC                                     | 186853537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11331 | PA      | $11982.61     | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186930238.SRDLC                                     | 186930238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4196 | PA      | $375.10       | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187191386.SRDLC                                     | 187191386.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9320 | PA      | $7456.14      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187480898.SRDLC                                     | 187480898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6896 | PA      | $7111.82      | 0.00%             | 2026-03-21      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186860250.SRDLC                                     | 186860250.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5038 | PA      | $450.36       | 0.00%             | 2027-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186985079.SRDLC                                     | 186985079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8854 | PA      | $7077.40      | 0.00%             | 2027-03-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191456870.SRDLC                                     | 191456870.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       345 | PA      | $345.79       | 0.00%             | 2025-07-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 191601897.SRDLC                                     | 191601897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13568 | PA      | $1213.01      | 0.00%             | 2028-10-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188071537.SRDLC                                     | 188071537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11494 | PA      | $11381.66     | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 188602043.SRDLC                                     | 188602043.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8314 | PA      | $743.26       | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187869709.SRDLC                                     | 187869709.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10787 | PA      | $964.32       | 0.00%             | 2027-04-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187887142.SRDLC                                     | 187887142.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4407 | PA      | $4616.02      | 0.00%             | 2027-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 60.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -131 | NC      | $-368110.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 60.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-49300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187978396.SRDLC                                     | 187978396.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4709 | PA      | $420.94       | 0.00%             | 2027-04-01      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 192117523.SRDLC                                     | 192117523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       539 | PA      | $532.29       | 0.00%             | 2025-08-03      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186862002.SRDLC                                     | 186862002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9702 | PA      | $9698.31      | 0.00%             | 2027-03-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186892953.SRDLC                                     | 186892953.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9706 | PA      | $9570.13      | 0.00%             | 2027-03-07      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 187033106.SRDLC                                     | 187033106.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2843 | PA      | $254.15       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187142957.SRDLC                                     | 187142957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7968 | PA      | $7790.07      | 0.00%             | 2027-03-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186699230.SRDLC                                     | 186699230.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16560 | PA      | $1480.50      | 0.00%             | 2027-09-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 186878387.SRDLC                                     | 186878387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10257 | PA      | $10112.54     | 0.00%             | 2027-03-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 187583199.SRDLC                                     | 187583199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8998 | PA      | $804.38       | 0.00%             | 2027-03-29      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187593444.SRDLC                                     | 187593444.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9207 | PA      | $823.12       | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191337039.SRDLC                                     | 191337039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $118.13       | 0.00%             | 2025-07-18      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 191469608.SRDLC                                     | 191469608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1109.60      | 0.00%             | 2025-07-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 191831931.SRDLC                                     | 191831931.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3674 | PA      | $3729.80      | 0.00%             | 2027-08-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192153817.SRDLC                                     | 192153817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $311.19       | 0.00%             | 2026-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187404590.SRDLC                                     | 187404590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5321 | PA      | $5663.12      | 0.00%             | 2027-03-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187532223.SRDLC                                     | 187532223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3585 | PA      | $3723.33      | 0.00%             | 2027-03-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 188494020.SRDLC                                     | 188494020.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8555 | PA      | $764.84       | 0.00%             | 2027-04-18      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 191226544.SRDLC                                     | 191226544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1471 | PA      | $1488.66      | 0.00%             | 2025-07-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187326098.SRDLC                                     | 187326098.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       508 | PA      | $506.98       | 0.00%             | 2025-06-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187356525.SRDLC                                     | 187356525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       534 | PA      | $552.77       | 0.00%             | 2026-03-24      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186927765.SRDLC                                     | 186927765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $216.70       | 0.00%             | 2025-03-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 186960205.SRDLC                                     | 186960205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8963 | PA      | $801.25       | 0.00%             | 2027-03-28      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 195016998.SRDLC                                     | 195016998.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6490 | PA      | $6479.80      | 0.00%             | 2025-11-29      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 195241358.SRDLC                                     | 195241358.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1818.12      | 0.00%             | 2025-11-19      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 192338100.SRDLC                                     | 192338100.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6683 | PA      | $6682.44      | 0.00%             | 2027-08-11      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 192409831.SRDLC                                     | 192409831.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9905 | PA      | $0.00         | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186144333.SRDLC                                     | 186144333.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5733 | PA      | $5683.92      | 0.00%             | 2027-02-16      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186759667.SRDLC                                     | 186759667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10094 | PA      | $9951.06      | 0.00%             | 2027-03-16      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 187692276.SRDLC                                     | 187692276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7604 | PA      | $8192.14      | 0.00%             | 2028-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187778653.SRDLC                                     | 187778653.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       338 | PA      | $30.23        | 0.00%             | 2025-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187873238.SRDLC                                     | 187873238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1425 | PA      | $1430.17      | 0.00%             | 2025-08-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187914262.SRDLC                                     | 187914262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11684 | PA      | $12289.28     | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186870252.SRDLC                                     | 186870252.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4568 | PA      | $408.42       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186905651.SRDLC                                     | 186905651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3928 | PA      | $3994.87      | 0.00%             | 2026-03-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 187653936.SRDLC                                     | 187653936.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $202.72       | 0.00%             | 2025-05-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187768851.SRDLC                                     | 187768851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1876 | PA      | $1870.73      | 0.00%             | 2025-10-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186969110.SRDLC                                     | 186969110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5822 | PA      | $6217.85      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187045971.SRDLC                                     | 187045971.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6351 | PA      | $6283.93      | 0.00%             | 2027-03-02      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 187040321.SRDLC                                     | 187040321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8282 | PA      | $8302.83      | 0.00%             | 2027-03-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187084131.SRDLC                                     | 187084131.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3931 | PA      | $4188.03      | 0.00%             | 2027-02-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 186958654.SRDLC                                     | 186958654.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4464 | PA      | $4418.25      | 0.00%             | 2027-03-07      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 186967519.SRDLC                                     | 186967519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7688 | PA      | $1885.75      | 0.00%             | 2027-03-07      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 188116171.SRDLC                                     | 188116171.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1111 | PA      | $1107.70      | 0.00%             | 2025-09-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 191105569.SRDLC                                     | 191105569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5899 | PA      | $527.33       | 0.00%             | 2027-07-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186946979.SRDLC                                     | 186946979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       995 | PA      | $88.94        | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186979291.SRDLC                                     | 186979291.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3102 | PA      | $277.35       | 0.00%             | 2025-03-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 191293818.SRDLC                                     | 191293818.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12173 | PA      | $12722.84     | 0.00%             | 2027-07-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194930289.SRDLC                                     | 194930289.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $4269.71      | 0.00%             | 2027-10-24      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186766384.SRDLC                                     | 186766384.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3402 | PA      | $3363.23      | 0.00%             | 2027-03-02      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 186841662.SRDLC                                     | 186841662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24111 | PA      | $2155.56      | 0.00%             | 2027-03-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187583216.SRDLC                                     | 187583216.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9070 | PA      | $810.85       | 0.00%             | 2027-04-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187660527.SRDLC                                     | 187660527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6025 | PA      | $538.66       | 0.00%             | 2027-04-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187064981.SRDLC                                     | 187064981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3915 | PA      | $3131.98      | 0.00%             | 2026-03-11      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187777756.SRDLC                                     | 187777756.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3587 | PA      | $320.64       | 0.00%             | 2027-03-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186290975.SRDLC                                     | 186290975.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2783 | PA      | $2766.17      | 0.00%             | 2027-02-18      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 186484216.SRDLC                                     | 186484216.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $13101.48     | 0.00%             | 2027-02-22      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 186552069.SRDLC                                     | 186552069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18243 | PA      | $18130.27     | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186953189.SRDLC                                     | 186953189.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9472 | PA      | $846.83       | 0.00%             | 2027-03-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 188383621.SRDLC                                     | 188383621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3224 | PA      | $3226.45      | 0.00%             | 2027-04-14      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 190656219.SRDLC                                     | 190656219.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $274.45       | 0.00%             | 2025-07-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 191295680.SRDLC                                     | 191295680.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2143 | PA      | $2128.52      | 0.00%             | 2025-07-01      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 191390818.SRDLC                                     | 191390818.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25132 | PA      | $2246.77      | 0.00%             | 2027-07-04      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 186535728.SRDLC                                     | 186535728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12344 | PA      | $12446.71     | 0.00%             | 2027-02-23      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 186855159.SRDLC                                     | 186855159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13299 | PA      | $13503.37     | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187064351.SRDLC                                     | 187064351.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12577 | PA      | $13018.74     | 0.00%             | 2027-02-28      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 187646172.SRDLC                                     | 187646172.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2725 | PA      | $243.61       | 0.00%             | 2025-03-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 186984103.SRDLC                                     | 186984103.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6015 | PA      | $6041.36      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 187134949.SRDLC                                     | 187134949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16983 | PA      | $1518.25      | 0.00%             | 2027-03-10      | Fixed         | 30.24%                | Yes           |                  3 | On Loan: No      |
| 203470947.SRDLC                                     | 203470947.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1967 | PA      | $1953.45      | 0.00%             | 2026-08-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204466314.SRDLC                                     | 204466314.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5064 | PA      | $5186.33      | 0.00%             | 2028-10-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 186991595.SRDLC                                     | 186991595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13467 | PA      | $14203.84     | 0.00%             | 2027-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187332662.SRDLC                                     | 187332662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       467 | PA      | $57.18        | 0.00%             | 2025-05-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187646351.SRDLC                                     | 187646351.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       415 | PA      | $430.10       | 0.00%             | 2026-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187749050.SRDLC                                     | 187749050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4287 | PA      | $4535.24      | 0.00%             | 2028-01-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191462872.SRDLC                                     | 191462872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2934 | PA      | $3023.35      | 0.00%             | 2027-07-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192010930.SRDLC                                     | 192010930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       712 | PA      | $724.70       | 0.00%             | 2026-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186435948.SRDLC                                     | 186435948.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18751 | PA      | $18455.54     | 0.00%             | 2027-02-28      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 186759602.SRDLC                                     | 186759602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12133 | PA      | $1084.73      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192292874.SRDLC                                     | 192292874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $486.74       | 0.00%             | 2025-08-12      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 193273526.SRDLC                                     | 193273526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       791 | PA      | $791.11       | 0.00%             | 2025-09-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204548026.SRDLC                                     | 204548026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12764 | PA      | $12637.32     | 0.00%             | 2026-10-24      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 204866018.SRDLC                                     | 204866018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2516 | PA      | $224.93       | 0.00%             | 2026-10-27      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 187356072.SRDLC                                     | 187356072.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       111 | PA      | $110.68       | 0.00%             | 2025-04-30      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187442318.SRDLC                                     | 187442318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $162.01       | 0.00%             | 2025-05-02      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186887816.SRDLC                                     | 186887816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       133 | PA      | $132.16       | 0.00%             | 2026-03-10      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187047990.SRDLC                                     | 187047990.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4995 | PA      | $446.59       | 0.00%             | 2027-03-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187244325.SRDLC                                     | 187244325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6476 | PA      | $578.95       | 0.00%             | 2025-03-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187566191.SRDLC                                     | 187566191.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2923 | PA      | $3064.32      | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192054809.SRDLC                                     | 192054809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7788 | PA      | $5016.43      | 0.00%             | 2027-08-12      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 194051674.SRDLC                                     | 194051674.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1010 | PA      | $1009.73      | 0.00%             | 2025-09-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8896967.SRDSQ                                       | 8896967.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3773 | PA      | $3555.14      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-1 Class AA                                           | CUSIP: 90323WAL4<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   1145000 | PA      | $1161985.50   | 0.07%             | 2025-12-06      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| 204960040.SRDLC                                     | 204960040.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1359 | PA      | $1358.85      | 0.00%             | 2025-11-02      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205063124.SRDLC                                     | 205063124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2704 | PA      | $2701.37      | 0.00%             | 2027-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186996360.SRDLC                                     | 186996360.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       547 | PA      | $551.66       | 0.00%             | 2025-08-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 187324593.SRDLC                                     | 187324593.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1899 | PA      | $1518.86      | 0.00%             | 2025-08-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186975112.SRDLC                                     | 186975112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2609 | PA      | $2618.40      | 0.00%             | 2026-03-22      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187012069.SRDLC                                     | 187012069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3774 | PA      | $337.43       | 0.00%             | 2025-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187903235.SRDLC                                     | 187903235.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4413 | PA      | $178.64       | 0.00%             | 2028-02-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187904645.SRDLC                                     | 187904645.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4220 | PA      | $377.23       | 0.00%             | 2025-04-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187094773.SRDLC                                     | 187094773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2195 | PA      | $196.22       | 0.00%             | 2025-03-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187214657.SRDLC                                     | 187214657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3514 | PA      | $314.17       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186917027.SRDLC                                     | 186917027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3222.94      | 0.00%             | 2027-10-17      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 187022209.SRDLC                                     | 187022209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $4354.47      | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186604983.SRDLC                                     | 186604983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1540 | PA      | $1533.28      | 0.00%             | 2025-07-09      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 186857181.SRDLC                                     | 186857181.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7046 | PA      | $7470.50      | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194899015.SRDLC                                     | 194899015.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12759 | PA      | $12861.93     | 0.00%             | 2027-10-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 203246842.SRDLC                                     | 203246842.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4390 | PA      | $4456.03      | 0.00%             | 2026-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192024041.SRDLC                                     | 192024041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $505.36       | 0.00%             | 2025-12-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192668976.SRDLC                                     | 192668976.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3594 | PA      | $321.27       | 0.00%             | 2027-08-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187620736.SRDLC                                     | 187620736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6973 | PA      | $623.42       | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187853969.SRDLC                                     | 187853969.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4968 | PA      | $444.17       | 0.00%             | 2027-04-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 187751530.SRDLC                                     | 187751530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2988 | PA      | $2857.97      | 0.00%             | 2027-10-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 187765326.SRDLC                                     | 187765326.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2894 | PA      | $258.76       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194767039.SRDLC                                     | 194767039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12251 | PA      | $1095.27      | 0.00%             | 2028-10-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195262520.SRDLC                                     | 195262520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23034 | PA      | $22580.23     | 0.00%             | 2027-11-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 187754067.SRDLC                                     | 187754067.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1595 | PA      | $1593.74      | 0.00%             | 2026-03-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187770730.SRDLC                                     | 187770730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       680 | PA      | $676.09       | 0.00%             | 2025-09-30      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 193016420.SRDLC                                     | 193016420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9242 | PA      | $9397.81      | 0.00%             | 2027-08-29      | Fixed         | 24.69%                | Yes           |                  3 | On Loan: No      |
| 193019713.SRDLC                                     | 193019713.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1781 | PA      | $1801.60      | 0.00%             | 2025-08-29      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-1 Class C                                            | CUSIP: 90323WAM2<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    616000 | PA      | $629045.65    | 0.04%             | 2025-12-06      | Floating      | 12.53%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-2 Class E                                            | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   3866000 | PA      | $4061350.91   | 0.24%             | 2026-12-07      | Floating      | 13.53%                | Yes           |                  2 | On Loan: No      |
| 187386845.SRDLC                                     | 187386845.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $14.80        | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187449396.SRDLC                                     | 187449396.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7948 | PA      | $8260.90      | 0.00%             | 2027-03-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 191353759.SRDLC                                     | 191353759.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       748 | PA      | $753.81       | 0.00%             | 2025-07-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191453578.SRDLC                                     | 191453578.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       268 | PA      | $268.38       | 0.00%             | 2025-07-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 188560858.SRDLC                                     | 188560858.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14753 | PA      | $14635.44     | 0.00%             | 2027-04-25      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 191666463.SRDLC                                     | 191666463.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3754 | PA      | $3769.13      | 0.00%             | 2027-08-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187799361.SRDLC                                     | 187799361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6540 | PA      | $6375.85      | 0.00%             | 2027-03-31      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 187926998.SRDLC                                     | 187926998.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       423 | PA      | $422.02       | 0.00%             | 2025-05-30      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| Achieve Personal Loan Master P                      | Achieve Personal Loan Master Pass-Through Trust Series 2025-2     | CUSIP: 00448GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28969977 | PA      | $27624293.76  | 1.66%             | 2055-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2023-1 Class A                                           | CUSIP: 00485YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2038000 | PA      | $2082838.04   | 0.13%             | 2026-11-06      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| 187273036.SRDLC                                     | 187273036.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7387 | PA      | $660.40       | 0.00%             | 2027-04-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187447743.SRDLC                                     | 187447743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5663 | PA      | $6073.88      | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186861655.SRDLC                                     | 186861655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3387 | PA      | $302.81       | 0.00%             | 2027-03-10      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186906144.SRDLC                                     | 186906144.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       962 | PA      | $86.05        | 0.00%             | 2025-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205238130.SRDLC                                     | 205238130.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6607.77      | 0.00%             | 2026-11-13      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206832395.SRDLC                                     | 206832395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2217 | PA      | $2181.76      | 0.00%             | 2026-02-22      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 187296926.SRDLC                                     | 187296926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6105 | PA      | $545.80       | 0.00%             | 2027-03-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187344458.SRDLC                                     | 187344458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10916 | PA      | $11464.62     | 0.00%             | 2027-03-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191793460.SRDLC                                     | 191793460.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $55.09        | 0.00%             | 2025-07-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192079662.SRDLC                                     | 192079662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1354.22      | 0.00%             | 2025-08-08      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 187067662.SRDLC                                     | 187067662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16142 | PA      | $16006.62     | 0.00%             | 2027-03-25      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 187105908.SRDLC                                     | 187105908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9401 | PA      | $840.47       | 0.00%             | 2027-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187779942.SRDLC                                     | 187779942.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2409 | PA      | $215.38       | 0.00%             | 2025-08-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187847747.SRDLC                                     | 187847747.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $171.14       | 0.00%             | 2026-04-04      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 191094293.SRDLC                                     | 191094293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3233 | PA      | $3382.14      | 0.00%             | 2027-07-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191632334.SRDLC                                     | 191632334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       362 | PA      | $364.48       | 0.00%             | 2025-07-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 188470491.SRDLC                                     | 188470491.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3141 | PA      | $3112.08      | 0.00%             | 2027-04-25      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 188715091.SRDLC                                     | 188715091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21762 | PA      | $22143.28     | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206954209.SRDLC                                     | 206954209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13529 | PA      | $13073.34     | 0.00%             | 2028-02-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207230763.SRDLC                                     | 207230763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3187 | PA      | $3038.64      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191680560.SRDLC                                     | 191680560.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6559 | PA      | $6906.52      | 0.00%             | 2027-07-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191893067.SRDLC                                     | 191893067.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       997 | PA      | $982.23       | 0.00%             | 2025-09-01      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187495162.SRDLC                                     | 187495162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       933 | PA      | $952.40       | 0.00%             | 2026-03-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187543108.SRDLC                                     | 187543108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8393 | PA      | $8933.35      | 0.00%             | 2027-03-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186903091.SRDLC                                     | 186903091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2847 | PA      | $254.53       | 0.00%             | 2025-03-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186910060.SRDLC                                     | 186910060.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5070 | PA      | $4050.73      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191766386.SRDLC                                     | 191766386.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2403 | PA      | $214.87       | 0.00%             | 2025-07-25      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 191965103.SRDLC                                     | 191965103.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       816 | PA      | $812.13       | 0.00%             | 2025-08-01      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 187672826.SRDLC                                     | 187672826.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8409 | PA      | $8820.20      | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187734606.SRDLC                                     | 187734606.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2833 | PA      | $3042.28      | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188157838.SRDLC                                     | 188157838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6184 | PA      | $6096.59      | 0.00%             | 2027-04-01      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 191616574.SRDLC                                     | 191616574.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2281 | PA      | $203.93       | 0.00%             | 2025-07-28      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 192147934.SRDLC                                     | 192147934.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14463 | PA      | $14466.19     | 0.00%             | 2027-08-22      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| 192209553.SRDLC                                     | 192209553.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5169 | PA      | $462.14       | 0.00%             | 2027-08-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188761265.SRDLC                                     | 188761265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2678 | PA      | $239.44       | 0.00%             | 2025-04-25      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 191159852.SRDLC                                     | 191159852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6287 | PA      | $562.07       | 0.00%             | 2027-07-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 195925885.SRDLC                                     | 195925885.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2237.82      | 0.00%             | 2025-11-29      | Fixed         | 12.29%                | Yes           |                  3 | On Loan: No      |
| 204469238.SRDLC                                     | 204469238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1606 | PA      | $1584.06      | 0.00%             | 2026-10-10      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 60.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-57190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CZK/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1811640.64  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| 207431911.SRDLC                                     | 207431911.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4020 | PA      | $3993.76      | 0.00%             | 2027-03-28      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 207461718.SRDLC                                     | 207461718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35266 | PA      | $33635.45     | 0.00%             | 2029-04-05      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 187854697.SRDLC                                     | 187854697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2650 | PA      | $2780.31      | 0.00%             | 2027-04-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 188180448.SRDLC                                     | 188180448.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6316 | PA      | $564.67       | 0.00%             | 2025-04-11      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 192388823.SRDLC                                     | 192388823.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3106 | PA      | $277.72       | 0.00%             | 2025-08-11      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 192845820.SRDLC                                     | 192845820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1064 | PA      | $1055.50      | 0.00%             | 2025-08-03      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 191609370.SRDLC                                     | 191609370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2040 | PA      | $2045.35      | 0.00%             | 2025-08-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 191678013.SRDLC                                     | 191678013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7425 | PA      | $7777.29      | 0.00%             | 2027-07-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187835742.SRDLC                                     | 187835742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3086 | PA      | $275.87       | 0.00%             | 2025-04-07      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 187854140.SRDLC                                     | 187854140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7581 | PA      | $7790.93      | 0.00%             | 2027-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192292509.SRDLC                                     | 192292509.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3854 | PA      | $344.56       | 0.00%             | 2025-08-24      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 192890459.SRDLC                                     | 192890459.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2918 | PA      | $260.90       | 0.00%             | 2025-08-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2024-1 Class A                                           | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2141000 | PA      | $2154378.04   | 0.13%             | 2027-11-05      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2024-1 Class B                                           | CUSIP: 00485YAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3950000 | PA      | $3955318.68   | 0.24%             | 2025-11-07      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 207683985.SRDLC                                     | 207683985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3998 | PA      | $3963.46      | 0.00%             | 2026-04-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210841861.SRDLC                                     | 210841861.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25250 | PA      | $24949.04     | 0.00%             | 2030-09-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 187013586.SRDLC                                     | 187013586.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4073 | PA      | $364.17       | 0.00%             | 2025-03-08      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 187113627.SRDLC                                     | 187113627.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3943 | PA      | $4221.96      | 0.00%             | 2027-03-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 194661580.SRDLC                                     | 194661580.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7826 | PA      | $7875.37      | 0.00%             | 2025-10-22      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 195674668.SRDLC                                     | 195674668.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2453 | PA      | $2448.62      | 0.00%             | 2025-11-18      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 191321447.SRDLC                                     | 191321447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3115 | PA      | $278.48       | 0.00%             | 2025-07-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191510625.SRDLC                                     | 191510625.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20880 | PA      | $1866.66      | 0.00%             | 2027-07-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186939170.SRDLC                                     | 186939170.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       728 | PA      | $268.42       | 0.00%             | 2025-08-14      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 187074059.SRDLC                                     | 187074059.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2199 | PA      | $196.62       | 0.00%             | 2025-03-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211288523.SRDLC                                     | 211288523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3548 | PA      | $3313.57      | 0.00%             | 2027-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211403342.SRDLC                                     | 211403342.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6151 | PA      | $5716.79      | 0.00%             | 2027-10-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 190580202.SRDLC                                     | 190580202.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       683 | PA      | $683.95       | 0.00%             | 2025-07-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 191178176.SRDLC                                     | 191178176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3176 | PA      | $3329.08      | 0.00%             | 2027-07-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192815018.SRDLC                                     | 192815018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       867 | PA      | $870.72       | 0.00%             | 2025-08-25      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193067174.SRDLC                                     | 193067174.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14634 | PA      | $1308.25      | 0.00%             | 2025-09-03      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 203262395.SRDLC                                     | 203262395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3225 | PA      | $3188.54      | 0.00%             | 2026-08-04      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 203626073.SRDLC                                     | 203626073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11749 | PA      | $11710.06     | 0.00%             | 2027-08-21      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 191794348.SRDLC                                     | 191794348.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3037 | PA      | $271.50       | 0.00%             | 2025-08-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191813026.SRDLC                                     | 191813026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3292 | PA      | $3343.15      | 0.00%             | 2027-07-01      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192235260.SRDLC                                     | 192235260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5335 | PA      | $5363.79      | 0.00%             | 2027-08-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192370079.SRDLC                                     | 192370079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8754 | PA      | $9165.45      | 0.00%             | 2027-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187861515.SRDLC                                     | 187861515.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4459 | PA      | $725.74       | 0.00%             | 2027-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187975935.SRDLC                                     | 187975935.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       342 | PA      | $342.01       | 0.00%             | 2025-05-26      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186448116.SRDLC                                     | 186448116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5673 | PA      | $5704.50      | 0.00%             | 2027-02-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186682233.SRDLC                                     | 186682233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14833 | PA      | $2261.90      | 0.00%             | 2027-09-03      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 211466328.SRDLC                                     | 211466328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11826 | PA      | $11349.83     | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211527195.SRDLC                                     | 211527195.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8716 | PA      | $8122.61      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187926595.SRDLC                                     | 187926595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $264.51       | 0.00%             | 2025-04-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187984198.SRDLC                                     | 187984198.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9171 | PA      | $9032.66      | 0.00%             | 2027-04-04      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 186878812.SRDLC                                     | 186878812.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6497 | PA      | $6912.92      | 0.00%             | 2027-03-12      | Fixed         | 30.24%                | Yes           |                  3 | On Loan: No      |
| 186882814.SRDLC                                     | 186882814.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5310 | PA      | $5234.53      | 0.00%             | 2027-03-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CZK/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $963784.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DRB5010061.SRDUP                                    | DRB5010061.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6792 | PA      | $6564.97      | 0.00%             | 2030-02-07      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| 187816052.SRDLC                                     | 187816052.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $162.29       | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187930630.SRDLC                                     | 187930630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $190.04       | 0.00%             | 2025-05-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192373124.SRDLC                                     | 192373124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       347 | PA      | $30.99        | 0.00%             | 2026-08-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192398119.SRDLC                                     | 192398119.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1465 | PA      | $1463.71      | 0.00%             | 2025-08-16      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 204983341.SRDLC                                     | 204983341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6327 | PA      | $6277.01      | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205280151.SRDLC                                     | 205280151.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $872.82       | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191837686.SRDLC                                     | 191837686.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4068 | PA      | $363.64       | 0.00%             | 2025-08-01      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192165868.SRDLC                                     | 192165868.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8107 | PA      | $724.75       | 0.00%             | 2027-08-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191181283.SRDLC                                     | 191181283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10809 | PA      | $966.31       | 0.00%             | 2027-07-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191657624.SRDLC                                     | 191657624.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2980 | PA      | $3022.94      | 0.00%             | 2025-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186884409.SRDLC                                     | 186884409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1975 | PA      | $176.60       | 0.00%             | 2025-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187050428.SRDLC                                     | 187050428.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3117 | PA      | $3222.56      | 0.00%             | 2027-03-12      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194127079.SRDLC                                     | 194127079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       944 | PA      | $961.59       | 0.00%             | 2025-10-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194567488.SRDLC                                     | 194567488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10087 | PA      | $10095.15     | 0.00%             | 2027-10-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 192949362.SRDLC                                     | 192949362.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1782 | PA      | $1775.88      | 0.00%             | 2025-08-30      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 193392433.SRDLC                                     | 193392433.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       899 | PA      | $898.67       | 0.00%             | 2025-09-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 191974355.SRDLC                                     | 191974355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3908 | PA      | $4095.47      | 0.00%             | 2027-08-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192759832.SRDLC                                     | 192759832.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15084 | PA      | $15208.56     | 0.00%             | 2027-08-31      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213600778.SRDLC                                     | 213600778.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1789 | PA      | $1734.17      | 0.00%             | 2027-01-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213689308.SRDLC                                     | 213689308.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4858 | PA      | $4703.28      | 0.00%             | 2030-01-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187547558.SRDLC                                     | 187547558.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $3046.47      | 0.00%             | 2027-03-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187859227.SRDLC                                     | 187859227.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2306 | PA      | $206.12       | 0.00%             | 2025-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 193279016.SRDLC                                     | 193279016.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1145 | PA      | $1139.12      | 0.00%             | 2025-09-02      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 193490277.SRDLC                                     | 193490277.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       226 | PA      | $227.14       | 0.00%             | 2025-09-12      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192266752.SRDLC                                     | 192266752.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6003 | PA      | $5986.61      | 0.00%             | 2027-08-13      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 192780614.SRDLC                                     | 192780614.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3173 | PA      | $3356.13      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187298430.SRDLC                                     | 187298430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5367 | PA      | $5710.70      | 0.00%             | 2027-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187683385.SRDLC                                     | 187683385.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5996 | PA      | $6244.67      | 0.00%             | 2027-03-28      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214178565.SRDLC                                     | 214178565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12667 | PA      | $12583.48     | 0.00%             | 2030-02-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214519597.SRDLC                                     | 214519597.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15485 | PA      | $15399.13     | 0.00%             | 2029-02-24      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 187812184.SRDLC                                     | 187812184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       343 | PA      | $343.25       | 0.00%             | 2025-09-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187876607.SRDLC                                     | 187876607.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       262 | PA      | $98.53        | 0.00%             | 2025-05-19      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 187936291.SRDLC                                     | 187936291.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2499 | PA      | $2439.87      | 0.00%             | 2027-04-05      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 188369317.SRDLC                                     | 188369317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16576 | PA      | $16349.12     | 0.00%             | 2027-04-22      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| L5178690.SRDUP                                      | L5178690.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5578 | PA      | $5499.96      | 0.00%             | 2030-04-03      | Fixed         | 23.62%                | Yes           |                  3 | On Loan: No      |
| L5179616.SRDUP                                      | L5179616.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3981.35      | 0.00%             | 2030-04-03      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| 204880350.SRDLC                                     | 204880350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8642 | PA      | $8749.20      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204955900.SRDLC                                     | 204955900.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4561 | PA      | $4600.51      | 0.00%             | 2025-11-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 188214895.SRDLC                                     | 188214895.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10388 | PA      | $1852.11      | 0.00%             | 2025-11-21      | Fixed         | 26.79%                | Yes           |                  3 | On Loan: No      |
| 191198358.SRDLC                                     | 191198358.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4573 | PA      | $4797.19      | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192420352.SRDLC                                     | 192420352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20774 | PA      | $20816.33     | 0.00%             | 2027-08-27      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| 192702036.SRDLC                                     | 192702036.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7519 | PA      | $7585.61      | 0.00%             | 2027-08-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 203969300.SRDLC                                     | 203969300.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4091 | PA      | $4083.92      | 0.00%             | 2027-09-05      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204230106.SRDLC                                     | 204230106.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6171 | PA      | $6083.70      | 0.00%             | 2027-09-30      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 192881890.SRDLC                                     | 192881890.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       372 | PA      | $377.44       | 0.00%             | 2025-08-25      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| 192886814.SRDLC                                     | 192886814.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5132 | PA      | $458.83       | 0.00%             | 2026-02-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 195931122.SRDLC                                     | 195931122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21032 | PA      | $5442.78      | 0.00%             | 2027-11-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 203446752.SRDLC                                     | 203446752.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12324 | PA      | $12640.96     | 0.00%             | 2028-08-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187916897.SRDLC                                     | 187916897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4738 | PA      | $4972.79      | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188272070.SRDLC                                     | 188272070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $428.74       | 0.00%             | 2025-04-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 193904883.SRDLC                                     | 193904883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1221 | PA      | $109.20       | 0.00%             | 2025-09-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194266501.SRDLC                                     | 194266501.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $1192.52      | 0.00%             | 2025-10-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204122257.SRDLC                                     | 204122257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11306 | PA      | $11321.36     | 0.00%             | 2027-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204678905.SRDLC                                     | 204678905.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14945 | PA      | $14889.97     | 0.00%             | 2026-10-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187866166.SRDLC                                     | 187866166.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8763 | PA      | $9210.96      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187923397.SRDLC                                     | 187923397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9808 | PA      | $1645.88      | 0.00%             | 2027-04-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8144050.SRDSQ                                       | 8144050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3222 | PA      | $3044.10      | 0.00%             | 2026-03-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8363966.SRDSQ                                       | 8363966.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8041 | PA      | $7881.72      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 191544930.SRDLC                                     | 191544930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10721 | PA      | $11332.11     | 0.00%             | 2027-07-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191667374.SRDLC                                     | 191667374.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $963.67       | 0.00%             | 2025-07-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203711930.SRDLC                                     | 203711930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1740 | PA      | $1717.51      | 0.00%             | 2026-08-21      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 203810114.SRDLC                                     | 203810114.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6522 | PA      | $6454.31      | 0.00%             | 2026-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 187042692.SRDLC                                     | 187042692.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26668 | PA      | $2384.16      | 0.00%             | 2027-03-08      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 187083049.SRDLC                                     | 187083049.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1648 | PA      | $147.37       | 0.00%             | 2025-03-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2023-B                          | CUSIP: 00792FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1526164.79   | 0.09%             | 2028-09-15      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2024-X1                         | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45355 | PA      | $995855.17    | 0.06%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 192766943.SRDLC                                     | 192766943.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10914 | PA      | $11620.84     | 0.00%             | 2027-08-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 192822780.SRDLC                                     | 192822780.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7842 | PA      | $701.06       | 0.00%             | 2025-08-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 190431243.SRDLC                                     | 190431243.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       741 | PA      | $747.62       | 0.00%             | 2025-07-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191417288.SRDLC                                     | 191417288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4993 | PA      | $446.34       | 0.00%             | 2027-07-19      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| 191203714.SRDLC                                     | 191203714.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5045 | PA      | $451.05       | 0.00%             | 2025-07-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191241687.SRDLC                                     | 191241687.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1144 | PA      | $1148.16      | 0.00%             | 2025-07-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5178293.SRDUP                                    | DRB5178293.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8726 | PA      | $8601.65      | 0.00%             | 2028-04-03      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| DRB5178955.SRDUP                                    | DRB5178955.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.08      | 0.00%             | 2028-04-03      | Fixed         | 30.62%                | Yes           |                  3 | On Loan: No      |
| 8375063.SRDSQ                                       | 8375063.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3067 | PA      | $2967.79      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8385598.SRDSQ                                       | 8385598.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12158 | PA      | $11398.49     | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 187865865.SRDLC                                     | 187865865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       622 | PA      | $55.63        | 0.00%             | 2025-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187940222.SRDLC                                     | 187940222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13182 | PA      | $13060.26     | 0.00%             | 2026-07-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187137324.SRDLC                                     | 187137324.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $83.17        | 0.00%             | 2025-03-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187456488.SRDLC                                     | 187456488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6989 | PA      | $5337.19      | 0.00%             | 2027-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191744435.SRDLC                                     | 191744435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1641 | PA      | $146.70       | 0.00%             | 2027-07-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 191907225.SRDLC                                     | 191907225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9419 | PA      | $842.10       | 0.00%             | 2025-08-05      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 187326921.SRDLC                                     | 187326921.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       186 | PA      | $186.23       | 0.00%             | 2025-05-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187681770.SRDLC                                     | 187681770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       219 | PA      | $19.62        | 0.00%             | 2025-05-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 191695847.SRDLC                                     | 191695847.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       601 | PA      | $600.43       | 0.00%             | 2025-07-27      | Fixed         | 13.09%                | Yes           |                  3 | On Loan: No      |
| 191714741.SRDLC                                     | 191714741.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       774 | PA      | $774.62       | 0.00%             | 2025-07-21      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 191871219.SRDLC                                     | 191871219.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5005 | PA      | $447.41       | 0.00%             | 2027-08-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192637025.SRDLC                                     | 192637025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $178.99       | 0.00%             | 2025-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187526379.SRDLC                                     | 187526379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        36 | PA      | $35.89        | 0.00%             | 2025-05-15      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 187793076.SRDLC                                     | 187793076.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1291 | PA      | $115.39       | 0.00%             | 2025-04-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204595690.SRDLC                                     | 204595690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3975 | PA      | $3993.85      | 0.00%             | 2026-10-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204602413.SRDLC                                     | 204602413.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3076 | PA      | $3043.47      | 0.00%             | 2026-10-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 193124504.SRDLC                                     | 193124504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       190 | PA      | $189.92       | 0.00%             | 2025-08-31      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| 194587361.SRDLC                                     | 194587361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3359 | PA      | $3567.66      | 0.00%             | 2027-10-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8387297.SRDSQ                                       | 8387297.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1453 | PA      | $1082.65      | 0.00%             | 2026-05-15      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8416526.SRDSQ                                       | 8416526.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10153 | PA      | $9367.32      | 0.00%             | 2026-05-25      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 187746983.SRDLC                                     | 187746983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        12 | PA      | $12.17        | 0.00%             | 2025-04-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187850176.SRDLC                                     | 187850176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2451 | PA      | $219.12       | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187858022.SRDLC                                     | 187858022.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        61 | PA      | $61.23        | 0.00%             | 2025-05-19      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| 191728001.SRDLC                                     | 191728001.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1064 | PA      | $1060.45      | 0.00%             | 2025-08-09      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 194158910.SRDLC                                     | 194158910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8312 | PA      | $8254.88      | 0.00%             | 2027-10-19      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 194986912.SRDLC                                     | 194986912.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       498 | PA      | $498.83       | 0.00%             | 2025-10-26      | Fixed         | 18.69%                | Yes           |                  3 | On Loan: No      |
| 204753016.SRDLC                                     | 204753016.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20769 | PA      | $1856.72      | 0.00%             | 2028-11-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205004489.SRDLC                                     | 205004489.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2876 | PA      | $2885.48      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186732927.SRDLC                                     | 186732927.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17203 | PA      | $11019.01     | 0.00%             | 2027-03-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186805633.SRDLC                                     | 186805633.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       813 | PA      | $72.66        | 0.00%             | 2025-06-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 203862282.SRDLC                                     | 203862282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       877 | PA      | $872.46       | 0.00%             | 2026-08-28      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204441168.SRDLC                                     | 204441168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5478 | PA      | $5332.49      | 0.00%             | 2028-10-06      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 186295500.SRDLC                                     | 186295500.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12890 | PA      | $12925.67     | 0.00%             | 2027-02-28      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 187002010.SRDLC                                     | 187002010.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       612 | PA      | $260.49       | 0.00%             | 2025-06-23      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 206917551.SRDLC                                     | 206917551.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6336 | PA      | $6074.53      | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207186771.SRDLC                                     | 207186771.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9755 | PA      | $9230.93      | 0.00%             | 2027-03-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8552498.SRDSQ                                       | 8552498.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6990 | PA      | $6714.71      | 0.00%             | 2026-07-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8661002.SRDSQ                                       | 8661002.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2045 | PA      | $1752.38      | 0.00%             | 2026-07-28      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 192063849.SRDLC                                     | 192063849.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11974 | PA      | $11794.09     | 0.00%             | 2027-08-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 192869569.SRDLC                                     | 192869569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1927 | PA      | $1927.73      | 0.00%             | 2025-08-24      | Fixed         | 11.29%                | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2022-1 Class A                                           | CUSIP: 011395AH3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   2916000 | PA      | $2924328.10   | 0.18%             | 2025-06-07      | Floating      | 11.80%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2023-1 Class A                                           | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   6334000 | PA      | $6493866.99   | 0.39%             | 2026-06-07      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| 187852320.SRDLC                                     | 187852320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6950 | PA      | $7314.44      | 0.00%             | 2027-04-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 188701267.SRDLC                                     | 188701267.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10106 | PA      | $10018.47     | 0.00%             | 2027-04-21      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| 192069607.SRDLC                                     | 192069607.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $196.03       | 0.00%             | 2025-08-05      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 192256223.SRDLC                                     | 192256223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       135 | PA      | $133.88       | 0.00%             | 2025-08-08      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 191100451.SRDLC                                     | 191100451.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       707 | PA      | $704.83       | 0.00%             | 2025-07-15      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 192333305.SRDLC                                     | 192333305.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9293 | PA      | $9334.54      | 0.00%             | 2027-08-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8666283.SRDSQ                                       | 8666283.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39883 | PA      | $37605.89     | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8779572.SRDSQ                                       | 8779572.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     64625 | PA      | $61338.20     | 0.00%             | 2026-08-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 194593499.SRDLC                                     | 194593499.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1406 | PA      | $1390.07      | 0.00%             | 2026-03-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 194969316.SRDLC                                     | 194969316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10757 | PA      | $961.69       | 0.00%             | 2027-10-24      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 193519115.SRDLC                                     | 193519115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2049 | PA      | $183.21       | 0.00%             | 2026-01-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194763161.SRDLC                                     | 194763161.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1773 | PA      | $1676.21      | 0.00%             | 2026-03-02      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 186969754.SRDLC                                     | 186969754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7280 | PA      | $7444.62      | 0.00%             | 2027-03-30      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187062738.SRDLC                                     | 187062738.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11063 | PA      | $989.06       | 0.00%             | 2024-10-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205077541.SRDLC                                     | 205077541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2173 | PA      | $2112.92      | 0.00%             | 2027-04-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205099689.SRDLC                                     | 205099689.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10409 | PA      | $930.52       | 0.00%             | 2026-03-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8782227.SRDSQ                                       | 8782227.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6673 | PA      | $6300.87      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8786681.SRDSQ                                       | 8786681.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37840 | PA      | $35491.59     | 0.00%             | 2026-08-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5186698.SRDUP                                      | L5186698.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $2088.18      | 0.00%             | 2028-04-07      | Fixed         | 15.37%                | Yes           |                  3 | On Loan: No      |
| L5192052.SRDUP                                      | L5192052.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11258 | PA      | $11212.32     | 0.00%             | 2030-04-07      | Fixed         | 16.71%                | Yes           |                  3 | On Loan: No      |
| 194773712.SRDLC                                     | 194773712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       339 | PA      | $30.27        | 0.00%             | 2025-01-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194956587.SRDLC                                     | 194956587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9569 | PA      | $855.47       | 0.00%             | 2028-05-27      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 193025123.SRDLC                                     | 193025123.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5409 | PA      | $483.55       | 0.00%             | 2025-08-29      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 193085767.SRDLC                                     | 193085767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2649 | PA      | $866.75       | 0.00%             | 2025-08-30      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class A                                           | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   8519000 | PA      | $8788860.62   | 0.53%             | 2027-06-07      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class B                                           | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   9383000 | PA      | $9782668.89   | 0.59%             | 2027-06-07      | Floating      | 12.04%                | Yes           |                  2 | On Loan: No      |
| 187103577.SRDLC                                     | 187103577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $172.43       | 0.00%             | 2027-03-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187348658.SRDLC                                     | 187348658.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       411 | PA      | $413.18       | 0.00%             | 2025-07-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8786945.SRDSQ                                       | 8786945.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15159 | PA      | $14172.27     | 0.00%             | 2026-08-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8823658.SRDSQ                                       | 8823658.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5837 | PA      | $5148.11      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 191981138.SRDLC                                     | 191981138.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9889 | PA      | $10374.53     | 0.00%             | 2027-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192359015.SRDLC                                     | 192359015.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6090 | PA      | $802.67       | 0.00%             | 2028-06-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205155668.SRDLC                                     | 205155668.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2474 | PA      | $2448.71      | 0.00%             | 2026-11-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205172635.SRDLC                                     | 205172635.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4523 | PA      | $4468.17      | 0.00%             | 2026-11-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191113722.SRDLC                                     | 191113722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6014 | PA      | $6337.85      | 0.00%             | 2027-07-22      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192079366.SRDLC                                     | 192079366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6071 | PA      | $6327.93      | 0.00%             | 2027-08-23      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| 195004526.SRDLC                                     | 195004526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8149 | PA      | $728.56       | 0.00%             | 2026-10-27      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 204183286.SRDLC                                     | 204183286.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10503 | PA      | $10350.99     | 0.00%             | 2026-09-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 192075255.SRDLC                                     | 192075255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6366 | PA      | $6383.50      | 0.00%             | 2027-08-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192708355.SRDLC                                     | 192708355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12515 | PA      | $13303.03     | 0.00%             | 2027-08-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204772978.SRDLC                                     | 204772978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4873 | PA      | $4778.87      | 0.00%             | 2026-11-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205041398.SRDLC                                     | 205041398.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9407 | PA      | $9359.41      | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187978760.SRDLC                                     | 187978760.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5337 | PA      | $477.10       | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 190983738.SRDLC                                     | 190983738.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       544 | PA      | $539.06       | 0.00%             | 2025-07-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8837559.SRDSQ                                       | 8837559.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21992 | PA      | $20795.42     | 0.00%             | 2026-09-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8845247.SRDSQ                                       | 8845247.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9166 | PA      | $7798.62      | 0.00%             | 2026-09-15      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 187691527.SRDLC                                     | 187691527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3796 | PA      | $339.33       | 0.00%             | 2027-03-28      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 187815910.SRDLC                                     | 187815910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6642 | PA      | $593.83       | 0.00%             | 2025-04-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205151091.SRDLC                                     | 205151091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2272 | PA      | $2276.64      | 0.00%             | 2027-11-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206577804.SRDLC                                     | 206577804.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3850 | PA      | $3788.01      | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 192367518.SRDLC                                     | 192367518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19158 | PA      | $1712.69      | 0.00%             | 2025-12-11      | Fixed         | 13.39%                | Yes           |                  3 | On Loan: No      |
| 192385569.SRDLC                                     | 192385569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       773 | PA      | $767.41       | 0.00%             | 2025-08-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192892859.SRDLC                                     | 192892859.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2361 | PA      | $2379.22      | 0.00%             | 2026-02-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192896989.SRDLC                                     | 192896989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       312 | PA      | $313.64       | 0.00%             | 2025-08-25      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192294945.SRDLC                                     | 192294945.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4639 | PA      | $4809.11      | 0.00%             | 2027-08-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192613924.SRDLC                                     | 192613924.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15981 | PA      | $15976.95     | 0.00%             | 2027-08-30      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 205323745.SRDLC                                     | 205323745.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4749 | PA      | $4731.46      | 0.00%             | 2025-11-20      | Fixed         | 11.95%                | Yes           |                  3 | On Loan: No      |
| 205435903.SRDLC                                     | 205435903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7374 | PA      | $7209.83      | 0.00%             | 2028-11-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| DRB5180362.SRDUP                                    | DRB5180362.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3055.32      | 0.00%             | 2030-04-03      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EOK5_MS_2025.05.16_LONG                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $690259.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 187749843.SRDLC                                     | 187749843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11637 | PA      | $1040.36      | 0.00%             | 2025-07-31      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187844022.SRDLC                                     | 187844022.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9038 | PA      | $9477.75      | 0.00%             | 2027-04-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187795721.SRDLC                                     | 187795721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1014 | PA      | $190.53       | 0.00%             | 2025-05-13      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 188180817.SRDLC                                     | 188180817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9171 | PA      | $9042.14      | 0.00%             | 2027-04-18      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 192192717.SRDLC                                     | 192192717.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6951 | PA      | $6849.72      | 0.00%             | 2027-08-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 193719168.SRDLC                                     | 193719168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6357 | PA      | $6353.18      | 0.00%             | 2027-09-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8857576.SRDSQ                                       | 8857576.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11733 | PA      | $11034.82     | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8881338.SRDSQ                                       | 8881338.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2293 | PA      | $2145.39      | 0.00%             | 2026-09-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 190585073.SRDLC                                     | 190585073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17391 | PA      | $1554.72      | 0.00%             | 2025-07-07      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 191151335.SRDLC                                     | 191151335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6986 | PA      | $624.54       | 0.00%             | 2027-07-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204682636.SRDLC                                     | 204682636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4746 | PA      | $4737.32      | 0.00%             | 2025-10-18      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205143579.SRDLC                                     | 205143579.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9382 | PA      | $9423.49      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 188118276.SRDLC                                     | 188118276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18467 | PA      | $1650.95      | 0.00%             | 2027-04-29      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| 191161484.SRDLC                                     | 191161484.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $619.70       | 0.00%             | 2025-07-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187146211.SRDLC                                     | 187146211.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6375 | PA      | $6227.64      | 0.00%             | 2027-03-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 187518895.SRDLC                                     | 187518895.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4346 | PA      | $4517.26      | 0.00%             | 2027-03-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 193070371.SRDLC                                     | 193070371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4254 | PA      | $4401.19      | 0.00%             | 2028-05-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193355104.SRDLC                                     | 193355104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5573 | PA      | $5556.59      | 0.00%             | 2025-09-19      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 186810869.SRDLC                                     | 186810869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5283 | PA      | $472.31       | 0.00%             | 2025-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186921775.SRDLC                                     | 186921775.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3517 | PA      | $314.41       | 0.00%             | 2028-02-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EUR/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4005306.93   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FW3297752.SRDUP                                     | FW3297752.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       740 | PA      | $773.19       | 0.00%             | 2027-07-21      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| 8885015.SRDSQ                                       | 8885015.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7315 | PA      | $6890.66      | 0.00%             | 2026-09-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8897892.SRDSQ                                       | 8897892.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        87 | PA      | $84.23        | 0.00%             | 2026-09-27      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 204456266.SRDLC                                     | 204456266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7864 | PA      | $703.00       | 0.00%             | 2026-10-10      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 204691442.SRDLC                                     | 204691442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1426 | PA      | $1434.38      | 0.00%             | 2026-10-01      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 194363819.SRDLC                                     | 194363819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2160 | PA      | $1728.22      | 0.00%             | 2026-03-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194871645.SRDLC                                     | 194871645.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10158 | PA      | $9993.50      | 0.00%             | 2027-10-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 187576025.SRDLC                                     | 187576025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9007 | PA      | $805.19       | 0.00%             | 2027-09-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187760320.SRDLC                                     | 187760320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6821 | PA      | $7206.82      | 0.00%             | 2027-03-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 192404623.SRDLC                                     | 192404623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2484 | PA      | $2489.12      | 0.00%             | 2027-09-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192545623.SRDLC                                     | 192545623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6843 | PA      | $6909.97      | 0.00%             | 2027-08-17      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 192063068.SRDLC                                     | 192063068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       386 | PA      | $386.93       | 0.00%             | 2025-08-07      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192662590.SRDLC                                     | 192662590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3274 | PA      | $292.68       | 0.00%             | 2025-08-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193085811.SRDLC                                     | 193085811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4330 | PA      | $4367.12      | 0.00%             | 2027-08-31      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 193427219.SRDLC                                     | 193427219.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4803 | PA      | $4788.57      | 0.00%             | 2025-09-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192578477.SRDLC                                     | 192578477.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       875 | PA      | $878.30       | 0.00%             | 2025-08-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 193413820.SRDLC                                     | 193413820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4666 | PA      | $0.00         | 0.00%             | 2027-10-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192996701.SRDLC                                     | 192996701.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1905 | PA      | $1926.46      | 0.00%             | 2025-09-16      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| 193432417.SRDLC                                     | 193432417.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19431 | PA      | $1737.11      | 0.00%             | 2025-09-15      | Fixed         | 13.69%                | Yes           |                  3 | On Loan: No      |
| 207586483.SRDLC                                     | 207586483.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14363 | PA      | $13554.95     | 0.00%             | 2029-04-11      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207978373.SRDLC                                     | 207978373.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13567 | PA      | $12977.47     | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3910154.SRDUP                                    | CBM3910154.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       586 | PA      | $584.47       | 0.00%             | 2026-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| CBM4007961.SRDUP                                    | CBM4007961.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1248 | PA      | $1245.28      | 0.00%             | 2028-10-06      | Fixed         | 29.06%                | Yes           |                  3 | On Loan: No      |
| 195650327.SRDLC                                     | 195650327.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22701 | PA      | $22756.67     | 0.00%             | 2027-11-17      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 195822367.SRDLC                                     | 195822367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $804.68       | 0.00%             | 2025-11-17      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187671142.SRDLC                                     | 187671142.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4943 | PA      | $5067.46      | 0.00%             | 2027-04-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 187905484.SRDLC                                     | 187905484.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10059 | PA      | $10551.43     | 0.00%             | 2027-10-28      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| 186929069.SRDLC                                     | 186929069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $3767.78      | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187085796.SRDLC                                     | 187085796.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6550 | PA      | $6979.51      | 0.00%             | 2027-03-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 195391011.SRDLC                                     | 195391011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4088 | PA      | $365.45       | 0.00%             | 2027-11-04      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 203576237.SRDLC                                     | 203576237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6432 | PA      | $6621.90      | 0.00%             | 2028-08-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| FW3298492.SRDUP                                     | FW3298492.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       563 | PA      | $562.35       | 0.00%             | 2025-07-21      | Fixed         | 23.33%                | Yes           |                  3 | On Loan: No      |
| FW3298605.SRDUP                                     | FW3298605.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       693 | PA      | $725.41       | 0.00%             | 2027-07-21      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| CBM5178699.SRDUP                                    | CBM5178699.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19600 | PA      | $19319.70     | 0.00%             | 2030-04-03      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9300                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-25340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187961524.SRDLC                                     | 187961524.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3453 | PA      | $308.68       | 0.00%             | 2026-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188413118.SRDLC                                     | 188413118.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2472 | PA      | $221.03       | 0.00%             | 2027-04-15      | Fixed         | 9.79%                 | Yes           |                  3 | On Loan: No      |
| 192390755.SRDLC                                     | 192390755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1596 | PA      | $1594.95      | 0.00%             | 2025-08-26      | Fixed         | 10.54%                | Yes           |                  3 | On Loan: No      |
| 192422507.SRDLC                                     | 192422507.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3880 | PA      | $3882.06      | 0.00%             | 2025-08-24      | Fixed         | 11.84%                | Yes           |                  3 | On Loan: No      |
| 193107288.SRDLC                                     | 193107288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15675 | PA      | $15998.29     | 0.00%             | 2027-08-31      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 194974891.SRDLC                                     | 194974891.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1737 | PA      | $1749.82      | 0.00%             | 2025-10-25      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 205227335.SRDLC                                     | 205227335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4708 | PA      | $4767.64      | 0.00%             | 2027-11-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205403668.SRDLC                                     | 205403668.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16205 | PA      | $15694.01     | 0.00%             | 2028-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 193491097.SRDLC                                     | 193491097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4539 | PA      | $2950.06      | 0.00%             | 2028-04-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 194641816.SRDLC                                     | 194641816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $5066.96      | 0.00%             | 2026-10-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 188906118.SRDLC                                     | 188906118.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9299 | PA      | $9216.40      | 0.00%             | 2027-04-28      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 191229228.SRDLC                                     | 191229228.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12383 | PA      | $1107.03      | 0.00%             | 2027-08-29      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 187196077.SRDLC                                     | 187196077.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2979 | PA      | $266.31       | 0.00%             | 2027-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187285539.SRDLC                                     | 187285539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3451 | PA      | $3658.20      | 0.00%             | 2028-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187948199.SRDLC                                     | 187948199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5991 | PA      | $6305.96      | 0.00%             | 2027-04-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187953821.SRDLC                                     | 187953821.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1562 | PA      | $139.63       | 0.00%             | 2025-09-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 188651498.SRDLC                                     | 188651498.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3683 | PA      | $3632.32      | 0.00%             | 2027-04-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 191588942.SRDLC                                     | 191588942.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2588 | PA      | $231.38       | 0.00%             | 2027-01-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 192995083.SRDLC                                     | 192995083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8469 | PA      | $757.13       | 0.00%             | 2027-09-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193150159.SRDLC                                     | 193150159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $80.01        | 0.00%             | 2025-08-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191193127.SRDLC                                     | 191193127.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2936 | PA      | $262.49       | 0.00%             | 2027-07-13      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191553131.SRDLC                                     | 191553131.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5654 | PA      | $505.43       | 0.00%             | 2027-07-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9350                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-23380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9400                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -114 | NC      | $-175560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 193225539.SRDLC                                     | 193225539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7455 | PA      | $666.44       | 0.00%             | 2027-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 194852386.SRDLC                                     | 194852386.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11865 | PA      | $12399.62     | 0.00%             | 2027-11-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186838683.SRDLC                                     | 186838683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5147 | PA      | $460.18       | 0.00%             | 2025-03-20      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 186923282.SRDLC                                     | 186923282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3455 | PA      | $308.86       | 0.00%             | 2025-03-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 191694452.SRDLC                                     | 191694452.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2901 | PA      | $259.39       | 0.00%             | 2027-07-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191822419.SRDLC                                     | 191822419.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       575 | PA      | $582.80       | 0.00%             | 2025-07-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187512182.SRDLC                                     | 187512182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5512 | PA      | $5867.67      | 0.00%             | 2027-03-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187727906.SRDLC                                     | 187727906.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       260 | PA      | $261.81       | 0.00%             | 2025-07-28      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| 191935262.SRDLC                                     | 191935262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5827 | PA      | $5882.84      | 0.00%             | 2027-08-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192283329.SRDLC                                     | 192283329.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1372.99      | 0.00%             | 2025-08-08      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class AA                                           | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4257000 | PA      | $4415243.33   | 0.27%             | 2026-12-07      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class D                                            | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4715000 | PA      | $4945770.96   | 0.30%             | 2026-12-07      | Floating      | 13.03%                | Yes           |                  2 | On Loan: No      |
| 187548600.SRDLC                                     | 187548600.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3883 | PA      | $347.10       | 0.00%             | 2027-04-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187857140.SRDLC                                     | 187857140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3857 | PA      | $1009.23      | 0.00%             | 2027-12-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187317328.SRDLC                                     | 187317328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4081 | PA      | $4340.87      | 0.00%             | 2027-03-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187552397.SRDLC                                     | 187552397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       595 | PA      | $125.53       | 0.00%             | 2025-05-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9450                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-19880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9500                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -71 | NC      | $-93010.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 191826397.SRDLC                                     | 191826397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2636 | PA      | $2660.67      | 0.00%             | 2025-08-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192229952.SRDLC                                     | 192229952.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1595 | PA      | $300.60       | 0.00%             | 2025-08-10      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 192359709.SRDLC                                     | 192359709.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       456 | PA      | $458.06       | 0.00%             | 2025-08-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192645606.SRDLC                                     | 192645606.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1364 | PA      | $1364.47      | 0.00%             | 2025-08-19      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 188423939.SRDLC                                     | 188423939.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10103 | PA      | $9858.54      | 0.00%             | 2027-04-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 188443111.SRDLC                                     | 188443111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5985 | PA      | $5900.74      | 0.00%             | 2027-04-18      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187031324.SRDLC                                     | 187031324.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5493 | PA      | $5846.38      | 0.00%             | 2027-03-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187116827.SRDLC                                     | 187116827.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5461 | PA      | $488.22       | 0.00%             | 2025-03-11      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 192585807.SRDLC                                     | 192585807.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1069 | PA      | $1073.67      | 0.00%             | 2025-08-19      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192771675.SRDLC                                     | 192771675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10601 | PA      | $10731.92     | 0.00%             | 2027-08-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class C                                           | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   7588000 | PA      | $7889099.43   | 0.47%             | 2026-06-07      | Floating      | 15.53%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class A                                           | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1708000 | PA      | $1797256.66   | 0.11%             | 2026-05-26      | Floating      | 17.19%                | Yes           |                  2 | On Loan: No      |
| FW3302576.SRDUP                                     | FW3302576.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1415.27      | 0.00%             | 2027-07-22      | Fixed         | 23.40%                | Yes           |                  3 | On Loan: No      |
| FW3310610.SRDUP                                     | FW3310610.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $1269.00      | 0.00%             | 2027-07-26      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9550                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9600                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -67 | NC      | $-74370.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 191181523.SRDLC                                     | 191181523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12898 | PA      | $13493.54     | 0.00%             | 2027-07-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191376381.SRDLC                                     | 191376381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1858.70      | 0.00%             | 2026-07-12      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210914934.SRDLC                                     | 210914934.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11767 | PA      | $2406.54      | 0.00%             | 2028-09-19      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211205774.SRDLC                                     | 211205774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10007 | PA      | $9322.49      | 0.00%             | 2027-10-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 191990878.SRDLC                                     | 191990878.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14283 | PA      | $1276.94      | 0.00%             | 2027-08-15      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 192187274.SRDLC                                     | 192187274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2443 | PA      | $2433.44      | 0.00%             | 2025-08-08      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 193696796.SRDLC                                     | 193696796.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13491 | PA      | $14259.44     | 0.00%             | 2027-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193704775.SRDLC                                     | 193704775.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6272 | PA      | $6433.47      | 0.00%             | 2027-10-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193016442.SRDLC                                     | 193016442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1081 | PA      | $1091.92      | 0.00%             | 2025-08-29      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 193049189.SRDLC                                     | 193049189.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $255.14       | 0.00%             | 2025-08-29      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 192989933.SRDLC                                     | 192989933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14720 | PA      | $1315.99      | 0.00%             | 2027-08-29      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 194479316.SRDLC                                     | 194479316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4323 | PA      | $3949.53      | 0.00%             | 2026-02-14      | Fixed         | 11.29%                | Yes           |                  3 | On Loan: No      |
| 187755875.SRDLC                                     | 187755875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $172.98       | 0.00%             | 2025-03-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187780746.SRDLC                                     | 187780746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4388 | PA      | $1093.96      | 0.00%             | 2027-10-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187172125.SRDLC                                     | 187172125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9976 | PA      | $10538.14     | 0.00%             | 2027-09-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187228160.SRDLC                                     | 187228160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2092 | PA      | $187.05       | 0.00%             | 2025-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW3331303.SRDUP                                     | FW3331303.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1747 | PA      | $1793.44      | 0.00%             | 2027-08-04      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| FW3342389.SRDUP                                     | FW3342389.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9505 | PA      | $9895.00      | 0.00%             | 2027-08-09      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| 193106592.SRDLC                                     | 193106592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5336 | PA      | $5402.86      | 0.00%             | 2027-09-29      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 194051376.SRDLC                                     | 194051376.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17438 | PA      | $17497.80     | 0.00%             | 2027-10-06      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 192923851.SRDLC                                     | 192923851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       537 | PA      | $540.39       | 0.00%             | 2025-08-31      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193088858.SRDLC                                     | 193088858.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7216 | PA      | $7550.92      | 0.00%             | 2027-08-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9650                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-21420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9700                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-63240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192289140.SRDLC                                     | 192289140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       781 | PA      | $783.86       | 0.00%             | 2025-08-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192610948.SRDLC                                     | 192610948.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1413 | PA      | $1422.32      | 0.00%             | 2025-08-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 193514957.SRDLC                                     | 193514957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20290 | PA      | $20414.89     | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 193990313.SRDLC                                     | 193990313.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1677 | PA      | $149.93       | 0.00%             | 2025-09-26      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192303177.SRDLC                                     | 192303177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       626 | PA      | $627.45       | 0.00%             | 2025-08-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192855200.SRDLC                                     | 192855200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2706 | PA      | $2885.02      | 0.00%             | 2027-08-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 194455826.SRDLC                                     | 194455826.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12572 | PA      | $12522.24     | 0.00%             | 2027-10-11      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 195935180.SRDLC                                     | 195935180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8112 | PA      | $8090.93      | 0.00%             | 2025-11-30      | Fixed         | 11.79%                | Yes           |                  3 | On Loan: No      |
| 195028406.SRDLC                                     | 195028406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $4285.01      | 0.00%             | 2027-10-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203638248.SRDLC                                     | 203638248.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15885 | PA      | $15718.18     | 0.00%             | 2026-08-26      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 188506333.SRDLC                                     | 188506333.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8025 | PA      | $7911.27      | 0.00%             | 2027-04-18      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 191491322.SRDLC                                     | 191491322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $251.10       | 0.00%             | 2025-07-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 188838520.SRDLC                                     | 188838520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1623 | PA      | $328.98       | 0.00%             | 2025-05-27      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 191076667.SRDLC                                     | 191076667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       536 | PA      | $534.53       | 0.00%             | 2025-07-16      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9750                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -70 | NC      | $-60200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9800                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-13430.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 194389865.SRDLC                                     | 194389865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       664 | PA      | $661.11       | 0.00%             | 2025-10-11      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 194563879.SRDLC                                     | 194563879.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11093 | PA      | $9934.74      | 0.00%             | 2028-02-12      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 186930176.SRDLC                                     | 186930176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5641 | PA      | $5991.88      | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186948516.SRDLC                                     | 186948516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1052 | PA      | $841.50       | 0.00%             | 2026-06-02      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| 186969770.SRDLC                                     | 186969770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4128 | PA      | $4363.91      | 0.00%             | 2028-01-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187017395.SRDLC                                     | 187017395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9715 | PA      | $10367.67     | 0.00%             | 2027-10-27      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192930139.SRDLC                                     | 192930139.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10286 | PA      | $919.54       | 0.00%             | 2027-08-26      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 193185229.SRDLC                                     | 193185229.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3478 | PA      | $310.90       | 0.00%             | 2027-09-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class B                                           | CUSIP: 07304LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1709000 | PA      | $1827580.67   | 0.11%             | 2026-05-26      | Floating      | 23.98%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class A                                           | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2456000 | PA      | $2601059.96   | 0.16%             | 2027-04-30      | Floating      | 12.78%                | Yes           |                  2 | On Loan: No      |
| 192292446.SRDLC                                     | 192292446.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7285 | PA      | $7328.57      | 0.00%             | 2027-08-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192917763.SRDLC                                     | 192917763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1667 | PA      | $1657.07      | 0.00%             | 2025-09-07      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| FW3320007.SRDUP                                     | FW3320007.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       533 | PA      | $546.86       | 0.00%             | 2027-08-01      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3341443.SRDUP                                     | FW3341443.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       776 | PA      | $807.41       | 0.00%             | 2027-08-09      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 191112629.SRDLC                                     | 191112629.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       618 | PA      | $619.03       | 0.00%             | 2025-08-04      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 191849583.SRDLC                                     | 191849583.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9371 | PA      | $9329.13      | 0.00%             | 2027-08-01      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 186784874.SRDLC                                     | 186784874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       968 | PA      | $86.56        | 0.00%             | 2025-04-04      | Fixed         | 12.54%                | Yes           |                  3 | On Loan: No      |
| 186788217.SRDLC                                     | 186788217.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3383 | PA      | $3351.54      | 0.00%             | 2027-03-03      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 187258824.SRDLC                                     | 187258824.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        41 | PA      | $40.82        | 0.00%             | 2025-05-04      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187766134.SRDLC                                     | 187766134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6917 | PA      | $7365.76      | 0.00%             | 2027-03-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 193402913.SRDLC                                     | 193402913.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2646 | PA      | $236.57       | 0.00%             | 2025-09-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193956137.SRDLC                                     | 193956137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18765 | PA      | $1677.61      | 0.00%             | 2027-10-27      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203966956.SRDLC                                     | 203966956.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9904 | PA      | $9669.35      | 0.00%             | 2028-09-05      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204006194.SRDLC                                     | 204006194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9551 | PA      | $9333.28      | 0.00%             | 2028-09-11      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 191724345.SRDLC                                     | 191724345.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6318 | PA      | $1430.17      | 0.00%             | 2027-12-21      | Fixed         | 13.69%                | Yes           |                  3 | On Loan: No      |
| 191772278.SRDLC                                     | 191772278.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $1025.18      | 0.00%             | 2025-07-31      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 203499904.SRDLC                                     | 203499904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30445 | PA      | $29801.48     | 0.00%             | 2028-12-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 203738755.SRDLC                                     | 203738755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       968 | PA      | $957.25       | 0.00%             | 2026-08-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 192934351.SRDLC                                     | 192934351.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $983.68       | 0.00%             | 2025-08-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193178177.SRDLC                                     | 193178177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17250 | PA      | $17215.90     | 0.00%             | 2027-09-21      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class B                                           | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    623000 | PA      | $681079.80    | 0.04%             | 2027-04-30      | Floating      | 22.78%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2025-1 Class A                                           | CUSIP: 07304LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2137000 | PA      | $2139135.93   | 0.13%             | 2028-05-08      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| 203437872.SRDLC                                     | 203437872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4404 | PA      | $4367.26      | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 203504303.SRDLC                                     | 203504303.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14929 | PA      | $14638.01     | 0.00%             | 2028-08-16      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 192088574.SRDLC                                     | 192088574.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12381 | PA      | $1106.83      | 0.00%             | 2027-08-15      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 192789922.SRDLC                                     | 192789922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9189 | PA      | $9046.64      | 0.00%             | 2028-04-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194236594.SRDLC                                     | 194236594.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5899 | PA      | $527.34       | 0.00%             | 2026-02-19      | Fixed         | 24.94%                | Yes           |                  3 | On Loan: No      |
| 195818130.SRDLC                                     | 195818130.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4222 | PA      | $377.45       | 0.00%             | 2025-11-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204468340.SRDLC                                     | 204468340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7961 | PA      | $7853.06      | 0.00%             | 2026-10-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204622779.SRDLC                                     | 204622779.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15023 | PA      | $14929.32     | 0.00%             | 2026-10-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204986421.SRDLC                                     | 204986421.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15718 | PA      | $15345.66     | 0.00%             | 2028-11-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 204998015.SRDLC                                     | 204998015.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19390 | PA      | $19345.85     | 0.00%             | 2027-11-07      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-C | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12392 | PA      | $1540358.28   | 0.09%             | 2035-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust               | CUSIP: 08651VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14920 | PA      | $4978615.61   | 0.30%             | 2034-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 194279737.SRDLC                                     | 194279737.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4661 | PA      | $4721.78      | 0.00%             | 2026-10-04      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 194547766.SRDLC                                     | 194547766.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1551 | PA      | $1547.57      | 0.00%             | 2025-10-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 192800194.SRDLC                                     | 192800194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1010 | PA      | $1015.23      | 0.00%             | 2025-08-23      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193000989.SRDLC                                     | 193000989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       346 | PA      | $347.62       | 0.00%             | 2025-08-29      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204034397.SRDLC                                     | 204034397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11586 | PA      | $1035.75      | 0.00%             | 2028-09-11      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 204286161.SRDLC                                     | 204286161.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14362 | PA      | $14011.03     | 0.00%             | 2028-09-29      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204705127.SRDLC                                     | 204705127.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5977 | PA      | $6098.53      | 0.00%             | 2028-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204789670.SRDLC                                     | 204789670.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15522 | PA      | $15246.52     | 0.00%             | 2026-10-20      | Fixed         | 14.64%                | Yes           |                  3 | On Loan: No      |
| 203129024.SRDLC                                     | 203129024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2335 | PA      | $2304.05      | 0.00%             | 2026-07-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 203475094.SRDLC                                     | 203475094.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       538 | PA      | $534.01       | 0.00%             | 2026-08-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 188874439.SRDLC                                     | 188874439.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       196 | PA      | $0.00         | 0.00%             | 2025-04-27      | Fixed         | 21.79%                | Yes           |                  3 | On Loan: No      |
| 191603240.SRDLC                                     | 191603240.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8778 | PA      | $8692.92      | 0.00%             | 2027-08-02      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust               | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12564 | PA      | $2131736.71   | 0.13%             | 2035-01-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust               | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12628 | PA      | $2761297.34   | 0.17%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 186966989.SRDLC                                     | 186966989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $288.68       | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187643783.SRDLC                                     | 187643783.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $308.77       | 0.00%             | 2025-04-15      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 193043888.SRDLC                                     | 193043888.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $870.37       | 0.00%             | 2025-09-27      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 193996097.SRDLC                                     | 193996097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1657 | PA      | $148.12       | 0.00%             | 2025-09-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203867193.SRDLC                                     | 203867193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $1780.70      | 0.00%             | 2025-08-29      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204187639.SRDLC                                     | 204187639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33935 | PA      | $25094.55     | 0.00%             | 2029-05-15      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 187039708.SRDLC                                     | 187039708.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2563 | PA      | $2648.55      | 0.00%             | 2027-03-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187441218.SRDLC                                     | 187441218.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1064 | PA      | $95.14        | 0.00%             | 2025-05-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 204015411.SRDLC                                     | 204015411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11350 | PA      | $11149.77     | 0.00%             | 2026-09-08      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 204137266.SRDLC                                     | 204137266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29465 | PA      | $29008.66     | 0.00%             | 2028-09-18      | Fixed         | 10.26%                | Yes           |                  3 | On Loan: No      |
| 204404676.SRDLC                                     | 204404676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1548 | PA      | $1580.74      | 0.00%             | 2025-09-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204562846.SRDLC                                     | 204562846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1759.97      | 0.00%             | 2026-10-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203943135.SRDLC                                     | 203943135.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16944 | PA      | $1514.81      | 0.00%             | 2028-09-05      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 204269082.SRDLC                                     | 204269082.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3772 | PA      | $3729.85      | 0.00%             | 2026-09-25      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 187129496.SRDLC                                     | 187129496.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11276 | PA      | $11799.57     | 0.00%             | 2027-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187689256.SRDLC                                     | 187689256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2367 | PA      | $2510.08      | 0.00%             | 2027-03-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205529100.SRDLC                                     | 205529100.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19662 | PA      | $19337.31     | 0.00%             | 2028-12-26      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205559006.SRDLC                                     | 205559006.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6037 | PA      | $5873.02      | 0.00%             | 2026-12-06      | Fixed         | 13.21%                | Yes           |                  3 | On Loan: No      |
| 192704436.SRDLC                                     | 192704436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2971 | PA      | $2957.55      | 0.00%             | 2027-08-26      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 192863062.SRDLC                                     | 192863062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2754 | PA      | $2776.18      | 0.00%             | 2025-11-25      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 192413613.SRDLC                                     | 192413613.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       252 | PA      | $22.54        | 0.00%             | 2024-11-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193333795.SRDLC                                     | 193333795.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $945.99       | 0.00%             | 2025-09-08      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204151143.SRDLC                                     | 204151143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5670 | PA      | $5587.14      | 0.00%             | 2026-09-26      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 204721182.SRDLC                                     | 204721182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12134 | PA      | $1084.80      | 0.00%             | 2028-11-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204670221.SRDLC                                     | 204670221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $1991.60      | 0.00%             | 2026-10-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204685459.SRDLC                                     | 204685459.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5621 | PA      | $502.50       | 0.00%             | 2028-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 195192111.SRDLC                                     | 195192111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $656.90       | 0.00%             | 2025-11-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195297116.SRDLC                                     | 195297116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3306 | PA      | $2061.63      | 0.00%             | 2027-11-07      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 205195775.SRDLC                                     | 205195775.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19373 | PA      | $19437.32     | 0.00%             | 2027-11-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205438003.SRDLC                                     | 205438003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14101 | PA      | $13920.28     | 0.00%             | 2026-11-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 193294673.SRDLC                                     | 193294673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11636 | PA      | $1040.26      | 0.00%             | 2027-09-20      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 193322974.SRDLC                                     | 193322974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3448 | PA      | $308.23       | 0.00%             | 2027-09-07      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 187762428.SRDLC                                     | 187762428.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4353 | PA      | $4576.90      | 0.00%             | 2027-04-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187973616.SRDLC                                     | 187973616.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       592 | PA      | $61.99        | 0.00%             | 2025-05-04      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 203720575.SRDLC                                     | 203720575.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12678 | PA      | $12485.86     | 0.00%             | 2026-08-17      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203732053.SRDLC                                     | 203732053.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6643 | PA      | $6542.58      | 0.00%             | 2026-08-25      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204744907.SRDLC                                     | 204744907.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1553.01      | 0.00%             | 2026-11-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204767760.SRDLC                                     | 204767760.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $2420.92      | 0.00%             | 2025-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204785325.SRDLC                                     | 204785325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6901 | PA      | $616.92       | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204918488.SRDLC                                     | 204918488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7772 | PA      | $7761.56      | 0.00%             | 2027-11-06      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211247809.SRDLC                                     | 211247809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1780 | PA      | $1636.75      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211451177.SRDLC                                     | 211451177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4883 | PA      | $4685.22      | 0.00%             | 2026-10-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195919396.SRDLC                                     | 195919396.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11536 | PA      | $1031.34      | 0.00%             | 2027-12-02      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 203328742.SRDLC                                     | 203328742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       518 | PA      | $513.77       | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205841081.SRDLC                                     | 205841081.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28005 | PA      | $27290.16     | 0.00%             | 2028-12-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 205893356.SRDLC                                     | 205893356.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5885 | PA      | $5787.62      | 0.00%             | 2026-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 188093871.SRDLC                                     | 188093871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7517 | PA      | $7560.46      | 0.00%             | 2027-04-21      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 188241974.SRDLC                                     | 188241974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4867 | PA      | $435.14       | 0.00%             | 2027-04-27      | Fixed         | 26.79%                | Yes           |                  3 | On Loan: No      |
| 205579914.SRDLC                                     | 205579914.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16171 | PA      | $15699.78     | 0.00%             | 2028-12-19      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205831428.SRDLC                                     | 205831428.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2577 | PA      | $2551.63      | 0.00%             | 2025-12-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 191000884.SRDLC                                     | 191000884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9528 | PA      | $9950.62      | 0.00%             | 2027-07-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192299352.SRDLC                                     | 192299352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       845 | PA      | $850.26       | 0.00%             | 2025-08-25      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 191122073.SRDLC                                     | 191122073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10505 | PA      | $7300.87      | 0.00%             | 2028-04-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191521233.SRDLC                                     | 191521233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2866 | PA      | $256.19       | 0.00%             | 2025-07-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204864290.SRDLC                                     | 204864290.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19082 | PA      | $18744.17     | 0.00%             | 2028-10-25      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205163659.SRDLC                                     | 205163659.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16060 | PA      | $16077.89     | 0.00%             | 2027-11-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 195708074.SRDLC                                     | 195708074.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1602 | PA      | $1603.00      | 0.00%             | 2025-11-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203484384.SRDLC                                     | 203484384.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19412 | PA      | $1735.45      | 0.00%             | 2028-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 195199696.SRDLC                                     | 195199696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2391 | PA      | $2355.71      | 0.00%             | 2025-11-07      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| 195252772.SRDLC                                     | 195252772.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4170 | PA      | $372.82       | 0.00%             | 2027-11-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 206501108.SRDLC                                     | 206501108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21173 | PA      | $3353.97      | 0.00%             | 2027-09-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206772476.SRDLC                                     | 206772476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7791 | PA      | $7532.84      | 0.00%             | 2029-02-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 188851082.SRDLC                                     | 188851082.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9945 | PA      | $889.13       | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 190873520.SRDLC                                     | 190873520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       814 | PA      | $650.84       | 0.00%             | 2025-07-11      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 192067979.SRDLC                                     | 192067979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       188 | PA      | $186.55       | 0.00%             | 2025-08-03      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 192269870.SRDLC                                     | 192269870.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       161 | PA      | $161.85       | 0.00%             | 2025-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195434373.SRDLC                                     | 195434373.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       271 | PA      | $270.09       | 0.00%             | 2025-11-25      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 195470601.SRDLC                                     | 195470601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4753 | PA      | $1533.87      | 0.00%             | 2025-11-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 203510721.SRDLC                                     | 203510721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4085 | PA      | $4017.95      | 0.00%             | 2028-08-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 203567747.SRDLC                                     | 203567747.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13426 | PA      | $1200.30      | 0.00%             | 2028-08-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207206158.SRDLC                                     | 207206158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12050 | PA      | $11947.50     | 0.00%             | 2027-03-13      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 210701867.SRDLC                                     | 210701867.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $795.40       | 0.00%             | 2027-09-09      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203533345.SRDLC                                     | 203533345.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17575 | PA      | $1571.21      | 0.00%             | 2028-08-14      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 204015417.SRDLC                                     | 204015417.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7544 | PA      | $7447.12      | 0.00%             | 2026-09-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204992817.SRDLC                                     | 204992817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       941 | PA      | $944.77       | 0.00%             | 2026-11-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205028504.SRDLC                                     | 205028504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4119 | PA      | $1055.93      | 0.00%             | 2027-11-06      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 191128959.SRDLC                                     | 191128959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5427 | PA      | $485.21       | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191316742.SRDLC                                     | 191316742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       796 | PA      | $798.69       | 0.00%             | 2025-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192867016.SRDLC                                     | 192867016.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3697 | PA      | $3712.63      | 0.00%             | 2027-08-25      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 194405751.SRDLC                                     | 194405751.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8413 | PA      | $8284.34      | 0.00%             | 2027-10-11      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 205170737.SRDLC                                     | 205170737.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6839 | PA      | $6880.85      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205172569.SRDLC                                     | 205172569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3040 | PA      | $3004.84      | 0.00%             | 2026-11-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 205911522.SRDLC                                     | 205911522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9893 | PA      | $9467.62      | 0.00%             | 2027-01-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206496832.SRDLC                                     | 206496832.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6200 | PA      | $5958.91      | 0.00%             | 2029-02-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 194006210.SRDLC                                     | 194006210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11309 | PA      | $11256.02     | 0.00%             | 2027-10-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 194707601.SRDLC                                     | 194707601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3163 | PA      | $566.60       | 0.00%             | 2026-02-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211525137.SRDLC                                     | 211525137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4662 | PA      | $4408.93      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211605590.SRDLC                                     | 211605590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $4926.29      | 0.00%             | 2027-10-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203633630.SRDLC                                     | 203633630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35776 | PA      | $6378.91      | 0.00%             | 2029-01-14      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 203901815.SRDLC                                     | 203901815.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22335 | PA      | $1996.74      | 0.00%             | 2028-08-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 195013431.SRDLC                                     | 195013431.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1718 | PA      | $121.08       | 0.00%             | 2026-06-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195917993.SRDLC                                     | 195917993.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5033 | PA      | $5132.81      | 0.00%             | 2026-11-29      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| FW3499968.SRDUP                                     | FW3499968.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2471 | PA      | $2555.33      | 0.00%             | 2027-10-13      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| FW3542603.SRDUP                                     | FW3542603.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6100 | PA      | $6420.35      | 0.00%             | 2027-11-01      | Fixed         | 27.86%                | Yes           |                  3 | On Loan: No      |
| 204659474.SRDLC                                     | 204659474.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14668 | PA      | $14470.22     | 0.00%             | 2026-10-16      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204719096.SRDLC                                     | 204719096.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8321 | PA      | $8465.89      | 0.00%             | 2028-11-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205200050.SRDLC                                     | 205200050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1802 | PA      | $1831.01      | 0.00%             | 2025-11-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205233420.SRDLC                                     | 205233420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4054 | PA      | $4102.18      | 0.00%             | 2026-11-17      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| 206556205.SRDLC                                     | 206556205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6106 | PA      | $545.91       | 0.00%             | 2027-06-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206891791.SRDLC                                     | 206891791.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9814 | PA      | $9607.52      | 0.00%             | 2027-02-26      | Fixed         | 12.37%                | Yes           |                  3 | On Loan: No      |
| 191276546.SRDLC                                     | 191276546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       247 | PA      | $246.19       | 0.00%             | 2025-07-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 191313508.SRDLC                                     | 191313508.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2023 | PA      | $2046.58      | 0.00%             | 2027-07-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206893673.SRDLC                                     | 206893673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6922 | PA      | $329.87       | 0.00%             | 2028-03-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207204473.SRDLC                                     | 207204473.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22530 | PA      | $21586.02     | 0.00%             | 2029-03-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 192479865.SRDLC                                     | 192479865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3457 | PA      | $3378.87      | 0.00%             | 2026-02-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 192842278.SRDLC                                     | 192842278.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2182 | PA      | $2181.28      | 0.00%             | 2025-08-24      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203792186.SRDLC                                     | 203792186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6685 | PA      | $6680.91      | 0.00%             | 2027-09-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203859318.SRDLC                                     | 203859318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15330 | PA      | $15090.65     | 0.00%             | 2026-08-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 191566159.SRDLC                                     | 191566159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4537 | PA      | $405.57       | 0.00%             | 2025-07-18      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 192039955.SRDLC                                     | 192039955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1285 | PA      | $1292.02      | 0.00%             | 2025-08-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 192281994.SRDLC                                     | 192281994.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       628 | PA      | $56.13        | 0.00%             | 2027-08-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192634375.SRDLC                                     | 192634375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13374 | PA      | $13184.68     | 0.00%             | 2026-04-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 191559588.SRDLC                                     | 191559588.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3870 | PA      | $4077.70      | 0.00%             | 2027-07-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191705506.SRDLC                                     | 191705506.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       418 | PA      | $417.49       | 0.00%             | 2025-07-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 192796294.SRDLC                                     | 192796294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3230 | PA      | $288.80       | 0.00%             | 2025-09-01      | Fixed         | 9.09%                 | Yes           |                  3 | On Loan: No      |
| 193722521.SRDLC                                     | 193722521.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16355 | PA      | $17328.04     | 0.00%             | 2027-09-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204827446.SRDLC                                     | 204827446.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5657 | PA      | $5573.00      | 0.00%             | 2026-11-02      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 204985247.SRDLC                                     | 204985247.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9700 | PA      | $9558.80      | 0.00%             | 2026-11-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Black Kite Re Limited                               | Black Kite Re 2022-1 Class A                                      | CUSIP: 092168AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    637000 | PA      | $638978.20    | 0.04%             | 2025-06-09      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| 186106808.SRDLC                                     | 186106808.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4229 | PA      | $378.03       | 0.00%             | 2027-02-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205252938.SRDLC                                     | 205252938.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3014 | PA      | $2992.11      | 0.00%             | 2026-11-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205307127.SRDLC                                     | 205307127.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21034 | PA      | $20542.26     | 0.00%             | 2028-11-28      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| 204368204.SRDLC                                     | 204368204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1182 | PA      | $1162.42      | 0.00%             | 2026-10-13      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 204781074.SRDLC                                     | 204781074.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12266 | PA      | $12183.50     | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 194828658.SRDLC                                     | 194828658.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3808 | PA      | $3515.71      | 0.00%             | 2026-03-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 195116475.SRDLC                                     | 195116475.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1633.22      | 0.00%             | 2025-10-27      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192065862.SRDLC                                     | 192065862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2272 | PA      | $2244.72      | 0.00%             | 2027-08-10      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 192173279.SRDLC                                     | 192173279.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5341 | PA      | $5308.38      | 0.00%             | 2026-02-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192428920.SRDLC                                     | 192428920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9421 | PA      | $7756.03      | 0.00%             | 2027-12-18      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 192694190.SRDLC                                     | 192694190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $5036.63      | 0.00%             | 2028-08-19      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 188843204.SRDLC                                     | 188843204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6252 | PA      | $6078.30      | 0.00%             | 2027-12-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191125187.SRDLC                                     | 191125187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $2314.85      | 0.00%             | 2025-11-17      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 205078405.SRDLC                                     | 205078405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4652 | PA      | $4584.27      | 0.00%             | 2026-11-06      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205111949.SRDLC                                     | 205111949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3930 | PA      | $3968.15      | 0.00%             | 2026-11-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212260739.SRDLC                                     | 212260739.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7464 | PA      | $7083.41      | 0.00%             | 2028-11-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214920162.SRDLC                                     | 214920162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4956 | PA      | $4792.64      | 0.00%             | 2030-03-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207637239.SRDLC                                     | 207637239.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7422 | PA      | $1850.64      | 0.00%             | 2028-04-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210538544.SRDLC                                     | 210538544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8501 | PA      | $7916.35      | 0.00%             | 2027-09-03      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192902759.SRDLC                                     | 192902759.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4635 | PA      | $414.35       | 0.00%             | 2027-08-26      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 192991046.SRDLC                                     | 192991046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10837 | PA      | $968.86       | 0.00%             | 2025-09-03      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205451696.SRDLC                                     | 205451696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6306 | PA      | $6146.10      | 0.00%             | 2028-12-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205879390.SRDLC                                     | 205879390.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18190 | PA      | $3177.16      | 0.00%             | 2028-12-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3615                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-21320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -33 | NC      | $-26070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192713407.SRDLC                                     | 192713407.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       423 | PA      | $424.16       | 0.00%             | 2025-08-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 193178153.SRDLC                                     | 193178153.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9773 | PA      | $9595.09      | 0.00%             | 2027-09-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 204791068.SRDLC                                     | 204791068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4392 | PA      | $4387.28      | 0.00%             | 2027-10-27      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 204806331.SRDLC                                     | 204806331.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3298 | PA      | $3275.35      | 0.00%             | 2027-10-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193640201.SRDLC                                     | 193640201.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4671 | PA      | $4724.64      | 0.00%             | 2027-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203830989.SRDLC                                     | 203830989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11050 | PA      | $10645.91     | 0.00%             | 2028-09-05      | Fixed         | 20.75%                | Yes           |                  3 | On Loan: No      |
| 192575011.SRDLC                                     | 192575011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1129 | PA      | $1148.84      | 0.00%             | 2025-08-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192885568.SRDLC                                     | 192885568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       392 | PA      | $397.61       | 0.00%             | 2025-08-25      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 195916983.SRDLC                                     | 195916983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2801 | PA      | $2804.61      | 0.00%             | 2025-11-29      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 203216447.SRDLC                                     | 203216447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31575 | PA      | $30694.69     | 0.00%             | 2028-08-15      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 210542096.SRDLC                                     | 210542096.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18813 | PA      | $4422.06      | 0.00%             | 2027-09-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210930885.SRDLC                                     | 210930885.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16718 | PA      | $16543.53     | 0.00%             | 2027-10-16      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 192441361.SRDLC                                     | 192441361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8571 | PA      | $8547.39      | 0.00%             | 2028-01-25      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 192468743.SRDLC                                     | 192468743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       511 | PA      | $509.88       | 0.00%             | 2025-08-15      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 193359361.SRDLC                                     | 193359361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       320 | PA      | $320.46       | 0.00%             | 2025-09-09      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 193469852.SRDLC                                     | 193469852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       642 | PA      | $111.02       | 0.00%             | 2025-09-27      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 194633979.SRDLC                                     | 194633979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1684 | PA      | $1675.61      | 0.00%             | 2025-10-17      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 203116318.SRDLC                                     | 203116318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5714 | PA      | $5673.70      | 0.00%             | 2028-08-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211217872.SRDLC                                     | 211217872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12810 | PA      | $12629.85     | 0.00%             | 2027-10-09      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211255379.SRDLC                                     | 211255379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4662 | PA      | $4379.00      | 0.00%             | 2028-10-03      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 192198391.SRDLC                                     | 192198391.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6299 | PA      | $6728.83      | 0.00%             | 2027-08-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192252952.SRDLC                                     | 192252952.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4575 | PA      | $4753.97      | 0.00%             | 2028-05-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205900577.SRDLC                                     | 205900577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14491 | PA      | $14215.93     | 0.00%             | 2026-12-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206461682.SRDLC                                     | 206461682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4842 | PA      | $4643.63      | 0.00%             | 2028-02-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204717857.SRDLC                                     | 204717857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2046 | PA      | $2048.29      | 0.00%             | 2027-10-31      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204903264.SRDLC                                     | 204903264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1234 | PA      | $1216.01      | 0.00%             | 2026-11-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204611663.SRDLC                                     | 204611663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3085 | PA      | $3105.96      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204744165.SRDLC                                     | 204744165.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5124 | PA      | $5151.78      | 0.00%             | 2027-10-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 195803976.SRDLC                                     | 195803976.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1442 | PA      | $1441.74      | 0.00%             | 2025-11-23      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 203647546.SRDLC                                     | 203647546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15558 | PA      | $15629.67     | 0.00%             | 2028-09-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 194484669.SRDLC                                     | 194484669.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       958 | PA      | $85.62        | 0.00%             | 2025-10-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 195271773.SRDLC                                     | 195271773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       367 | PA      | $364.42       | 0.00%             | 2025-11-07      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 203565404.SRDLC                                     | 203565404.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       209 | PA      | $211.68       | 0.00%             | 2025-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203634690.SRDLC                                     | 203634690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3715 | PA      | $3592.00      | 0.00%             | 2027-02-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211257664.SRDLC                                     | 211257664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4780 | PA      | $4464.18      | 0.00%             | 2029-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211259280.SRDLC                                     | 211259280.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2311 | PA      | $2186.72      | 0.00%             | 2028-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204166856.SRDLC                                     | 204166856.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10128 | PA      | $9843.68      | 0.00%             | 2028-09-20      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 204650247.SRDLC                                     | 204650247.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $2966.82      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187638238.SRDLC                                     | 187638238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1733 | PA      | $154.95       | 0.00%             | 2025-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187726884.SRDLC                                     | 187726884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3789 | PA      | $338.75       | 0.00%             | 2027-03-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 203986859.SRDLC                                     | 203986859.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3993 | PA      | $356.94       | 0.00%             | 2028-09-05      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204065000.SRDLC                                     | 204065000.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15542 | PA      | $15200.89     | 0.00%             | 2028-09-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 206471742.SRDLC                                     | 206471742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6142 | PA      | $549.12       | 0.00%             | 2029-02-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206501055.SRDLC                                     | 206501055.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12636 | PA      | $1129.69      | 0.00%             | 2027-02-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187920689.SRDLC                                     | 187920689.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3785 | PA      | $3987.41      | 0.00%             | 2027-04-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 188212079.SRDLC                                     | 188212079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       658 | PA      | $624.74       | 0.00%             | 2025-07-30      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 204836877.SRDLC                                     | 204836877.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1155 | PA      | $1151.96      | 0.00%             | 2026-10-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204854168.SRDLC                                     | 204854168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $3317.92      | 0.00%             | 2026-11-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204588836.SRDLC                                     | 204588836.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4627 | PA      | $4709.22      | 0.00%             | 2025-10-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204807121.SRDLC                                     | 204807121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       395 | PA      | $393.78       | 0.00%             | 2026-10-23      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 204790084.SRDLC                                     | 204790084.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $685.65       | 0.00%             | 2026-10-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204945531.SRDLC                                     | 204945531.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20822 | PA      | $21057.93     | 0.00%             | 2028-11-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 203395977.SRDLC                                     | 203395977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5688 | PA      | $883.22       | 0.00%             | 2028-08-07      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 203656810.SRDLC                                     | 203656810.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19867 | PA      | $19904.07     | 0.00%             | 2027-08-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2025-1 Class F                                            | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4974000 | PA      | $5010312.69   | 0.30%             | 2028-02-22      | Floating      | 11.79%                | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-4                               | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1214000 | PA      | $1174214.62   | 0.07%             | 2032-08-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| 186445485.SRDLC                                     | 186445485.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3398 | PA      | $3644.33      | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186898646.SRDLC                                     | 186898646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6346 | PA      | $567.37       | 0.00%             | 2028-02-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193814373.SRDLC                                     | 193814373.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       663 | PA      | $671.42       | 0.00%             | 2025-09-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194888757.SRDLC                                     | 194888757.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2160 | PA      | $193.07       | 0.00%             | 2025-10-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204134551.SRDLC                                     | 204134551.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8341 | PA      | $8450.90      | 0.00%             | 2028-09-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204357965.SRDLC                                     | 204357965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11437 | PA      | $11406.31     | 0.00%             | 2027-10-03      | Fixed         | 10.46%                | Yes           |                  3 | On Loan: No      |
| 192292011.SRDLC                                     | 192292011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       838 | PA      | $853.33       | 0.00%             | 2026-08-08      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192333734.SRDLC                                     | 192333734.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5448 | PA      | $487.04       | 0.00%             | 2027-09-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206539701.SRDLC                                     | 206539701.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10557 | PA      | $10058.13     | 0.00%             | 2027-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206582539.SRDLC                                     | 206582539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13285 | PA      | $1187.67      | 0.00%             | 2028-02-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 203451595.SRDLC                                     | 203451595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1826 | PA      | $1810.36      | 0.00%             | 2026-08-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203545003.SRDLC                                     | 203545003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1333 | PA      | $1352.50      | 0.00%             | 2026-08-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 192614412.SRDLC                                     | 192614412.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3667 | PA      | $3683.17      | 0.00%             | 2025-08-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 203361591.SRDLC                                     | 203361591.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2614 | PA      | $2664.46      | 0.00%             | 2025-08-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192516798.SRDLC                                     | 192516798.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8850 | PA      | $791.23       | 0.00%             | 2027-08-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 192671256.SRDLC                                     | 192671256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13073 | PA      | $13931.68     | 0.00%             | 2027-08-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205172850.SRDLC                                     | 205172850.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4031 | PA      | $360.36       | 0.00%             | 2026-11-13      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205195334.SRDLC                                     | 205195334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7575 | PA      | $7485.21      | 0.00%             | 2026-11-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 203515589.SRDLC                                     | 203515589.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       961 | PA      | $949.17       | 0.00%             | 2026-08-09      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203548820.SRDLC                                     | 203548820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10154 | PA      | $10002.02     | 0.00%             | 2028-08-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 194847279.SRDLC                                     | 194847279.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1111 | PA      | $1110.75      | 0.00%             | 2025-10-24      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 194964122.SRDLC                                     | 194964122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2234.02      | 0.00%             | 2025-11-01      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 195427018.SRDLC                                     | 195427018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7022 | PA      | $627.80       | 0.00%             | 2027-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204263898.SRDLC                                     | 204263898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9710 | PA      | $9689.43      | 0.00%             | 2027-10-15      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 204665739.SRDLC                                     | 204665739.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1432 | PA      | $1439.42      | 0.00%             | 2025-10-12      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204961621.SRDLC                                     | 204961621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22648 | PA      | $3539.14      | 0.00%             | 2027-11-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205040207.SRDLC                                     | 205040207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7336 | PA      | $7332.46      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205054697.SRDLC                                     | 205054697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2227 | PA      | $2201.48      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206647463.SRDLC                                     | 206647463.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19417 | PA      | $19126.13     | 0.00%             | 2027-02-25      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 206666226.SRDLC                                     | 206666226.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9799 | PA      | $9436.47      | 0.00%             | 2029-02-19      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 204991156.SRDLC                                     | 204991156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11107 | PA      | $992.94       | 0.00%             | 2028-11-15      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205052261.SRDLC                                     | 205052261.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10212 | PA      | $10347.07     | 0.00%             | 2028-11-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 191628288.SRDLC                                     | 191628288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1801 | PA      | $1842.72      | 0.00%             | 2026-07-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191926237.SRDLC                                     | 191926237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       145 | PA      | $143.87       | 0.00%             | 2025-08-11      | Fixed         | 20.24%                | Yes           |                  3 | On Loan: No      |
| 187363680.SRDLC                                     | 187363680.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       367 | PA      | $32.82        | 0.00%             | 2025-03-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187542436.SRDLC                                     | 187542436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7097 | PA      | $634.49       | 0.00%             | 2027-03-24      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191622860.SRDLC                                     | 191622860.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1995 | PA      | $1855.18      | 0.00%             | 2026-02-08      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 191769272.SRDLC                                     | 191769272.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       664 | PA      | $664.14       | 0.00%             | 2025-07-22      | Fixed         | 9.79%                 | Yes           |                  3 | On Loan: No      |
| 187782545.SRDLC                                     | 187782545.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7538 | PA      | $7381.12      | 0.00%             | 2027-03-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 188683792.SRDLC                                     | 188683792.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3434 | PA      | $3406.34      | 0.00%             | 2027-04-25      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204559321.SRDLC                                     | 204559321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2310 | PA      | $2282.81      | 0.00%             | 2026-10-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205005922.SRDLC                                     | 205005922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3197 | PA      | $3189.68      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187375311.SRDLC                                     | 187375311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3917 | PA      | $3967.75      | 0.00%             | 2026-04-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 192183697.SRDLC                                     | 192183697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3494 | PA      | $312.41       | 0.00%             | 2025-08-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204224192.SRDLC                                     | 204224192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9764 | PA      | $9770.66      | 0.00%             | 2027-09-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 204292960.SRDLC                                     | 204292960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12494 | PA      | $12809.45     | 0.00%             | 2028-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206866112.SRDLC                                     | 206866112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12440 | PA      | $12107.03     | 0.00%             | 2029-02-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206983954.SRDLC                                     | 206983954.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3383 | PA      | $3325.04      | 0.00%             | 2026-03-05      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211266602.SRDLC                                     | 211266602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1335 | PA      | $1230.18      | 0.00%             | 2027-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211455718.SRDLC                                     | 211455718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9701 | PA      | $9153.67      | 0.00%             | 2028-10-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3625                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-49400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3630                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -77 | NC      | $-56980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204786280.SRDLC                                     | 204786280.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3431 | PA      | $3434.25      | 0.00%             | 2027-10-23      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205030367.SRDLC                                     | 205030367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2268 | PA      | $2267.13      | 0.00%             | 2027-11-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204983615.SRDLC                                     | 204983615.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16428 | PA      | $15989.99     | 0.00%             | 2028-11-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205055970.SRDLC                                     | 205055970.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1884 | PA      | $1886.97      | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206968435.SRDLC                                     | 206968435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13190 | PA      | $1179.17      | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206972271.SRDLC                                     | 206972271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4370 | PA      | $4199.86      | 0.00%             | 2027-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205032341.SRDLC                                     | 205032341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6671 | PA      | $6798.36      | 0.00%             | 2028-11-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205155835.SRDLC                                     | 205155835.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1803 | PA      | $1788.54      | 0.00%             | 2026-11-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 191176580.SRDLC                                     | 191176580.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $525.72       | 0.00%             | 2025-07-08      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| 191446786.SRDLC                                     | 191446786.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4778 | PA      | $427.14       | 0.00%             | 2027-07-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203963255.SRDLC                                     | 203963255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12563 | PA      | $12356.33     | 0.00%             | 2028-09-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 204379080.SRDLC                                     | 204379080.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3226 | PA      | $3182.52      | 0.00%             | 2026-10-12      | Fixed         | 10.12%                | Yes           |                  3 | On Loan: No      |
| 204246775.SRDLC                                     | 204246775.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14418 | PA      | $2215.19      | 0.00%             | 2028-09-30      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 204292640.SRDLC                                     | 204292640.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1655 | PA      | $1646.26      | 0.00%             | 2026-09-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204833610.SRDLC                                     | 204833610.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18988 | PA      | $18403.05     | 0.00%             | 2028-10-23      | Fixed         | 19.00%                | Yes           |                  3 | On Loan: No      |
| 205040182.SRDLC                                     | 205040182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1209.98      | 0.00%             | 2026-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205174771.SRDLC                                     | 205174771.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1199 | PA      | $1185.87      | 0.00%             | 2026-11-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205180888.SRDLC                                     | 205180888.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2897 | PA      | $2863.34      | 0.00%             | 2026-11-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205133678.SRDLC                                     | 205133678.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9731 | PA      | $9367.71      | 0.00%             | 2028-11-15      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| 205233408.SRDLC                                     | 205233408.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5861 | PA      | $5982.09      | 0.00%             | 2028-11-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 203493614.SRDLC                                     | 203493614.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4942 | PA      | $5067.83      | 0.00%             | 2028-08-18      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 204015353.SRDLC                                     | 204015353.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11250 | PA      | $11262.69     | 0.00%             | 2027-09-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207192647.SRDLC                                     | 207192647.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11064 | PA      | $10487.08     | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207490408.SRDLC                                     | 207490408.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26909 | PA      | $26555.21     | 0.00%             | 2027-03-20      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 195854400.SRDLC                                     | 195854400.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5760 | PA      | $514.97       | 0.00%             | 2025-11-29      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 195915447.SRDLC                                     | 195915447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8742 | PA      | $8620.42      | 0.00%             | 2026-11-29      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 205059061.SRDLC                                     | 205059061.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5440 | PA      | $5484.38      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205101961.SRDLC                                     | 205101961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3719 | PA      | $3639.78      | 0.00%             | 2026-11-06      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 193847911.SRDLC                                     | 193847911.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1380 | PA      | $250.65       | 0.00%             | 2025-09-23      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| 194126529.SRDLC                                     | 194126529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $4278.40      | 0.00%             | 2027-10-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 193693368.SRDLC                                     | 193693368.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       636 | PA      | $639.94       | 0.00%             | 2025-09-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 195792140.SRDLC                                     | 195792140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4044 | PA      | $4068.45      | 0.00%             | 2025-11-16      | Fixed         | 23.55%                | Yes           |                  3 | On Loan: No      |
| 210930366.SRDLC                                     | 210930366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1652 | PA      | $1581.93      | 0.00%             | 2026-10-02      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211094179.SRDLC                                     | 211094179.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16590 | PA      | $15704.38     | 0.00%             | 2029-09-24      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205247561.SRDLC                                     | 205247561.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7170 | PA      | $7161.88      | 0.00%             | 2027-11-30      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205283846.SRDLC                                     | 205283846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8320 | PA      | $8233.43      | 0.00%             | 2026-11-16      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211498108.SRDLC                                     | 211498108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3181 | PA      | $2953.08      | 0.00%             | 2027-10-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211513467.SRDLC                                     | 211513467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5348 | PA      | $5167.68      | 0.00%             | 2027-01-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 204136555.SRDLC                                     | 204136555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18749 | PA      | $18374.31     | 0.00%             | 2028-09-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204365736.SRDLC                                     | 204365736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $141.90       | 0.00%             | 2027-09-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204692078.SRDLC                                     | 204692078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16880 | PA      | $17230.69     | 0.00%             | 2028-10-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204798537.SRDLC                                     | 204798537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22768 | PA      | $2035.46      | 0.00%             | 2028-10-24      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204136163.SRDLC                                     | 204136163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       564 | PA      | $561.27       | 0.00%             | 2026-09-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204157948.SRDLC                                     | 204157948.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3970 | PA      | $354.89       | 0.00%             | 2025-09-11      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205205406.SRDLC                                     | 205205406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8004 | PA      | $7909.45      | 0.00%             | 2026-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205237975.SRDLC                                     | 205237975.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1209 | PA      | $1218.75      | 0.00%             | 2025-11-25      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204891798.SRDLC                                     | 204891798.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3796 | PA      | $3831.64      | 0.00%             | 2027-11-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204979393.SRDLC                                     | 204979393.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2140 | PA      | $2115.14      | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211833430.SRDLC                                     | 211833430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21859 | PA      | $20639.78     | 0.00%             | 2027-10-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212378879.SRDLC                                     | 212378879.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4489 | PA      | $4229.49      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203951630.SRDLC                                     | 203951630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5944 | PA      | $5840.86      | 0.00%             | 2026-09-11      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 203987377.SRDLC                                     | 203987377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7628 | PA      | $7528.69      | 0.00%             | 2026-09-06      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204979163.SRDLC                                     | 204979163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9940 | PA      | $10069.76     | 0.00%             | 2028-11-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204980470.SRDLC                                     | 204980470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12582 | PA      | $1124.85      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205239755.SRDLC                                     | 205239755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5757 | PA      | $5641.70      | 0.00%             | 2026-11-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205254709.SRDLC                                     | 205254709.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1902.01      | 0.00%             | 2027-05-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205539761.SRDLC                                     | 205539761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1826 | PA      | $1777.63      | 0.00%             | 2026-12-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205807964.SRDLC                                     | 205807964.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21559 | PA      | $21163.52     | 0.00%             | 2028-12-20      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 207743999.SRDLC                                     | 207743999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8822 | PA      | $8297.72      | 0.00%             | 2027-04-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210341609.SRDLC                                     | 210341609.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12004 | PA      | $11276.21     | 0.00%             | 2027-09-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204295212.SRDLC                                     | 204295212.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10596 | PA      | $10474.89     | 0.00%             | 2026-09-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 204838693.SRDLC                                     | 204838693.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7998 | PA      | $7894.52      | 0.00%             | 2026-10-23      | Fixed         | 8.89%                 | Yes           |                  3 | On Loan: No      |
| 192743620.SRDLC                                     | 192743620.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       552 | PA      | $553.26       | 0.00%             | 2025-08-23      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 192924727.SRDLC                                     | 192924727.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6811 | PA      | $608.90       | 0.00%             | 2027-08-26      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 205102159.SRDLC                                     | 205102159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2523 | PA      | $2541.37      | 0.00%             | 2026-11-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205107937.SRDLC                                     | 205107937.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11555 | PA      | $11548.90     | 0.00%             | 2027-11-06      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 213416359.SRDLC                                     | 213416359.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23267 | PA      | $22475.29     | 0.00%             | 2028-01-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213578196.SRDLC                                     | 213578196.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14301 | PA      | $14160.79     | 0.00%             | 2029-01-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 192338257.SRDLC                                     | 192338257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3504 | PA      | $3495.00      | 0.00%             | 2025-08-09      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 192431792.SRDLC                                     | 192431792.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5977 | PA      | $6021.73      | 0.00%             | 2027-08-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204966802.SRDLC                                     | 204966802.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8262 | PA      | $8283.58      | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205059663.SRDLC                                     | 205059663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       649 | PA      | $175.49       | 0.00%             | 2025-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206479282.SRDLC                                     | 206479282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2199 | PA      | $2192.61      | 0.00%             | 2026-02-05      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206502908.SRDLC                                     | 206502908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9248 | PA      | $8818.50      | 0.00%             | 2029-02-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203986355.SRDLC                                     | 203986355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4528 | PA      | $404.77       | 0.00%             | 2026-09-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203990508.SRDLC                                     | 203990508.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5018 | PA      | $5117.76      | 0.00%             | 2028-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192020118.SRDLC                                     | 192020118.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13097 | PA      | $13660.34     | 0.00%             | 2028-01-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192373917.SRDLC                                     | 192373917.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       959 | PA      | $955.72       | 0.00%             | 2025-09-01      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204726884.SRDLC                                     | 204726884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8334 | PA      | $8273.93      | 0.00%             | 2026-10-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204795406.SRDLC                                     | 204795406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1341.86      | 0.00%             | 2026-10-20      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 210653683.SRDLC                                     | 210653683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11448 | PA      | $10767.48     | 0.00%             | 2029-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210827194.SRDLC                                     | 210827194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2915 | PA      | $2841.67      | 0.00%             | 2027-09-30      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 211210839.SRDLC                                     | 211210839.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3183 | PA      | $3005.04      | 0.00%             | 2028-10-02      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211656467.SRDLC                                     | 211656467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $4112.71      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205259674.SRDLC                                     | 205259674.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20521 | PA      | $19972.88     | 0.00%             | 2028-12-20      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205294440.SRDLC                                     | 205294440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2992 | PA      | $3020.97      | 0.00%             | 2027-11-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206515642.SRDLC                                     | 206515642.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2375.91      | 0.00%             | 2027-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206526555.SRDLC                                     | 206526555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3408 | PA      | $3272.08      | 0.00%             | 2027-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213655155.SRDLC                                     | 213655155.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5843 | PA      | $5605.46      | 0.00%             | 2030-01-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213661609.SRDLC                                     | 213661609.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14194 | PA      | $13559.74     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210837454.SRDLC                                     | 210837454.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8791 | PA      | $8282.19      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210928475.SRDLC                                     | 210928475.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2571 | PA      | $2491.98      | 0.00%             | 2026-09-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204948635.SRDLC                                     | 204948635.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2346 | PA      | $2276.71      | 0.00%             | 2027-11-02      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 204966953.SRDLC                                     | 204966953.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10977 | PA      | $981.32       | 0.00%             | 2027-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205113789.SRDLC                                     | 205113789.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2184 | PA      | $2184.79      | 0.00%             | 2026-06-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205193746.SRDLC                                     | 205193746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4875 | PA      | $4829.82      | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205141882.SRDLC                                     | 205141882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15344 | PA      | $15388.97     | 0.00%             | 2028-11-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205180990.SRDLC                                     | 205180990.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3810 | PA      | $3812.72      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212121621.SRDLC                                     | 212121621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6329 | PA      | $5886.21      | 0.00%             | 2027-11-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212146182.SRDLC                                     | 212146182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23496 | PA      | $23091.04     | 0.00%             | 2029-11-08      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 210944790.SRDLC                                     | 210944790.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6597 | PA      | $6231.80      | 0.00%             | 2029-09-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211034816.SRDLC                                     | 211034816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15793 | PA      | $15018.66     | 0.00%             | 2028-09-24      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205937979.SRDLC                                     | 205937979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1105 | PA      | $1102.58      | 0.00%             | 2026-01-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206462868.SRDLC                                     | 206462868.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17604 | PA      | $16863.65     | 0.00%             | 2029-02-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213693069.SRDLC                                     | 213693069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11532 | PA      | $11079.50     | 0.00%             | 2029-01-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214267099.SRDLC                                     | 214267099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21111 | PA      | $20349.26     | 0.00%             | 2028-02-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204674882.SRDLC                                     | 204674882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11232 | PA      | $11335.02     | 0.00%             | 2027-10-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204793641.SRDLC                                     | 204793641.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26864 | PA      | $26847.47     | 0.00%             | 2027-10-23      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 205228025.SRDLC                                     | 205228025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15536 | PA      | $15105.67     | 0.00%             | 2028-03-31      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205249328.SRDLC                                     | 205249328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5945 | PA      | $5996.96      | 0.00%             | 2027-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211126420.SRDLC                                     | 211126420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6185 | PA      | $5978.73      | 0.00%             | 2026-10-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211270232.SRDLC                                     | 211270232.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $1897.04      | 0.00%             | 2026-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214843091.SRDLC                                     | 214843091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2657 | PA      | $2572.40      | 0.00%             | 2028-03-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214880014.SRDLC                                     | 214880014.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1707.23      | 0.00%             | 2028-03-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Kendall Re Ltd.                                     | Kendall Re 2024-1 Class A                                         | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2738000 | PA      | $2855212.41   | 0.17%             | 2027-04-30      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class A-2                               | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    782000 | PA      | $782948.18    | 0.05%             | 2026-04-20      | Floating      | 16.64%                | Yes           |                  2 | On Loan: No      |
| 212473125.SRDLC                                     | 212473125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8320 | PA      | $8253.99      | 0.00%             | 2027-11-19      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 214146608.SRDLC                                     | 214146608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14479 | PA      | $14363.91     | 0.00%             | 2029-02-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 204945030.SRDLC                                     | 204945030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3690 | PA      | $3643.76      | 0.00%             | 2026-11-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204989755.SRDLC                                     | 204989755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19721 | PA      | $13582.44     | 0.00%             | 2028-11-03      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211330207.SRDLC                                     | 211330207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8744 | PA      | $8188.42      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211398192.SRDLC                                     | 211398192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17209 | PA      | $16847.78     | 0.00%             | 2027-10-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 214895494.SRDLC                                     | 214895494.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $1134.17      | 0.00%             | 2028-03-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214969334.SRDLC                                     | 214969334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $941.19       | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class B-2                               | CUSIP: 49407PAJ9<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    348000 | PA      | $348516.08    | 0.02%             | 2026-04-20      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class C-2                               | CUSIP: 49407PAK6<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    319000 | PA      | $319530.50    | 0.02%             | 2026-04-20      | Floating      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3640                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $-55200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3650                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -84 | NC      | $-53760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204981093.SRDLC                                     | 204981093.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8811 | PA      | $8672.91      | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205077424.SRDLC                                     | 205077424.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2308 | PA      | $2261.83      | 0.00%             | 2026-11-13      | Fixed         | 13.36%                | Yes           |                  3 | On Loan: No      |
| 205337613.SRDLC                                     | 205337613.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       775 | PA      | $777.54       | 0.00%             | 2025-11-21      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 205340294.SRDLC                                     | 205340294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24475 | PA      | $23916.35     | 0.00%             | 2028-11-27      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 195477282.SRDLC                                     | 195477282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2040 | PA      | $2017.82      | 0.00%             | 2025-11-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 203836638.SRDLC                                     | 203836638.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11485 | PA      | $11242.54     | 0.00%             | 2028-09-30      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 206560310.SRDLC                                     | 206560310.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10051 | PA      | $9918.22      | 0.00%             | 2026-02-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206834470.SRDLC                                     | 206834470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1439 | PA      | $1431.01      | 0.00%             | 2026-02-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205550138.SRDLC                                     | 205550138.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12816 | PA      | $12676.90     | 0.00%             | 2026-12-05      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 206669405.SRDLC                                     | 206669405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15980 | PA      | $15731.93     | 0.00%             | 2027-02-12      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 187699788.SRDLC                                     | 187699788.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22312 | PA      | $3978.28      | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187832105.SRDLC                                     | 187832105.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8301 | PA      | $8869.90      | 0.00%             | 2027-05-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194027078.SRDLC                                     | 194027078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       260 | PA      | $260.05       | 0.00%             | 2025-10-04      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 194424781.SRDLC                                     | 194424781.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3077 | PA      | $275.07       | 0.00%             | 2024-10-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 205180684.SRDLC                                     | 205180684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22819 | PA      | $22458.70     | 0.00%             | 2028-11-24      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205187121.SRDLC                                     | 205187121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1068 | PA      | $1054.80      | 0.00%             | 2026-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215049971.SRDLC                                     | 215049971.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9640 | PA      | $9477.08      | 0.00%             | 2027-03-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215052186.SRDLC                                     | 215052186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12550 | PA      | $12247.57     | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211429680.SRDLC                                     | 211429680.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6273 | PA      | $6017.27      | 0.00%             | 2026-10-09      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211451716.SRDLC                                     | 211451716.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7939 | PA      | $7433.79      | 0.00%             | 2027-10-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205585266.SRDLC                                     | 205585266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18481 | PA      | $18419.78     | 0.00%             | 2027-12-05      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205595511.SRDLC                                     | 205595511.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18556 | PA      | $1658.87      | 0.00%             | 2028-12-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206542335.SRDLC                                     | 206542335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9510 | PA      | $9111.10      | 0.00%             | 2027-01-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 207230361.SRDLC                                     | 207230361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6454 | PA      | $6127.22      | 0.00%             | 2027-03-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204517405.SRDLC                                     | 204517405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6327 | PA      | $6280.42      | 0.00%             | 2028-10-02      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204684311.SRDLC                                     | 204684311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1187.56      | 0.00%             | 2027-10-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211463323.SRDLC                                     | 211463323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10991 | PA      | $10386.69     | 0.00%             | 2028-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211476560.SRDLC                                     | 211476560.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3859 | PA      | $3734.85      | 0.00%             | 2026-10-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 193079923.SRDLC                                     | 193079923.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       418 | PA      | $0.00         | 0.00%             | 2025-08-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193939471.SRDLC                                     | 193939471.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4581 | PA      | $4785.20      | 0.00%             | 2027-10-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3660                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-23400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3670                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-19040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207596115.SRDLC                                     | 207596115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4750 | PA      | $424.66       | 0.00%             | 2027-04-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207597961.SRDLC                                     | 207597961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3628 | PA      | $3423.13      | 0.00%             | 2027-04-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 207807774.SRDLC                                     | 207807774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12663 | PA      | $12015.99     | 0.00%             | 2029-04-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210805587.SRDLC                                     | 210805587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11504 | PA      | $10610.69     | 0.00%             | 2027-10-04      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205852724.SRDLC                                     | 205852724.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16036 | PA      | $15820.30     | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205873132.SRDLC                                     | 205873132.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17768 | PA      | $17747.18     | 0.00%             | 2027-12-27      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 194884506.SRDLC                                     | 194884506.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3894 | PA      | $3965.00      | 0.00%             | 2026-10-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 194924304.SRDLC                                     | 194924304.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12914 | PA      | $11102.41     | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215758173.SRDLC                                     | 215758173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1469.01      | 0.00%             | 2027-04-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 216011027.SRDLC                                     | 216011027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24508.51     | 0.00%             | 2029-04-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207799221.SRDLC                                     | 207799221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7521 | PA      | $7157.69      | 0.00%             | 2027-04-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207923330.SRDLC                                     | 207923330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9795 | PA      | $9158.11      | 0.00%             | 2029-05-01      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206365532.SRDLC                                     | 206365532.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       709 | PA      | $696.24       | 0.00%             | 2026-02-14      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206538768.SRDLC                                     | 206538768.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9901 | PA      | $9701.38      | 0.00%             | 2026-02-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205135627.SRDLC                                     | 205135627.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19888 | PA      | $5001.14      | 0.00%             | 2027-11-01      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 205198463.SRDLC                                     | 205198463.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8882 | PA      | $8944.90      | 0.00%             | 2027-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211489649.SRDLC                                     | 211489649.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8795 | PA      | $8203.36      | 0.00%             | 2027-10-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211524009.SRDLC                                     | 211524009.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8821 | PA      | $8252.55      | 0.00%             | 2027-10-22      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 204448443.SRDLC                                     | 204448443.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $428.77       | 0.00%             | 2029-04-27      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204581649.SRDLC                                     | 204581649.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4904 | PA      | $438.42       | 0.00%             | 2026-10-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 194750419.SRDLC                                     | 194750419.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       653 | PA      | $653.35       | 0.00%             | 2025-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 203479073.SRDLC                                     | 203479073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26788 | PA      | $26366.91     | 0.00%             | 2028-08-07      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211077469.SRDLC                                     | 211077469.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19188 | PA      | $1715.37      | 0.00%             | 2029-09-23      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211177544.SRDLC                                     | 211177544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14059 | PA      | $13108.03     | 0.00%             | 2027-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2023-1 Class 2                                          | CUSIP: 62983QAP8<br>LEI: 2549003ZFVVVVKMRJ633 | Long             | DBT              | CORP              | BM        |    667000 | PA      | $682667.16    | 0.04%             | 2028-05-09      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| 7636989.SRDSQ                                       | 7636989.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       573 | PA      | $555.71       | 0.00%             | 2025-09-28      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 195283712.SRDLC                                     | 195283712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5918 | PA      | $6159.73      | 0.00%             | 2027-11-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 195694244.SRDLC                                     | 195694244.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13406 | PA      | $13229.75     | 0.00%             | 2027-07-06      | Fixed         | 15.79%                | Yes           |                  3 | On Loan: No      |
| 206544330.SRDLC                                     | 206544330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3086 | PA      | $2927.12      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206544569.SRDLC                                     | 206544569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23911 | PA      | $23536.74     | 0.00%             | 2027-02-16      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 207400295.SRDLC                                     | 207400295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1823 | PA      | $1705.14      | 0.00%             | 2027-04-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207938657.SRDLC                                     | 207938657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4886 | PA      | $436.82       | 0.00%             | 2026-04-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204670065.SRDLC                                     | 204670065.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $162.05       | 0.00%             | 2026-10-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204695288.SRDLC                                     | 204695288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6740 | PA      | $6823.38      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211549129.SRDLC                                     | 211549129.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8749 | PA      | $616.86       | 0.00%             | 2027-10-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211558542.SRDLC                                     | 211558542.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5504 | PA      | $325.20       | 0.00%             | 2026-10-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 7639816.SRDSQ                                       | 7639816.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11706 | PA      | $9152.09      | 0.00%             | 2025-09-29      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7665948.SRDSQ                                       | 7665948.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8738 | PA      | $3937.87      | 0.00%             | 2025-10-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 205279335.SRDLC                                     | 205279335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4453 | PA      | $4428.76      | 0.00%             | 2027-12-05      | Fixed         | 13.23%                | Yes           |                  3 | On Loan: No      |
| 205795551.SRDLC                                     | 205795551.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10476 | PA      | $936.54       | 0.00%             | 2028-12-22      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205225897.SRDLC                                     | 205225897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14380 | PA      | $14246.71     | 0.00%             | 2026-11-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205298282.SRDLC                                     | 205298282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6947 | PA      | $6783.12      | 0.00%             | 2028-11-15      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 204575583.SRDLC                                     | 204575583.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5869 | PA      | $5819.51      | 0.00%             | 2026-10-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204790872.SRDLC                                     | 204790872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5138 | PA      | $5123.24      | 0.00%             | 2026-10-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204998277.SRDLC                                     | 204998277.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18528 | PA      | $18206.08     | 0.00%             | 2028-11-13      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205090708.SRDLC                                     | 205090708.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5346 | PA      | $5276.14      | 0.00%             | 2026-11-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 188214926.SRDLC                                     | 188214926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2688 | PA      | $2658.87      | 0.00%             | 2027-04-11      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 191035222.SRDLC                                     | 191035222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4385 | PA      | $4263.69      | 0.00%             | 2027-07-20      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| 211593483.SRDLC                                     | 211593483.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3959 | PA      | $3803.99      | 0.00%             | 2026-10-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211596437.SRDLC                                     | 211596437.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10391 | PA      | $10135.38     | 0.00%             | 2028-10-31      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8338989.SRDSQ                                       | 8338989.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22163 | PA      | $20816.23     | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8345008.SRDSQ                                       | 8345008.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6385 | PA      | $6140.20      | 0.00%             | 2026-05-03      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 204995091.SRDLC                                     | 204995091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5372 | PA      | $5448.08      | 0.00%             | 2028-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205136231.SRDLC                                     | 205136231.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2488 | PA      | $2460.28      | 0.00%             | 2026-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204821585.SRDLC                                     | 204821585.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6634 | PA      | $6525.54      | 0.00%             | 2026-10-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 204862844.SRDLC                                     | 204862844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       923 | PA      | $928.05       | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 203537628.SRDLC                                     | 203537628.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       627 | PA      | $621.62       | 0.00%             | 2026-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204204050.SRDLC                                     | 204204050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1575 | PA      | $1557.02      | 0.00%             | 2026-09-29      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 194989209.SRDLC                                     | 194989209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6877 | PA      | $614.82       | 0.00%             | 2025-10-26      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 195269918.SRDLC                                     | 195269918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3785 | PA      | $2740.88      | 0.00%             | 2027-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2022-1 Class A                                 | CUSIP: 49407PAL4<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    985000 | PA      | $985719.54    | 0.06%             | 2025-06-25      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                             | Kizuna Re III 2024-1 Class A                                      | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |    403000 | PA      | $411220.80    | 0.02%             | 2029-04-09      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| 206564728.SRDLC                                     | 206564728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3094 | PA      | $276.57       | 0.00%             | 2027-02-14      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206761445.SRDLC                                     | 206761445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2327 | PA      | $2270.75      | 0.00%             | 2027-02-20      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205297517.SRDLC                                     | 205297517.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19009 | PA      | $1699.38      | 0.00%             | 2027-11-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205335681.SRDLC                                     | 205335681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1092 | PA      | $1087.89      | 0.00%             | 2025-11-20      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 188683963.SRDLC                                     | 188683963.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10046 | PA      | $10590.57     | 0.00%             | 2027-04-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191086066.SRDLC                                     | 191086066.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $869.08       | 0.00%             | 2025-07-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 205336896.SRDLC                                     | 205336896.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21058 | PA      | $21051.38     | 0.00%             | 2027-11-20      | Fixed         | 12.70%                | Yes           |                  3 | On Loan: No      |
| 205362417.SRDLC                                     | 205362417.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6693 | PA      | $6667.67      | 0.00%             | 2025-12-05      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 8633345.SRDSQ                                       | 8633345.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2051 | PA      | $1876.64      | 0.00%             | 2026-07-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8799549.SRDSQ                                       | 8799549.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4618 | PA      | $4037.16      | 0.00%             | 2026-09-04      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 193330824.SRDLC                                     | 193330824.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9165 | PA      | $9183.09      | 0.00%             | 2027-10-11      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 193741451.SRDLC                                     | 193741451.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       842 | PA      | $846.24       | 0.00%             | 2025-09-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205240259.SRDLC                                     | 205240259.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22058 | PA      | $1982.89      | 0.00%             | 2028-11-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205288618.SRDLC                                     | 205288618.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7381 | PA      | $7352.72      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205152621.SRDLC                                     | 205152621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19214 | PA      | $19332.39     | 0.00%             | 2028-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205155959.SRDLC                                     | 205155959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       138 | PA      | $135.82       | 0.00%             | 2028-11-08      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192540719.SRDLC                                     | 192540719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5429 | PA      | $485.39       | 0.00%             | 2026-01-19      | Fixed         | 10.54%                | Yes           |                  3 | On Loan: No      |
| 192608111.SRDLC                                     | 192608111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4874 | PA      | $5159.22      | 0.00%             | 2027-08-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211660730.SRDLC                                     | 211660730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4402 | PA      | $4111.47      | 0.00%             | 2027-10-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212104255.SRDLC                                     | 212104255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13593 | PA      | $12658.38     | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205145255.SRDLC                                     | 205145255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8154 | PA      | $8200.18      | 0.00%             | 2026-11-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205199490.SRDLC                                     | 205199490.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7423 | PA      | $7369.19      | 0.00%             | 2026-11-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204210805.SRDLC                                     | 204210805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5316 | PA      | $5269.10      | 0.00%             | 2026-09-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204225759.SRDLC                                     | 204225759.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18847 | PA      | $18504.90     | 0.00%             | 2028-10-03      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 203601173.SRDLC                                     | 203601173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $685.39       | 0.00%             | 2025-08-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203883383.SRDLC                                     | 203883383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14711 | PA      | $14743.26     | 0.00%             | 2027-09-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 204778284.SRDLC                                     | 204778284.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7825 | PA      | $7794.00      | 0.00%             | 2026-11-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205040595.SRDLC                                     | 205040595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15638 | PA      | $15707.83     | 0.00%             | 2026-11-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8800842.SRDSQ                                       | 8800842.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $838.95       | 0.00%             | 2026-09-05      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8815352.SRDSQ                                       | 8815352.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4975 | PA      | $4663.66      | 0.00%             | 2026-09-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 205196087.SRDLC                                     | 205196087.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5524 | PA      | $5343.29      | 0.00%             | 2027-03-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205206435.SRDLC                                     | 205206435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9257 | PA      | $827.57       | 0.00%             | 2027-11-21      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 203209922.SRDLC                                     | 203209922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13232 | PA      | $13089.60     | 0.00%             | 2026-08-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203419416.SRDLC                                     | 203419416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13981 | PA      | $13814.02     | 0.00%             | 2026-08-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204129331.SRDLC                                     | 204129331.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5281 | PA      | $5215.28      | 0.00%             | 2026-09-11      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204843005.SRDLC                                     | 204843005.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17037 | PA      | $17030.62     | 0.00%             | 2027-10-25      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 203521395.SRDLC                                     | 203521395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31248 | PA      | $30567.74     | 0.00%             | 2028-08-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204131981.SRDLC                                     | 204131981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10512 | PA      | $10203.56     | 0.00%             | 2028-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204891575.SRDLC                                     | 204891575.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20938 | PA      | $21139.76     | 0.00%             | 2028-10-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205173487.SRDLC                                     | 205173487.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11388 | PA      | $11090.29     | 0.00%             | 2028-11-13      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205239978.SRDLC                                     | 205239978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5530.19      | 0.00%             | 2027-11-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205244345.SRDLC                                     | 205244345.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       357 | PA      | $365.64       | 0.00%             | 2025-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8816331.SRDSQ                                       | 8816331.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17779 | PA      | $16866.18     | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8837995.SRDSQ                                       | 8837995.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6943 | PA      | $6531.30      | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205139741.SRDLC                                     | 205139741.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $3304.79      | 0.00%             | 2027-11-12      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205167571.SRDLC                                     | 205167571.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18746 | PA      | $18662.58     | 0.00%             | 2027-12-06      | Fixed         | 19.96%                | Yes           |                  3 | On Loan: No      |
| 205149959.SRDLC                                     | 205149959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11031 | PA      | $1832.56      | 0.00%             | 2026-11-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205178848.SRDLC                                     | 205178848.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8124 | PA      | $8138.38      | 0.00%             | 2025-11-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 207942096.SRDLC                                     | 207942096.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       246 | PA      | $243.55       | 0.00%             | 2026-04-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210468260.SRDLC                                     | 210468260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18746 | PA      | $1035.32      | 0.00%             | 2027-09-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204899155.SRDLC                                     | 204899155.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3659 | PA      | $3625.56      | 0.00%             | 2026-11-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204987273.SRDLC                                     | 204987273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2940 | PA      | $262.80       | 0.00%             | 2026-11-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211443801.SRDLC                                     | 211443801.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13128 | PA      | $12383.90     | 0.00%             | 2027-10-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211482353.SRDLC                                     | 211482353.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5113 | PA      | $4837.11      | 0.00%             | 2028-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 204827760.SRDLC                                     | 204827760.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2380 | PA      | $2332.92      | 0.00%             | 2026-11-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204886117.SRDLC                                     | 204886117.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20895 | PA      | $20694.73     | 0.00%             | 2026-10-27      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 205211147.SRDLC                                     | 205211147.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3516 | PA      | $3548.25      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205235926.SRDLC                                     | 205235926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2214 | PA      | $2238.82      | 0.00%             | 2027-11-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204310629.SRDLC                                     | 204310629.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5924 | PA      | $6029.81      | 0.00%             | 2026-09-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204680377.SRDLC                                     | 204680377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3017 | PA      | $2992.91      | 0.00%             | 2026-10-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204725761.SRDLC                                     | 204725761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6793 | PA      | $6842.43      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204799620.SRDLC                                     | 204799620.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4649 | PA      | $4614.31      | 0.00%             | 2026-10-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8844205.SRDSQ                                       | 8844205.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25552 | PA      | $23692.08     | 0.00%             | 2026-09-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8844364.SRDSQ                                       | 8844364.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1793.22      | 0.00%             | 2026-09-15      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 210575699.SRDLC                                     | 210575699.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13078 | PA      | $12020.86     | 0.00%             | 2027-09-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210662274.SRDLC                                     | 210662274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13624 | PA      | $12916.21     | 0.00%             | 2027-09-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212372136.SRDLC                                     | 212372136.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10609 | PA      | $10016.06     | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212373222.SRDLC                                     | 212373222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $4990.59      | 0.00%             | 2029-11-18      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205083411.SRDLC                                     | 205083411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6708 | PA      | $6614.26      | 0.00%             | 2026-11-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205132274.SRDLC                                     | 205132274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       746 | PA      | $736.57       | 0.00%             | 2026-11-24      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 191441017.SRDLC                                     | 191441017.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1424 | PA      | $1422.64      | 0.00%             | 2025-07-19      | Fixed         | 9.79%                 | Yes           |                  3 | On Loan: No      |
| 192512046.SRDLC                                     | 192512046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2471 | PA      | $2512.38      | 0.00%             | 2027-08-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| LendingPoint Asset Securitizat                      | Lendingpoint 2022-C Asset Securitization Trust                    | CUSIP: 525919AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $952010.04    | 0.06%             | 2030-02-15      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Lightning Re Ltd.                                   | Lightning Re 2023-1 Class A                                       | CUSIP: 532242AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9452000 | PA      | $9702478.00   | 0.58%             | 2026-03-31      | Floating      | 15.28%                | Yes           |                  2 | On Loan: No      |
| 205186295.SRDLC                                     | 205186295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       701 | PA      | $715.05       | 0.00%             | 2025-11-13      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205227451.SRDLC                                     | 205227451.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1804 | PA      | $1817.94      | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8875443.SRDSQ                                       | 8875443.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3024.01      | 0.00%             | 2026-09-22      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| CBM3911873.SRDUP                                    | CBM3911873.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3711 | PA      | $3754.47      | 0.00%             | 2028-08-03      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| 211488248.SRDLC                                     | 211488248.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       786 | PA      | $753.57       | 0.00%             | 2026-10-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211495256.SRDLC                                     | 211495256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12308 | PA      | $11625.33     | 0.00%             | 2027-10-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212417176.SRDLC                                     | 212417176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6367 | PA      | $5923.24      | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212446188.SRDLC                                     | 212446188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1091 | PA      | $1016.02      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204833035.SRDLC                                     | 204833035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20381 | PA      | $20493.11     | 0.00%             | 2028-10-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204972743.SRDLC                                     | 204972743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4349 | PA      | $4407.00      | 0.00%             | 2028-11-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205226018.SRDLC                                     | 205226018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19450 | PA      | $19431.80     | 0.00%             | 2027-11-13      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205231608.SRDLC                                     | 205231608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3468 | PA      | $310.01       | 0.00%             | 2028-11-30      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 203372576.SRDLC                                     | 203372576.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18353 | PA      | $1640.73      | 0.00%             | 2026-09-01      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203645977.SRDLC                                     | 203645977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19366 | PA      | $18940.03     | 0.00%             | 2028-08-14      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| CBM3912172.SRDUP                                    | CBM3912172.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5801 | PA      | $5813.43      | 0.00%             | 2028-08-03      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| CBM3913301.SRDUP                                    | CBM3913301.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1410 | PA      | $1427.87      | 0.00%             | 2028-08-04      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2023-1 Class A                                    | CUSIP: 539694AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1705000 | PA      | $1720076.46   | 0.10%             | 2026-04-09      | Floating      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd                                | Long Point Re IV 2022-1 Class A                                   | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6929000 | PA      | $6970574.00   | 0.42%             | 2026-06-01      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| 191357645.SRDLC                                     | 191357645.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12946 | PA      | $1157.37      | 0.00%             | 2025-07-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192139310.SRDLC                                     | 192139310.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9182 | PA      | $9222.66      | 0.00%             | 2027-08-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205257303.SRDLC                                     | 205257303.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6083 | PA      | $6015.87      | 0.00%             | 2026-11-06      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205578669.SRDLC                                     | 205578669.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21409 | PA      | $20848.82     | 0.00%             | 2028-12-08      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| CBM4012417.SRDUP                                    | CBM4012417.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4440 | PA      | $4432.43      | 0.00%             | 2028-10-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| CBM5003648.SRDUP                                    | CBM5003648.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6005 | PA      | $5798.30      | 0.00%             | 2030-02-05      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3675                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-11550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3680                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-21200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212490624.SRDLC                                     | 212490624.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9371 | PA      | $8905.23      | 0.00%             | 2028-11-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213556046.SRDLC                                     | 213556046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9874 | PA      | $9431.55      | 0.00%             | 2030-01-05      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205028471.SRDLC                                     | 205028471.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4664 | PA      | $4649.81      | 0.00%             | 2025-11-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 205073163.SRDLC                                     | 205073163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15013 | PA      | $15131.09     | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205226655.SRDLC                                     | 205226655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4255 | PA      | $4151.97      | 0.00%             | 2026-12-05      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 205231184.SRDLC                                     | 205231184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14341 | PA      | $3816.37      | 0.00%             | 2029-09-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205410103.SRDLC                                     | 205410103.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11028 | PA      | $11018.77     | 0.00%             | 2027-11-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205794055.SRDLC                                     | 205794055.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12286 | PA      | $11835.26     | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 193011037.SRDLC                                     | 193011037.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1978 | PA      | $355.60       | 0.00%             | 2025-08-30      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 193018530.SRDLC                                     | 193018530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       354 | PA      | $350.91       | 0.00%             | 2025-09-01      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 206764960.SRDLC                                     | 206764960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23325 | PA      | $22508.10     | 0.00%             | 2029-02-20      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 206838735.SRDLC                                     | 206838735.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7819 | PA      | $7749.60      | 0.00%             | 2026-02-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204471480.SRDLC                                     | 204471480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3459 | PA      | $3418.19      | 0.00%             | 2027-02-03      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204587454.SRDLC                                     | 204587454.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21206 | PA      | $21562.77     | 0.00%             | 2028-10-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211654305.SRDLC                                     | 211654305.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6935 | PA      | $6523.20      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212115324.SRDLC                                     | 212115324.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14364 | PA      | $13552.34     | 0.00%             | 2029-11-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205520029.SRDLC                                     | 205520029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25972 | PA      | $2321.88      | 0.00%             | 2028-12-11      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205948541.SRDLC                                     | 205948541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4004 | PA      | $3814.51      | 0.00%             | 2027-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205698369.SRDLC                                     | 205698369.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8703 | PA      | $8674.14      | 0.00%             | 2027-12-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205762892.SRDLC                                     | 205762892.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13435 | PA      | $13295.76     | 0.00%             | 2026-12-19      | Fixed         | 7.40%                 | Yes           |                  3 | On Loan: No      |
| 213665420.SRDLC                                     | 213665420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17524 | PA      | $16811.63     | 0.00%             | 2030-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213730056.SRDLC                                     | 213730056.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10689 | PA      | $10606.46     | 0.00%             | 2031-01-17      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| CBM5007933.SRDUP                                    | CBM5007933.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34704 | PA      | $34300.83     | 0.00%             | 2030-02-07      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| CBM5010703.SRDUP                                    | CBM5010703.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1272 | PA      | $1229.66      | 0.00%             | 2030-02-07      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 205091788.SRDLC                                     | 205091788.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3058 | PA      | $3052.57      | 0.00%             | 2027-11-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205164406.SRDLC                                     | 205164406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2468 | PA      | $2467.44      | 0.00%             | 2026-11-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205102113.SRDLC                                     | 205102113.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10462 | PA      | $935.34       | 0.00%             | 2027-03-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205121268.SRDLC                                     | 205121268.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3097 | PA      | $3061.22      | 0.00%             | 2026-11-12      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210822252.SRDLC                                     | 210822252.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6482 | PA      | $6128.19      | 0.00%             | 2028-10-11      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211081584.SRDLC                                     | 211081584.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6196.44      | 0.00%             | 2028-09-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 204740773.SRDLC                                     | 204740773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9210 | PA      | $9193.32      | 0.00%             | 2026-10-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 204786911.SRDLC                                     | 204786911.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19455 | PA      | $18981.33     | 0.00%             | 2028-11-10      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206454884.SRDLC                                     | 206454884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8157 | PA      | $7758.99      | 0.00%             | 2027-02-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206496350.SRDLC                                     | 206496350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10182 | PA      | $9744.74      | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207179986.SRDLC                                     | 207179986.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12977 | PA      | $12432.50     | 0.00%             | 2028-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207976639.SRDLC                                     | 207976639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6331 | PA      | $6056.10      | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205345601.SRDLC                                     | 205345601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16436 | PA      | $16069.50     | 0.00%             | 2028-11-26      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205564462.SRDLC                                     | 205564462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18301 | PA      | $17840.51     | 0.00%             | 2026-12-07      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Long Walk Reinsurance Ltd.                          | Long Walk Re 2024-1 Class A                                       | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    482000 | PA      | $487968.37    | 0.03%             | 2026-01-30      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| Longleaf Pine Re Ltd.                               | Longleaf Pine Re 2024-1 Class A                                   | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2307000 | PA      | $2424608.55   | 0.15%             | 2027-05-25      | Floating      | 21.78%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       369 | NC      | $372665.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB4996692.SRDUP                                    | DRB4996692.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4411 | PA      | $4267.24      | 0.00%             | 2030-02-04      | Fixed         | 31.86%                | Yes           |                  3 | On Loan: No      |
| 203853264.SRDLC                                     | 203853264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3762 | PA      | $3720.60      | 0.00%             | 2026-08-28      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204006936.SRDLC                                     | 204006936.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2851 | PA      | $2872.73      | 0.00%             | 2026-09-05      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 213913935.SRDLC                                     | 213913935.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10682 | PA      | $10555.72     | 0.00%             | 2028-01-24      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 214008642.SRDLC                                     | 214008642.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24868 | PA      | $24749.53     | 0.00%             | 2030-02-12      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| 205912903.SRDLC                                     | 205912903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4786 | PA      | $4825.01      | 0.00%             | 2025-12-29      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206433124.SRDLC                                     | 206433124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13195 | PA      | $12612.92     | 0.00%             | 2027-02-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206526855.SRDLC                                     | 206526855.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13411 | PA      | $12771.81     | 0.00%             | 2029-02-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 206559604.SRDLC                                     | 206559604.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7805 | PA      | $7624.17      | 0.00%             | 2027-02-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205041347.SRDLC                                     | 205041347.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1594 | PA      | $404.11       | 0.00%             | 2026-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205075732.SRDLC                                     | 205075732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17641 | PA      | $4300.52      | 0.00%             | 2027-11-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204011199.SRDLC                                     | 204011199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19876 | PA      | $19371.49     | 0.00%             | 2028-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204061116.SRDLC                                     | 204061116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8959 | PA      | $8809.55      | 0.00%             | 2026-09-11      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214304440.SRDLC                                     | 214304440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6179 | PA      | $6172.04      | 0.00%             | 2028-02-19      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 214973769.SRDLC                                     | 214973769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5790 | PA      | $5668.98      | 0.00%             | 2027-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 205162949.SRDLC                                     | 205162949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1191 | PA      | $1197.15      | 0.00%             | 2025-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205208042.SRDLC                                     | 205208042.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9605 | PA      | $9408.72      | 0.00%             | 2026-11-13      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 206642961.SRDLC                                     | 206642961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15813 | PA      | $15434.76     | 0.00%             | 2027-02-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 206715657.SRDLC                                     | 206715657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16115 | PA      | $15163.90     | 0.00%             | 2027-06-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204121557.SRDLC                                     | 204121557.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2908 | PA      | $2908.99      | 0.00%             | 2027-09-21      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204356087.SRDLC                                     | 204356087.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5556 | PA      | $5533.15      | 0.00%             | 2026-09-28      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| DRB4999415.SRDUP                                    | DRB4999415.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3541 | PA      | $3417.94      | 0.00%             | 2030-02-04      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| DRB5001568.SRDUP                                    | DRB5001568.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7516 | PA      | $7260.82      | 0.00%             | 2030-02-05      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| 215828649.SRDLC                                     | 215828649.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9600 | PA      | $9404.35      | 0.00%             | 2029-04-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 7473198.SRDSQ                                       | 7473198.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8904 | PA      | $698.09       | 0.00%             | 2025-08-07      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 211273090.SRDLC                                     | 211273090.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10681 | PA      | $9847.92      | 0.00%             | 2027-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211442323.SRDLC                                     | 211442323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9980 | PA      | $9651.43      | 0.00%             | 2026-10-09      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205005322.SRDLC                                     | 205005322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $2799.92      | 0.00%             | 2026-11-06      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205044350.SRDLC                                     | 205044350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1833 | PA      | $1808.80      | 0.00%             | 2026-11-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class A                                     | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    586000 | PA      | $592822.80    | 0.04%             | 2026-07-08      | Floating      | 8.71%                 | Yes           |                  2 | On Loan: No      |
| Maschpark Re Ltd.                                   | Maschpark Re 2024-1 Class A                                       | CUSIP: 574591AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    338000 | PA      | $342087.94    | 0.02%             | 2028-01-10      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| FW3342553.SRDUP                                     | FW3342553.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1619 | PA      | $1685.84      | 0.00%             | 2027-08-09      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3500490.SRDUP                                     | FW3500490.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8246 | PA      | $8618.20      | 0.00%             | 2027-10-13      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| 205214572.SRDLC                                     | 205214572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9065 | PA      | $9122.34      | 0.00%             | 2027-11-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205231841.SRDLC                                     | 205231841.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2119 | PA      | $2159.27      | 0.00%             | 2025-11-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| DRB5002662.SRDUP                                    | DRB5002662.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1669 | PA      | $1612.65      | 0.00%             | 2030-02-05      | Fixed         | 25.23%                | Yes           |                  3 | On Loan: No      |
| DRB5008537.SRDUP                                    | DRB5008537.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6367 | PA      | $3061.82      | 0.00%             | 2030-02-07      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| 205794864.SRDLC                                     | 205794864.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5227 | PA      | $5143.02      | 0.00%             | 2026-12-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205848381.SRDLC                                     | 205848381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12864 | PA      | $12470.79     | 0.00%             | 2026-12-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205074461.SRDLC                                     | 205074461.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4428 | PA      | $545.03       | 0.00%             | 2028-11-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205102147.SRDLC                                     | 205102147.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6133 | PA      | $6066.32      | 0.00%             | 2026-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205157508.SRDLC                                     | 205157508.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3763 | PA      | $3784.60      | 0.00%             | 2026-11-08      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 205222349.SRDLC                                     | 205222349.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12116 | PA      | $1083.16      | 0.00%             | 2028-11-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 7576739.SRDSQ                                       | 7576739.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     73454 | PA      | $38427.84     | 0.00%             | 2025-09-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 7647637.SRDSQ                                       | 7647637.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       628 | PA      | $585.32       | 0.00%             | 2025-10-01      | Fixed         | 5.54%                 | Yes           |                  3 | On Loan: No      |
| 205801149.SRDLC                                     | 205801149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27440 | PA      | $4435.28      | 0.00%             | 2028-12-31      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205873690.SRDLC                                     | 205873690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20601 | PA      | $20258.51     | 0.00%             | 2028-12-21      | Fixed         | 10.76%                | Yes           |                  3 | On Loan: No      |
| 211467698.SRDLC                                     | 211467698.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10454 | PA      | $9812.79      | 0.00%             | 2029-10-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211492318.SRDLC                                     | 211492318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4771 | PA      | $4485.84      | 0.00%             | 2029-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5010092.SRDUP                                    | DRB5010092.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6141 | PA      | $5997.34      | 0.00%             | 2030-02-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5176310.SRDUP                                    | DRB5176310.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $1378.84      | 0.00%             | 2028-04-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| 205243385.SRDLC                                     | 205243385.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5780.21      | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205244092.SRDLC                                     | 205244092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12300 | PA      | $12158.32     | 0.00%             | 2026-11-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW3914457.SRDUP                                     | FW3914457.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23181 | PA      | $4720.07      | 0.00%             | 2029-01-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW4008401.SRDUP                                     | FW4008401.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17416 | PA      | $17337.63     | 0.00%             | 2026-10-06      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| 193543089.SRDLC                                     | 193543089.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6237 | PA      | $6300.68      | 0.00%             | 2027-09-27      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| 193981563.SRDLC                                     | 193981563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5540 | PA      | $5609.57      | 0.00%             | 2027-09-26      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 203592212.SRDLC                                     | 203592212.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $1314.48      | 0.00%             | 2026-08-25      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204652932.SRDLC                                     | 204652932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5594 | PA      | $5536.52      | 0.00%             | 2026-10-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210583421.SRDLC                                     | 210583421.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3207 | PA      | $3014.95      | 0.00%             | 2028-09-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210803474.SRDLC                                     | 210803474.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3668 | PA      | $3476.52      | 0.00%             | 2028-09-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5177256.SRDUP                                    | DRB5177256.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24700 | PA      | $24343.74     | 0.00%             | 2030-04-03      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| DRB5179331.SRDUP                                    | DRB5179331.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5321.53      | 0.00%             | 2030-04-03      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| 205225922.SRDLC                                     | 205225922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3886 | PA      | $3914.30      | 0.00%             | 2027-11-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205229467.SRDLC                                     | 205229467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $9697.37      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW4008617.SRDUP                                     | FW4008617.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3079 | PA      | $3092.32      | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW4009966.SRDUP                                     | FW4009966.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21043 | PA      | $1483.39      | 0.00%             | 2028-10-10      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| 7726598.SRDSQ                                       | 7726598.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9752 | PA      | $7732.40      | 0.00%             | 2025-10-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8142888.SRDSQ                                       | 8142888.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2482 | PA      | $2412.24      | 0.00%             | 2026-02-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 204848035.SRDLC                                     | 204848035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3774 | PA      | $3782.06      | 0.00%             | 2026-10-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204864933.SRDLC                                     | 204864933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       988 | PA      | $988.94       | 0.00%             | 2025-11-02      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 203816676.SRDLC                                     | 203816676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14977 | PA      | $14728.23     | 0.00%             | 2028-08-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 204138929.SRDLC                                     | 204138929.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6365 | PA      | $569.07       | 0.00%             | 2026-09-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211501793.SRDLC                                     | 211501793.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10517 | PA      | $9884.00      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211530774.SRDLC                                     | 211530774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13863 | PA      | $13028.91     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206477262.SRDLC                                     | 206477262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10392 | PA      | $10280.46     | 0.00%             | 2026-01-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206534483.SRDLC                                     | 206534483.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17228 | PA      | $16568.30     | 0.00%             | 2029-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205239922.SRDLC                                     | 205239922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4454 | PA      | $4430.69      | 0.00%             | 2026-11-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205299099.SRDLC                                     | 205299099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13191 | PA      | $0.00         | 0.00%             | 2026-11-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204667188.SRDLC                                     | 204667188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $173.22       | 0.00%             | 2025-10-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204784436.SRDLC                                     | 204784436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3064 | PA      | $3116.01      | 0.00%             | 2026-10-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW4999952.SRDUP                                     | FW4999952.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1122.96      | 0.00%             | 2028-02-04      | Fixed         | 20.32%                | Yes           |                  3 | On Loan: No      |
| FW5008517.SRDUP                                     | FW5008517.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1081 | PA      | $1045.35      | 0.00%             | 2030-02-07      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 206468992.SRDLC                                     | 206468992.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5047 | PA      | $4814.77      | 0.00%             | 2027-02-05      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206478779.SRDLC                                     | 206478779.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5361 | PA      | $5144.49      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205193963.SRDLC                                     | 205193963.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       897 | PA      | $903.95       | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205231552.SRDLC                                     | 205231552.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4975 | PA      | $1300.11      | 0.00%             | 2026-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204950557.SRDLC                                     | 204950557.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       309 | PA      | $307.78       | 0.00%             | 2025-11-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205069689.SRDLC                                     | 205069689.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19799 | PA      | $19288.10     | 0.00%             | 2028-11-19      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214248340.SRDLC                                     | 214248340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14052 | PA      | $13564.18     | 0.00%             | 2027-02-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214436046.SRDLC                                     | 214436046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5251 | PA      | $5051.95      | 0.00%             | 2028-02-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205174746.SRDLC                                     | 205174746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11798 | PA      | $11527.83     | 0.00%             | 2027-06-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205216927.SRDLC                                     | 205216927.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2117 | PA      | $2161.68      | 0.00%             | 2025-11-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206463307.SRDLC                                     | 206463307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5503 | PA      | $5237.84      | 0.00%             | 2027-02-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206484173.SRDLC                                     | 206484173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7033 | PA      | $6911.15      | 0.00%             | 2026-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 192608673.SRDLC                                     | 192608673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       807 | PA      | $814.88       | 0.00%             | 2025-08-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192979855.SRDLC                                     | 192979855.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       135 | PA      | $134.70       | 0.00%             | 2025-08-30      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204930383.SRDLC                                     | 204930383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18551 | PA      | $18512.06     | 0.00%             | 2027-11-03      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204954055.SRDLC                                     | 204954055.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16604 | PA      | $16837.30     | 0.00%             | 2028-11-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW5009840.SRDUP                                     | FW5009840.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13260 | PA      | $12825.47     | 0.00%             | 2030-02-07      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 540                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -93 | NC      | $-16275.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205299614.SRDLC                                     | 205299614.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17694 | PA      | $17629.69     | 0.00%             | 2027-12-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 205718182.SRDLC                                     | 205718182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8728 | PA      | $8633.93      | 0.00%             | 2026-12-14      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 205246312.SRDLC                                     | 205246312.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7032 | PA      | $7070.17      | 0.00%             | 2025-11-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205262511.SRDLC                                     | 205262511.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4274 | PA      | $4360.48      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205756558.SRDLC                                     | 205756558.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7108 | PA      | $7091.45      | 0.00%             | 2027-12-18      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205860298.SRDLC                                     | 205860298.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $366.42       | 0.00%             | 2025-12-26      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214776575.SRDLC                                     | 214776575.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10711 | PA      | $10374.16     | 0.00%             | 2030-03-13      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214951160.SRDLC                                     | 214951160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8684.35      | 0.00%             | 2029-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 204720778.SRDLC                                     | 204720778.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28803 | PA      | $27752.17     | 0.00%             | 2028-10-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204862220.SRDLC                                     | 204862220.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3584 | PA      | $3552.28      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 193005732.SRDLC                                     | 193005732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9453 | PA      | $9409.20      | 0.00%             | 2027-09-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193008719.SRDLC                                     | 193008719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8253 | PA      | $8414.87      | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215455894.SRDLC                                     | 215455894.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14000 | PA      | $13619.09     | 0.00%             | 2030-04-03      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 1                                     | CUSIP: 62984JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4855000 | PA      | $4839493.13   | 0.29%             | 2026-10-13      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| 205181325.SRDLC                                     | 205181325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4472 | PA      | $785.11       | 0.00%             | 2027-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205232546.SRDLC                                     | 205232546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7274 | PA      | $7310.50      | 0.00%             | 2027-11-30      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 541                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -89 | NC      | $-14462.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 542                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -62 | NC      | $-10075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206541316.SRDLC                                     | 206541316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6177 | PA      | $779.43       | 0.00%             | 2026-02-06      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206837462.SRDLC                                     | 206837462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13486 | PA      | $974.03       | 0.00%             | 2028-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206513002.SRDLC                                     | 206513002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12696 | PA      | $12128.54     | 0.00%             | 2029-02-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206515107.SRDLC                                     | 206515107.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5212 | PA      | $4964.71      | 0.00%             | 2027-02-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8143896.SRDSQ                                       | 8143896.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       508 | PA      | $492.39       | 0.00%             | 2026-03-01      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8177298.SRDSQ                                       | 8177298.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3967 | PA      | $3857.92      | 0.00%             | 2026-03-12      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 210978283.SRDLC                                     | 210978283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1682 | PA      | $1575.58      | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211015059.SRDLC                                     | 211015059.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $1708.60      | 0.00%             | 2028-09-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206174764.SRDLC                                     | 206174764.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7257 | PA      | $6891.10      | 0.00%             | 2027-02-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206470671.SRDLC                                     | 206470671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7896 | PA      | $7561.87      | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3298539.SRDUP                                     | FW3298539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4536 | PA      | $4606.69      | 0.00%             | 2027-07-21      | Fixed         | 9.98%                 | Yes           |                  3 | On Loan: No      |
| FW3302804.SRDUP                                     | FW3302804.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13519 | PA      | $13786.91     | 0.00%             | 2027-07-22      | Fixed         | 14.21%                | Yes           |                  3 | On Loan: No      |
| 206532221.SRDLC                                     | 206532221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $2719.80      | 0.00%             | 2026-02-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206548546.SRDLC                                     | 206548546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21078 | PA      | $20280.23     | 0.00%             | 2029-02-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205238405.SRDLC                                     | 205238405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6976 | PA      | $7050.35      | 0.00%             | 2026-11-17      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| 205293278.SRDLC                                     | 205293278.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7134 | PA      | $637.82       | 0.00%             | 2027-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204334859.SRDLC                                     | 204334859.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12647 | PA      | $12290.79     | 0.00%             | 2028-10-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204471173.SRDLC                                     | 204471173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10131 | PA      | $10195.76     | 0.00%             | 2028-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 543                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 544                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-6600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3690                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3700                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-10810.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206585240.SRDLC                                     | 206585240.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10270 | PA      | $9777.84      | 0.00%             | 2027-02-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206606951.SRDLC                                     | 206606951.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8701 | PA      | $777.85       | 0.00%             | 2027-02-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205051286.SRDLC                                     | 205051286.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1020 | PA      | $1029.81      | 0.00%             | 2025-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205195383.SRDLC                                     | 205195383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       262 | PA      | $258.72       | 0.00%             | 2026-11-13      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8191427.SRDSQ                                       | 8191427.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2183 | PA      | $1881.80      | 0.00%             | 2026-03-17      | Fixed         | 5.67%                 | Yes           |                  3 | On Loan: No      |
| 8316795.SRDSQ                                       | 8316795.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    193689 | PA      | $133393.95    | 0.01%             | 2026-04-24      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 215022845.SRDLC                                     | 215022845.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10981 | PA      | $10628.43     | 0.00%             | 2029-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215973920.SRDLC                                     | 215973920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11771.93     | 0.00%             | 2028-04-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206945566.SRDLC                                     | 206945566.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2162 | PA      | $2041.86      | 0.00%             | 2027-03-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207210284.SRDLC                                     | 207210284.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22377 | PA      | $21490.80     | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 194678308.SRDLC                                     | 194678308.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5315 | PA      | $475.17       | 0.00%             | 2027-10-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194755673.SRDLC                                     | 194755673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3882 | PA      | $3904.56      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3310844.SRDUP                                     | FW3310844.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2909 | PA      | $2956.16      | 0.00%             | 2027-07-26      | Fixed         | 11.20%                | Yes           |                  3 | On Loan: No      |
| FW3319852.SRDUP                                     | FW3319852.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2914 | PA      | $2996.68      | 0.00%             | 2027-08-01      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| 206819391.SRDLC                                     | 206819391.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6025 | PA      | $5849.59      | 0.00%             | 2029-02-23      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206845110.SRDLC                                     | 206845110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13662 | PA      | $13273.74     | 0.00%             | 2029-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206957919.SRDLC                                     | 206957919.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9167 | PA      | $8800.15      | 0.00%             | 2028-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 207097003.SRDLC                                     | 207097003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6955 | PA      | $6863.35      | 0.00%             | 2029-03-07      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 193109985.SRDLC                                     | 193109985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3583 | PA      | $320.30       | 0.00%             | 2027-09-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193341840.SRDLC                                     | 193341840.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9161 | PA      | $818.97       | 0.00%             | 2027-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8342960.SRDSQ                                       | 8342960.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8747 | PA      | $8442.99      | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8345931.SRDSQ                                       | 8345931.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3971 | PA      | $3809.91      | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 207222679.SRDLC                                     | 207222679.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14322 | PA      | $13616.88     | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207488823.SRDLC                                     | 207488823.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2986 | PA      | $2790.57      | 0.00%             | 2027-04-01      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3320408.SRDUP                                     | FW3320408.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $1473.86      | 0.00%             | 2027-08-01      | Fixed         | 26.48%                | Yes           |                  3 | On Loan: No      |
| FW3344152.SRDUP                                     | FW3344152.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       727 | PA      | $724.80       | 0.00%             | 2025-08-10      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| 8348291.SRDSQ                                       | 8348291.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1593 | PA      | $1470.95      | 0.00%             | 2026-05-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8367687.SRDSQ                                       | 8367687.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3432 | PA      | $3327.20      | 0.00%             | 2026-05-08      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 194290005.SRDLC                                     | 194290005.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7730 | PA      | $691.08       | 0.00%             | 2027-10-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 195097176.SRDLC                                     | 195097176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4689 | PA      | $4669.73      | 0.00%             | 2025-10-31      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207493587.SRDLC                                     | 207493587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       762 | PA      | $716.13       | 0.00%             | 2027-04-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207717030.SRDLC                                     | 207717030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1287.56      | 0.00%             | 2026-04-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8355393.SRDSQ                                       | 8355393.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2548 | PA      | $2435.74      | 0.00%             | 2026-05-06      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8364180.SRDSQ                                       | 8364180.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $355.27       | 0.00%             | 2026-05-07      | Fixed         | 6.40%                 | Yes           |                  3 | On Loan: No      |
| 205138029.SRDLC                                     | 205138029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12822 | PA      | $13035.28     | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205164636.SRDLC                                     | 205164636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4850 | PA      | $4794.54      | 0.00%             | 2026-11-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205786549.SRDLC                                     | 205786549.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4907 | PA      | $4894.65      | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 205800320.SRDLC                                     | 205800320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8712 | PA      | $8415.26      | 0.00%             | 2029-01-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 442                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -57 | NC      | $-122550.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 443                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-124600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8378261.SRDSQ                                       | 8378261.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2011 | PA      | $1952.50      | 0.00%             | 2026-05-13      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8382895.SRDSQ                                       | 8382895.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       782 | PA      | $702.70       | 0.00%             | 2026-05-14      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 207803705.SRDLC                                     | 207803705.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11972 | PA      | $11752.72     | 0.00%             | 2029-04-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207926442.SRDLC                                     | 207926442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14066 | PA      | $13401.26     | 0.00%             | 2029-04-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206495230.SRDLC                                     | 206495230.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7780 | PA      | $7460.28      | 0.00%             | 2028-02-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206578266.SRDLC                                     | 206578266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4644 | PA      | $4449.74      | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8372482.SRDSQ                                       | 8372482.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $410.29       | 0.00%             | 2026-05-12      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8376313.SRDSQ                                       | 8376313.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11628 | PA      | $9486.11      | 0.00%             | 2026-05-13      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205282222.SRDLC                                     | 205282222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22207 | PA      | $22354.38     | 0.00%             | 2028-11-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205283754.SRDLC                                     | 205283754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20776 | PA      | $20572.94     | 0.00%             | 2026-11-21      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 207061665.SRDLC                                     | 207061665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       364 | PA      | $353.56       | 0.00%             | 2027-03-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207169379.SRDLC                                     | 207169379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13379 | PA      | $12831.13     | 0.00%             | 2029-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 2                                     | CUSIP: 62984JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2013000 | PA      | $2013595.85   | 0.12%             | 2026-10-13      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2025-1 Class 1                                          | CUSIP: 62984JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    582000 | PA      | $581700.85    | 0.03%             | 2030-04-23      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| 203357003.SRDLC                                     | 203357003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4934 | PA      | $4847.34      | 0.00%             | 2026-08-03      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 203431150.SRDLC                                     | 203431150.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12841 | PA      | $12633.31     | 0.00%             | 2028-08-29      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205286184.SRDLC                                     | 205286184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12771 | PA      | $12751.66     | 0.00%             | 2027-11-16      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205379996.SRDLC                                     | 205379996.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21999 | PA      | $21466.58     | 0.00%             | 2028-11-24      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 205235013.SRDLC                                     | 205235013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9846 | PA      | $283.43       | 0.00%             | 2028-11-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205266365.SRDLC                                     | 205266365.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9209 | PA      | $9065.69      | 0.00%             | 2028-11-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212262562.SRDLC                                     | 212262562.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23275 | PA      | $21957.82     | 0.00%             | 2029-11-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 212523124.SRDLC                                     | 212523124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7127 | PA      | $6790.16      | 0.00%             | 2027-11-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8413026.SRDSQ                                       | 8413026.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5777 | PA      | $5561.81      | 0.00%             | 2026-05-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8413420.SRDSQ                                       | 8413420.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3463 | PA      | $3328.76      | 0.00%             | 2026-05-23      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 206582409.SRDLC                                     | 206582409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13281 | PA      | $12749.70     | 0.00%             | 2029-02-08      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206583494.SRDLC                                     | 206583494.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20465 | PA      | $19672.95     | 0.00%             | 2028-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210406417.SRDLC                                     | 210406417.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29027 | PA      | $28740.10     | 0.00%             | 2027-09-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 210714248.SRDLC                                     | 210714248.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16940 | PA      | $16426.49     | 0.00%             | 2029-09-30      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206433173.SRDLC                                     | 206433173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24191 | PA      | $23907.01     | 0.00%             | 2027-02-08      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 207557225.SRDLC                                     | 207557225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3059 | PA      | $2874.09      | 0.00%             | 2027-04-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8386649.SRDSQ                                       | 8386649.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8171 | PA      | $959.42       | 0.00%             | 2026-05-15      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8389107.SRDSQ                                       | 8389107.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       396 | PA      | $380.25       | 0.00%             | 2026-05-17      | Fixed         | 6.56%                 | Yes           |                  3 | On Loan: No      |
| 210768663.SRDLC                                     | 210768663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34271 | PA      | $33909.19     | 0.00%             | 2027-09-30      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 210785323.SRDLC                                     | 210785323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7990 | PA      | $7480.13      | 0.00%             | 2029-09-11      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 444                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -63 | NC      | $-145687.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 445                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -46 | NC      | $-109825.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8599853.SRDSQ                                       | 8599853.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20581 | PA      | $19696.87     | 0.00%             | 2026-07-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8617270.SRDSQ                                       | 8617270.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4396 | PA      | $4273.54      | 0.00%             | 2026-07-14      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 205630689.SRDLC                                     | 205630689.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14897 | PA      | $14364.56     | 0.00%             | 2028-12-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205907525.SRDLC                                     | 205907525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5231 | PA      | $5093.91      | 0.00%             | 2027-01-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 207176349.SRDLC                                     | 207176349.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       517 | PA      | $511.43       | 0.00%             | 2026-03-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207183671.SRDLC                                     | 207183671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6316 | PA      | $1042.73      | 0.00%             | 2029-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8615957.SRDSQ                                       | 8615957.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3432 | PA      | $3294.91      | 0.00%             | 2026-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8630658.SRDSQ                                       | 8630658.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     73254 | PA      | $70196.68     | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205200444.SRDLC                                     | 205200444.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5129 | PA      | $5206.65      | 0.00%             | 2028-11-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205205108.SRDLC                                     | 205205108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $9677.16      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8629904.SRDSQ                                       | 8629904.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1054 | PA      | $1035.90      | 0.00%             | 2026-07-17      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8636157.SRDSQ                                       | 8636157.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5184 | PA      | $4872.80      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211037958.SRDLC                                     | 211037958.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6676 | PA      | $6195.80      | 0.00%             | 2027-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211193772.SRDLC                                     | 211193772.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19596 | PA      | $18864.31     | 0.00%             | 2026-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 446                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-51975.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 447                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-25625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210742977.SRDLC                                     | 210742977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5788 | PA      | $5555.95      | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210951453.SRDLC                                     | 210951453.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1966 | PA      | $175.73       | 0.00%             | 2027-09-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210919268.SRDLC                                     | 210919268.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13256 | PA      | $12552.85     | 0.00%             | 2028-09-17      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210930182.SRDLC                                     | 210930182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21497 | PA      | $20061.55     | 0.00%             | 2027-09-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205928552.SRDLC                                     | 205928552.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13376 | PA      | $12654.99     | 0.00%             | 2028-07-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206452090.SRDLC                                     | 206452090.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8246 | PA      | $8012.65      | 0.00%             | 2029-02-12      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8650950.SRDSQ                                       | 8650950.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17341 | PA      | $16278.41     | 0.00%             | 2026-07-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8790146.SRDSQ                                       | 8790146.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4005 | PA      | $3734.85      | 0.00%             | 2026-09-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8636213.SRDSQ                                       | 8636213.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17752 | PA      | $17071.22     | 0.00%             | 2026-07-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8639758.SRDSQ                                       | 8639758.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       640 | PA      | $526.07       | 0.00%             | 2026-07-22      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 448                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-45262.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 449                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212584898.SRDLC                                     | 212584898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14632 | PA      | $14499.14     | 0.00%             | 2028-11-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 213705879.SRDLC                                     | 213705879.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       902 | PA      | $870.00       | 0.00%             | 2027-01-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211347846.SRDLC                                     | 211347846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $3319.70      | 0.00%             | 2026-10-17      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211413427.SRDLC                                     | 211413427.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2798 | PA      | $2622.20      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204867254.SRDLC                                     | 204867254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30344 | PA      | $29719.71     | 0.00%             | 2028-10-26      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 204953638.SRDLC                                     | 204953638.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7920 | PA      | $7749.65      | 0.00%             | 2026-11-02      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2023-2                               | CUSIP: 91683VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2610133.25   | 0.16%             | 2033-06-20      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2025-1                               | CUSIP: 91684PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3449872.65   | 0.21%             | 2035-04-20      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| 206480274.SRDLC                                     | 206480274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7721 | PA      | $1271.58      | 0.00%             | 2026-07-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206562575.SRDLC                                     | 206562575.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12369 | PA      | $11767.53     | 0.00%             | 2027-02-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205618379.SRDLC                                     | 205618379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21449 | PA      | $21392.93     | 0.00%             | 2027-12-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205729747.SRDLC                                     | 205729747.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11815 | PA      | $11567.49     | 0.00%             | 2026-12-08      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205252140.SRDLC                                     | 205252140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1902.71      | 0.00%             | 2026-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205262018.SRDLC                                     | 205262018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4826 | PA      | $1342.54      | 0.00%             | 2027-04-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210956926.SRDLC                                     | 210956926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9099 | PA      | $8641.76      | 0.00%             | 2028-09-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211257423.SRDLC                                     | 211257423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4006 | PA      | $3685.27      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NY Harb ULSD Fut  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       244 | NC      | $671152.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IBEX 35 INDX FUTR May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |       -63 | NC      | $-358433.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 206603915.SRDLC                                     | 206603915.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4403 | PA      | $4381.73      | 0.00%             | 2026-02-07      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206851125.SRDLC                                     | 206851125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10969 | PA      | $10808.68     | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8865945.SRDSQ                                       | 8865945.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3169 | PA      | $2975.61      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8876557.SRDSQ                                       | 8876557.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1995 | PA      | $1862.77      | 0.00%             | 2026-09-23      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 205303754.SRDLC                                     | 205303754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2376 | PA      | $658.96       | 0.00%             | 2026-11-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205742195.SRDLC                                     | 205742195.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23564 | PA      | $23152.34     | 0.00%             | 2028-12-20      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 8647701.SRDSQ                                       | 8647701.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3503 | PA      | $2196.92      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8781078.SRDSQ                                       | 8781078.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1753 | PA      | $1655.29      | 0.00%             | 2026-08-27      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 207101200.SRDLC                                     | 207101200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13519 | PA      | $12886.42     | 0.00%             | 2029-03-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207307173.SRDLC                                     | 207307173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12990 | PA      | $2200.13      | 0.00%             | 2027-08-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | IDR/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $230604.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ILS/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-398621.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 203895315.SRDLC                                     | 203895315.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10835 | PA      | $10724.27     | 0.00%             | 2026-08-30      | Fixed         | 7.88%                 | Yes           |                  3 | On Loan: No      |
| 203947876.SRDLC                                     | 203947876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12017 | PA      | $12017.33     | 0.00%             | 2027-09-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205141467.SRDLC                                     | 205141467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3263.03      | 0.00%             | 2026-11-30      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205182458.SRDLC                                     | 205182458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $591.35       | 0.00%             | 2026-11-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 207112547.SRDLC                                     | 207112547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21748 | PA      | $20795.80     | 0.00%             | 2029-03-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207241126.SRDLC                                     | 207241126.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2302 | PA      | $2179.15      | 0.00%             | 2027-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204993748.SRDLC                                     | 204993748.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1195 | PA      | $1178.08      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205044397.SRDLC                                     | 205044397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       379 | PA      | $303.53       | 0.00%             | 2025-11-06      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205950302.SRDLC                                     | 205950302.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12979 | PA      | $1160.29      | 0.00%             | 2028-01-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 206329395.SRDLC                                     | 206329395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1392 | PA      | $1369.17      | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8785090.SRDSQ                                       | 8785090.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26743 | PA      | $25270.26     | 0.00%             | 2026-08-28      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8790065.SRDSQ                                       | 8790065.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12053 | PA      | $11149.88     | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205823042.SRDLC                                     | 205823042.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9385 | PA      | $9231.85      | 0.00%             | 2028-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205825442.SRDLC                                     | 205825442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5233 | PA      | $5135.40      | 0.00%             | 2026-12-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206554697.SRDLC                                     | 206554697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13281 | PA      | $12728.00     | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206810695.SRDLC                                     | 206810695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8345 | PA      | $8220.80      | 0.00%             | 2027-02-21      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2020-2 Class A                                    | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    548049 | PA      | $438439.10    | 0.03%             | 2027-01-08      | Floating      | 1.50%                 | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2021-1 Class A                                    | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2219000 | PA      | $2175037.17   | 0.13%             | 2025-12-08      | Floating      | 10.14%                | Yes           |                  2 | On Loan: No      |
| 213961982.SRDLC                                     | 213961982.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4701 | PA      | $4502.15      | 0.00%             | 2028-01-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214008205.SRDLC                                     | 214008205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11534 | PA      | $11046.61     | 0.00%             | 2028-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | INR/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1993799.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 70                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -404 | NC      | $-409050.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 207355424.SRDLC                                     | 207355424.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8043 | PA      | $7982.67      | 0.00%             | 2027-03-21      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 207686904.SRDLC                                     | 207686904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2765 | PA      | $2700.34      | 0.00%             | 2026-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206385009.SRDLC                                     | 206385009.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13292 | PA      | $12663.51     | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206514655.SRDLC                                     | 206514655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2436 | PA      | $2314.75      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204776470.SRDLC                                     | 204776470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       830 | PA      | $825.29       | 0.00%             | 2026-10-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204893917.SRDLC                                     | 204893917.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20755 | PA      | $21164.64     | 0.00%             | 2028-11-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8800401.SRDSQ                                       | 8800401.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4805 | PA      | $4523.30      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8807780.SRDSQ                                       | 8807780.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5326 | PA      | $4970.73      | 0.00%             | 2026-09-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 205313312.SRDLC                                     | 205313312.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7340 | PA      | $7217.32      | 0.00%             | 2026-11-30      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205368104.SRDLC                                     | 205368104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3154 | PA      | $3094.75      | 0.00%             | 2026-11-26      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2023-1 Class CYB-A                                | CUSIP: 577092AV1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2698000 | PA      | $2744637.63   | 0.16%             | 2026-01-08      | Floating      | 16.28%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class A                                      | CUSIP: 577092AW9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    592000 | PA      | $589299.89    | 0.04%             | 2028-02-04      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| 205179450.SRDLC                                     | 205179450.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1235 | PA      | $1257.45      | 0.00%             | 2025-11-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205217769.SRDLC                                     | 205217769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4518 | PA      | $4461.51      | 0.00%             | 2026-11-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205071027.SRDLC                                     | 205071027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1989 | PA      | $1981.67      | 0.00%             | 2027-11-19      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205130783.SRDLC                                     | 205130783.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $680.86       | 0.00%             | 2027-04-09      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207066328.SRDLC                                     | 207066328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5018 | PA      | $4806.47      | 0.00%             | 2028-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207135445.SRDLC                                     | 207135445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $607.63       | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205232144.SRDLC                                     | 205232144.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17522 | PA      | $4492.18      | 0.00%             | 2028-11-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205240957.SRDLC                                     | 205240957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11584 | PA      | $11367.62     | 0.00%             | 2026-11-26      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 207805589.SRDLC                                     | 207805589.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8413 | PA      | $600.22       | 0.00%             | 2027-04-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207962203.SRDLC                                     | 207962203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5675 | PA      | $5644.30      | 0.00%             | 2026-04-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211304177.SRDLC                                     | 211304177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6487 | PA      | $6088.59      | 0.00%             | 2029-10-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211316728.SRDLC                                     | 211316728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8594 | PA      | $8122.47      | 0.00%             | 2027-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206520129.SRDLC                                     | 206520129.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6773 | PA      | $6450.79      | 0.00%             | 2027-02-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206531544.SRDLC                                     | 206531544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3866 | PA      | $3788.92      | 0.00%             | 2027-02-12      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 205395360.SRDLC                                     | 205395360.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14085 | PA      | $14081.03     | 0.00%             | 2027-11-27      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 206310285.SRDLC                                     | 206310285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7777 | PA      | $7461.82      | 0.00%             | 2027-02-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207978169.SRDLC                                     | 207978169.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18017 | PA      | $1610.75      | 0.00%             | 2029-04-29      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210749225.SRDLC                                     | 210749225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9032 | PA      | $8542.26      | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191786546.SRDLC                                     | 191786546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4021 | PA      | $4161.04      | 0.00%             | 2027-07-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191847136.SRDLC                                     | 191847136.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5143 | PA      | $459.76       | 0.00%             | 2025-07-25      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 205217188.SRDLC                                     | 205217188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13217 | PA      | $12901.43     | 0.00%             | 2026-11-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205318350.SRDLC                                     | 205318350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7766 | PA      | $7685.91      | 0.00%             | 2026-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 8823133.SRDSQ                                       | 8823133.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8886 | PA      | $8354.03      | 0.00%             | 2026-09-11      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8826308.SRDSQ                                       | 8826308.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15342 | PA      | $14691.81     | 0.00%             | 2026-09-12      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class B                                      | CUSIP: 577092AX7<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    904000 | PA      | $900343.32    | 0.05%             | 2028-02-04      | Floating      | 16.54%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class A                                       | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1404000 | PA      | $1422906.26   | 0.09%             | 2026-07-08      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3710                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-6160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3720                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-6720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210760894.SRDLC                                     | 210760894.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10994 | PA      | $10217.43     | 0.00%             | 2027-10-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210784237.SRDLC                                     | 210784237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9077 | PA      | $8577.11      | 0.00%             | 2028-09-11      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205247919.SRDLC                                     | 205247919.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6418 | PA      | $6468.89      | 0.00%             | 2026-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205262908.SRDLC                                     | 205262908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18403 | PA      | $3091.38      | 0.00%             | 2029-03-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8845230.SRDSQ                                       | 8845230.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2369 | PA      | $2202.42      | 0.00%             | 2026-09-15      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8846717.SRDSQ                                       | 8846717.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15500 | PA      | $14578.71     | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207544906.SRDLC                                     | 207544906.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8510 | PA      | $2120.69      | 0.00%             | 2028-04-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207613225.SRDLC                                     | 207613225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8455 | PA      | $8419.41      | 0.00%             | 2029-04-05      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 191968990.SRDLC                                     | 191968990.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       500 | PA      | $497.68       | 0.00%             | 2025-08-01      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| 192582047.SRDLC                                     | 192582047.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1934 | PA      | $1933.27      | 0.00%             | 2025-08-23      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class B                                       | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4639000 | PA      | $4729460.50   | 0.28%             | 2026-07-08      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2024-1 Class A                                       | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    955000 | PA      | $976385.79    | 0.06%             | 2027-07-08      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 70.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -43 | NC      | $-36550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 72.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -7 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207974568.SRDLC                                     | 207974568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5152 | PA      | $4941.76      | 0.00%             | 2028-04-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210602254.SRDLC                                     | 210602254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23972 | PA      | $22552.77     | 0.00%             | 2029-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205132600.SRDLC                                     | 205132600.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15245 | PA      | $15093.25     | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205144882.SRDLC                                     | 205144882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2933 | PA      | $2894.33      | 0.00%             | 2026-11-09      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8882189.SRDSQ                                       | 8882189.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1063 | PA      | $966.79       | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8887833.SRDSQ                                       | 8887833.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6007 | PA      | $5657.73      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205070051.SRDLC                                     | 205070051.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1447 | PA      | $1453.03      | 0.00%             | 2025-11-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 205142999.SRDLC                                     | 205142999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5823 | PA      | $520.54       | 0.00%             | 2026-11-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205245422.SRDLC                                     | 205245422.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5260 | PA      | $5372.29      | 0.00%             | 2028-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205760641.SRDLC                                     | 205760641.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28474 | PA      | $28406.36     | 0.00%             | 2027-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 193110078.SRDLC                                     | 193110078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       357 | PA      | $355.38       | 0.00%             | 2025-08-31      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 194921409.SRDLC                                     | 194921409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5746 | PA      | $6065.67      | 0.00%             | 2027-10-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211003550.SRDLC                                     | 211003550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12855 | PA      | $12023.03     | 0.00%             | 2027-09-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211094375.SRDLC                                     | 211094375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4322 | PA      | $4095.72      | 0.00%             | 2027-10-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205746711.SRDLC                                     | 205746711.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3015 | PA      | $2934.80      | 0.00%             | 2027-08-15      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| 205852854.SRDLC                                     | 205852854.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20539 | PA      | $19869.05     | 0.00%             | 2029-01-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2022-1 Class A                                         | CUSIP: 91734PAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3127000 | PA      | $3127461.23   | 0.19%             | 2025-06-16      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2022-1 Class E                                         | CUSIP: 91734PAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    406000 | PA      | $406921.42    | 0.02%             | 2025-06-16      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| 210898416.SRDLC                                     | 210898416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2163.32      | 0.00%             | 2026-09-25      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210973397.SRDLC                                     | 210973397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4410 | PA      | $4086.36      | 0.00%             | 2027-10-02      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206636289.SRDLC                                     | 206636289.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $2080.24      | 0.00%             | 2026-02-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206675765.SRDLC                                     | 206675765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6911 | PA      | $6588.84      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 73                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 65.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -16 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class A                                    | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2252000 | PA      | $2268296.60   | 0.14%             | 2026-12-07      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class B                                    | CUSIP: 63901CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    624000 | PA      | $638883.02    | 0.04%             | 2026-12-07      | Floating      | 17.78%                | Yes           |                  2 | On Loan: No      |
| 204678563.SRDLC                                     | 204678563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $722.06       | 0.00%             | 2026-11-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204764423.SRDLC                                     | 204764423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24885 | PA      | $24300.10     | 0.00%             | 2028-11-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 8896435.SRDSQ                                       | 8896435.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8222 | PA      | $7737.78      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910741.SRDUP                                    | CBM3910741.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       807 | PA      | $817.32       | 0.00%             | 2028-08-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| 8881240.SRDSQ                                       | 8881240.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14364 | PA      | $12178.96     | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8881921.SRDSQ                                       | 8881921.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11474 | PA      | $10759.58     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206382999.SRDLC                                     | 206382999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11010 | PA      | $10671.53     | 0.00%             | 2029-01-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206502104.SRDLC                                     | 206502104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18061 | PA      | $17397.88     | 0.00%             | 2029-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204967081.SRDLC                                     | 204967081.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7319 | PA      | $7324.89      | 0.00%             | 2027-12-20      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 205170750.SRDLC                                     | 205170750.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1009 | PA      | $999.58       | 0.00%             | 2026-11-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206065555.SRDLC                                     | 206065555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6960 | PA      | $6701.53      | 0.00%             | 2027-02-08      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 206469523.SRDLC                                     | 206469523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6474 | PA      | $6377.35      | 0.00%             | 2027-02-20      | Fixed         | 10.37%                | Yes           |                  3 | On Loan: No      |
| 205253628.SRDLC                                     | 205253628.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2156 | PA      | $2184.11      | 0.00%             | 2026-11-20      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205339703.SRDLC                                     | 205339703.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11606 | PA      | $11379.53     | 0.00%             | 2026-11-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211265659.SRDLC                                     | 211265659.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7951 | PA      | $7611.73      | 0.00%             | 2026-10-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211269307.SRDLC                                     | 211269307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4809 | PA      | $4499.27      | 0.00%             | 2027-10-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214443804.SRDLC                                     | 214443804.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10569 | PA      | $10176.34     | 0.00%             | 2028-02-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214545734.SRDLC                                     | 214545734.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27346 | PA      | $27291.24     | 0.00%             | 2028-02-24      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 205896149.SRDLC                                     | 205896149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6466 | PA      | $6283.86      | 0.00%             | 2026-12-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206189053.SRDLC                                     | 206189053.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2898 | PA      | $2887.50      | 0.00%             | 2026-02-02      | Fixed         | 27.39%                | Yes           |                  3 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2022-2 Class C                                         | CUSIP: 91734PAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    361000 | PA      | $372801.81    | 0.02%             | 2025-12-06      | Floating      | 14.54%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2023-1 Class A                                        | CUSIP: 92335TAA7<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    636000 | PA      | $655751.93    | 0.04%             | 2026-03-09      | Variable      | 11.07%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 66                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -124 | NC      | $-775.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 66.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -265 | NC      | $-1656.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205163859.SRDLC                                     | 205163859.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3068 | PA      | $3092.57      | 0.00%             | 2026-11-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205177570.SRDLC                                     | 205177570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14793 | PA      | $14636.50     | 0.00%             | 2026-11-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 194927100.SRDLC                                     | 194927100.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2538 | PA      | $2580.17      | 0.00%             | 2026-03-24      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 203419446.SRDLC                                     | 203419446.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12324 | PA      | $12649.82     | 0.00%             | 2028-08-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8894750.SRDSQ                                       | 8894750.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6425 | PA      | $5926.40      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3910645.SRDUP                                    | CBM3910645.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       571 | PA      | $569.79       | 0.00%             | 2026-08-02      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| 211292844.SRDLC                                     | 211292844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3521 | PA      | $3282.72      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211339278.SRDLC                                     | 211339278.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1780 | PA      | $1642.91      | 0.00%             | 2027-10-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210837736.SRDLC                                     | 210837736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21278 | PA      | $19987.33     | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211032214.SRDLC                                     | 211032214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14190 | PA      | $13414.98     | 0.00%             | 2029-09-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214916916.SRDLC                                     | 214916916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4889 | PA      | $4767.46      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215022029.SRDLC                                     | 215022029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13750 | PA      | $13252.64     | 0.00%             | 2028-03-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 67                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -331 | NC      | $-4137.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 67.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -81 | NC      | $-1518.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207140260.SRDLC                                     | 207140260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15044 | PA      | $14208.55     | 0.00%             | 2027-03-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207176648.SRDLC                                     | 207176648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3446 | PA      | $3284.99      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2023-1 Class B                                        | CUSIP: 92335TAB5<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    611000 | PA      | $644274.75    | 0.04%             | 2026-03-09      | Variable      | 16.92%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2024-1 Class A                                        | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2762000 | PA      | $2825659.96   | 0.17%             | 2027-03-08      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| 205185236.SRDLC                                     | 205185236.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20848 | PA      | $21193.58     | 0.00%             | 2028-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205210430.SRDLC                                     | 205210430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $8650.33      | 0.00%             | 2028-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211416703.SRDLC                                     | 211416703.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2201 | PA      | $2054.80      | 0.00%             | 2027-10-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211443538.SRDLC                                     | 211443538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14244 | PA      | $2337.57      | 0.00%             | 2027-10-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211136594.SRDLC                                     | 211136594.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2711.60      | 0.00%             | 2026-09-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211200375.SRDLC                                     | 211200375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11906 | PA      | $11213.06     | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| CBM3914593.SRDUP                                    | CBM3914593.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45755 | PA      | $3745.38      | 0.00%             | 2029-01-04      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| CBM4007246.SRDUP                                    | CBM4007246.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $886.32       | 0.00%             | 2026-10-06      | Fixed         | 26.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 67.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -398 | NC      | $-7462.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 67.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -95 | NC      | $-2968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211493894.SRDLC                                     | 211493894.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9637 | PA      | $9050.06      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211741577.SRDLC                                     | 211741577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24175 | PA      | $22503.90     | 0.00%             | 2029-10-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211240181.SRDLC                                     | 211240181.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1201 | PA      | $1148.25      | 0.00%             | 2026-10-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211254411.SRDLC                                     | 211254411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16263 | PA      | $15153.61     | 0.00%             | 2029-10-01      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 68                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -263 | NC      | $-9862.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 68.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -18 | NC      | $-1350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class A                                        | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   5186000 | PA      | $5161853.98   | 0.31%             | 2028-03-08      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class B                                        | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2228000 | PA      | $2221856.29   | 0.13%             | 2028-03-08      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| CBM4008303.SRDUP                                    | CBM4008303.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1219 | PA      | $104.51       | 0.00%             | 2028-10-06      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| CBM4011217.SRDUP                                    | CBM4011217.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       826 | PA      | $831.50       | 0.00%             | 2028-10-10      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| 211804500.SRDLC                                     | 211804500.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3185 | PA      | $3128.76      | 0.00%             | 2027-10-30      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211880623.SRDLC                                     | 211880623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22963 | PA      | $21775.16     | 0.00%             | 2029-10-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-17500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25C 72.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-14062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205224878.SRDLC                                     | 205224878.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16942 | PA      | $1514.57      | 0.00%             | 2027-11-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205314809.SRDLC                                     | 205314809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14609 | PA      | $1306.01      | 0.00%             | 2028-11-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211265210.SRDLC                                     | 211265210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13986 | PA      | $13159.19     | 0.00%             | 2028-10-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211306562.SRDLC                                     | 211306562.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9218 | PA      | $9108.00      | 0.00%             | 2029-10-16      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| CBM4013922.SRDUP                                    | CBM4013922.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4990 | PA      | $5023.57      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| CBM4999407.SRDUP                                    | CBM4999407.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3340 | PA      | $3225.62      | 0.00%             | 2030-02-04      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| 206494780.SRDLC                                     | 206494780.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3511 | PA      | $3403.67      | 0.00%             | 2027-02-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206522309.SRDLC                                     | 206522309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2821 | PA      | $2409.12      | 0.00%             | 2027-06-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25C 73                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -24 | NC      | $-10800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 65.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211346931.SRDLC                                     | 211346931.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10234 | PA      | $10136.08     | 0.00%             | 2027-10-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211379086.SRDLC                                     | 211379086.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12957 | PA      | $12300.40     | 0.00%             | 2027-10-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206986371.SRDLC                                     | 206986371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10969 | PA      | $10527.28     | 0.00%             | 2027-03-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207515918.SRDLC                                     | 207515918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7283 | PA      | $6845.63      | 0.00%             | 2029-04-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212073519.SRDLC                                     | 212073519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17109 | PA      | $16164.40     | 0.00%             | 2029-11-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212088656.SRDLC                                     | 212088656.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1170 | PA      | $1114.13      | 0.00%             | 2026-11-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203447133.SRDLC                                     | 203447133.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9905 | PA      | $9743.84      | 0.00%             | 2026-08-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203461803.SRDLC                                     | 203461803.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1723 | PA      | $1714.46      | 0.00%             | 2028-08-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| DRB4999705.SRDUP                                    | DRB4999705.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4132 | PA      | $3988.44      | 0.00%             | 2030-02-04      | Fixed         | 30.64%                | Yes           |                  3 | On Loan: No      |
| DRB5003074.SRDUP                                    | DRB5003074.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $2566.24      | 0.00%             | 2030-02-05      | Fixed         | 32.02%                | Yes           |                  3 | On Loan: No      |
| 206506284.SRDLC                                     | 206506284.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18852 | PA      | $17580.23     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 206569108.SRDLC                                     | 206569108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19491 | PA      | $18364.41     | 0.00%             | 2028-02-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Aluminum Options  Jun25C 2600                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-812.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Aluminum Options  Jun25P 2275                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-6625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206530366.SRDLC                                     | 206530366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25810 | PA      | $25390.77     | 0.00%             | 2027-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206530538.SRDLC                                     | 206530538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1767 | PA      | $1759.21      | 0.00%             | 2026-02-14      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211486639.SRDLC                                     | 211486639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4819 | PA      | $4525.00      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211555492.SRDLC                                     | 211555492.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20251 | PA      | $19158.73     | 0.00%             | 2028-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212164372.SRDLC                                     | 212164372.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11680 | PA      | $10886.39     | 0.00%             | 2027-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212349739.SRDLC                                     | 212349739.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19227 | PA      | $18151.31     | 0.00%             | 2029-11-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5004838.SRDUP                                    | DRB5004838.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $2110.66      | 0.00%             | 2030-02-06      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB5009784.SRDUP                                    | DRB5009784.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3219 | PA      | $3182.69      | 0.00%             | 2030-02-07      | Fixed         | 13.03%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 66                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -54 | NC      | $-2362.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 66.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -18 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206816139.SRDLC                                     | 206816139.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7548 | PA      | $6651.08      | 0.00%             | 2027-07-20      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 207295338.SRDLC                                     | 207295338.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11006 | PA      | $10368.36     | 0.00%             | 2029-04-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205426809.SRDLC                                     | 205426809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10579 | PA      | $10585.19     | 0.00%             | 2027-11-28      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205477027.SRDLC                                     | 205477027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9016 | PA      | $8856.27      | 0.00%             | 2026-11-29      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| CBM4008214.SRDUP                                    | CBM4008214.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4174 | PA      | $4212.73      | 0.00%             | 2028-10-06      | Fixed         | 22.59%                | Yes           |                  3 | On Loan: No      |
| DRB5000564.SRDUP                                    | DRB5000564.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1177 | PA      | $1152.51      | 0.00%             | 2030-02-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| 205647245.SRDLC                                     | 205647245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3925 | PA      | $3821.37      | 0.00%             | 2026-12-11      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 205710942.SRDLC                                     | 205710942.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2130 | PA      | $2075.74      | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206577088.SRDLC                                     | 206577088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21231 | PA      | $4210.01      | 0.00%             | 2029-02-08      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206607851.SRDLC                                     | 206607851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11862 | PA      | $11542.84     | 0.00%             | 2028-02-28      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 67                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -99 | NC      | $-11137.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 67.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -130 | NC      | $-22750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178288.SRDUP                                    | DRB5178288.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3677 | PA      | $3632.38      | 0.00%             | 2028-04-03      | Fixed         | 26.77%                | Yes           |                  3 | On Loan: No      |
| DRB5186187.SRDUP                                    | DRB5186187.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $987.50       | 0.00%             | 2028-04-07      | Fixed         | 27.40%                | Yes           |                  3 | On Loan: No      |
| 207565164.SRDLC                                     | 207565164.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2838 | PA      | $2799.45      | 0.00%             | 2026-04-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207566002.SRDLC                                     | 207566002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5505 | PA      | $5200.78      | 0.00%             | 2027-04-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206344696.SRDLC                                     | 206344696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5759 | PA      | $5513.31      | 0.00%             | 2029-02-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206385770.SRDLC                                     | 206385770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28561 | PA      | $27720.78     | 0.00%             | 2029-02-05      | Fixed         | 11.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jun25C 510                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jun25P 445                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206575848.SRDLC                                     | 206575848.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1385 | PA      | $1358.21      | 0.00%             | 2026-02-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 206730152.SRDLC                                     | 206730152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2953 | PA      | $2362.55      | 0.00%             | 2026-02-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205166096.SRDLC                                     | 205166096.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10321 | PA      | $7164.58      | 0.00%             | 2028-11-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205172819.SRDLC                                     | 205172819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1166 | PA      | $1169.73      | 0.00%             | 2027-11-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205180772.SRDLC                                     | 205180772.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8509 | PA      | $8670.82      | 0.00%             | 2028-11-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205224079.SRDLC                                     | 205224079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22335 | PA      | $22046.90     | 0.00%             | 2026-11-22      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203451571.SRDLC                                     | 203451571.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15883 | PA      | $15595.36     | 0.00%             | 2028-08-22      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 203862370.SRDLC                                     | 203862370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9610 | PA      | $9509.79      | 0.00%             | 2026-08-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| FW3301848.SRDUP                                     | FW3301848.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $321.70       | 0.00%             | 2027-07-22      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| FW3302502.SRDUP                                     | FW3302502.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9416 | PA      | $9863.47      | 0.00%             | 2027-07-22      | Fixed         | 29.44%                | Yes           |                  3 | On Loan: No      |
| 206379163.SRDLC                                     | 206379163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32563 | PA      | $31943.87     | 0.00%             | 2029-02-15      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206427377.SRDLC                                     | 206427377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $1907.30      | 0.00%             | 2026-02-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206653367.SRDLC                                     | 206653367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5361 | PA      | $5146.42      | 0.00%             | 2028-02-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206666955.SRDLC                                     | 206666955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7031 | PA      | $6922.07      | 0.00%             | 2027-02-12      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 205243791.SRDLC                                     | 205243791.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3701 | PA      | $3686.20      | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205245190.SRDLC                                     | 205245190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9276 | PA      | $829.31       | 0.00%             | 2026-11-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPY/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2362152.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN YEN CURR FUT  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       777 | NC      | $-359830.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008339.SRDUP                                    | DRB5008339.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8663 | PA      | $8373.16      | 0.00%             | 2030-02-07      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| DRB5178799.SRDUP                                    | DRB5178799.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4533.42      | 0.00%             | 2030-04-03      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| 205171503.SRDLC                                     | 205171503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3316 | PA      | $3387.10      | 0.00%             | 2027-12-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205243766.SRDLC                                     | 205243766.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8094 | PA      | $7796.06      | 0.00%             | 2028-11-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3304530.SRDUP                                     | FW3304530.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       262 | PA      | $262.04       | 0.00%             | 2025-07-25      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| FW3305451.SRDUP                                     | FW3305451.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5304 | PA      | $5408.99      | 0.00%             | 2027-07-25      | Fixed         | 15.13%                | Yes           |                  3 | On Loan: No      |
| 206476430.SRDLC                                     | 206476430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13726 | PA      | $13042.86     | 0.00%             | 2027-02-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206583934.SRDLC                                     | 206583934.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7200 | PA      | $6931.55      | 0.00%             | 2028-02-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206608134.SRDLC                                     | 206608134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1217 | PA      | $1216.62      | 0.00%             | 2026-02-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206738286.SRDLC                                     | 206738286.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19577 | PA      | $19439.81     | 0.00%             | 2028-02-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 204980743.SRDLC                                     | 204980743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7587 | PA      | $7674.98      | 0.00%             | 2028-11-03      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204983913.SRDLC                                     | 204983913.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5938 | PA      | $5864.41      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE       Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -695 | NC      | $168659.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910141.SRDUP                                    | CBM3910141.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6385 | PA      | $1301.18      | 0.00%             | 2028-08-02      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | KMM5_MS_2025.06.12_SHORT                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $37175.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | KRW/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1300969.86  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| 194840160.SRDLC                                     | 194840160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4269 | PA      | $4236.20      | 0.00%             | 2025-10-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 194880827.SRDLC                                     | 194880827.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4476 | PA      | $4415.89      | 0.00%             | 2027-10-30      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205295371.SRDLC                                     | 205295371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4551.20      | 0.00%             | 2026-11-26      | Fixed         | 13.86%                | Yes           |                  3 | On Loan: No      |
| 205649098.SRDLC                                     | 205649098.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15010 | PA      | $14769.58     | 0.00%             | 2027-01-03      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| 203474872.SRDLC                                     | 203474872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $943.21       | 0.00%             | 2028-08-11      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 203666719.SRDLC                                     | 203666719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2863 | PA      | $2822.78      | 0.00%             | 2026-08-29      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| FW3500372.SRDUP                                     | FW3500372.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8558 | PA      | $8835.67      | 0.00%             | 2027-10-13      | Fixed         | 23.00%                | Yes           |                  3 | On Loan: No      |
| FW3542294.SRDUP                                     | FW3542294.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       646 | PA      | $661.91       | 0.00%             | 2027-11-01      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| FW3312437.SRDUP                                     | FW3312437.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1652 | PA      | $1733.04      | 0.00%             | 2027-07-27      | Fixed         | 29.29%                | Yes           |                  3 | On Loan: No      |
| FW3312883.SRDUP                                     | FW3312883.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6097 | PA      | $6410.22      | 0.00%             | 2027-07-27      | Fixed         | 26.26%                | Yes           |                  3 | On Loan: No      |
| 205000321.SRDLC                                     | 205000321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1467.51      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205057809.SRDLC                                     | 205057809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1479 | PA      | $1479.30      | 0.00%             | 2025-11-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       229 | NC      | $-544299.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292091.SRDUP                                      | L3292091.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4089 | PA      | $4154.45      | 0.00%             | 2027-07-19      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 206693787.SRDLC                                     | 206693787.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4067 | PA      | $3924.72      | 0.00%             | 2028-02-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206734020.SRDLC                                     | 206734020.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9081 | PA      | $8811.84      | 0.00%             | 2029-02-15      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205174429.SRDLC                                     | 205174429.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12374 | PA      | $12566.29     | 0.00%             | 2028-11-13      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 205187159.SRDLC                                     | 205187159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10258 | PA      | $1794.95      | 0.00%             | 2027-05-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205279563.SRDLC                                     | 205279563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5536.64      | 0.00%             | 2027-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205584481.SRDLC                                     | 205584481.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1774 | PA      | $1746.68      | 0.00%             | 2026-12-06      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| FW3957002.SRDUP                                     | FW3957002.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4667 | PA      | $4736.31      | 0.00%             | 2028-09-05      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| FW3960721.SRDUP                                     | FW3960721.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10618 | PA      | $10698.02     | 0.00%             | 2028-09-05      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 207071411.SRDLC                                     | 207071411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3526 | PA      | $3342.37      | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207160618.SRDLC                                     | 207160618.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26253 | PA      | $26033.38     | 0.00%             | 2027-03-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205059859.SRDLC                                     | 205059859.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13401 | PA      | $13207.21     | 0.00%             | 2026-11-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205162124.SRDLC                                     | 205162124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2524.35      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192846539.SRDLC                                     | 192846539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       519 | PA      | $520.57       | 0.00%             | 2025-11-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193645928.SRDLC                                     | 193645928.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2160 | PA      | $2185.54      | 0.00%             | 2028-04-01      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3297731.SRDUP                                      | L3297731.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       121 | PA      | $120.83       | 0.00%             | 2027-07-21      | Fixed         | 18.32%                | Yes           |                  3 | On Loan: No      |
| L3325407.SRDUP                                      | L3325407.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2748 | PA      | $2795.37      | 0.00%             | 2027-08-02      | Fixed         | 13.43%                | Yes           |                  3 | On Loan: No      |
| 205232683.SRDLC                                     | 205232683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4305 | PA      | $4289.05      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205232686.SRDLC                                     | 205232686.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8573 | PA      | $8712.68      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3320060.SRDUP                                     | FW3320060.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1378 | PA      | $1426.54      | 0.00%             | 2027-08-01      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| FW3320176.SRDUP                                     | FW3320176.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9107 | PA      | $2580.09      | 0.00%             | 2027-08-01      | Fixed         | 18.62%                | Yes           |                  3 | On Loan: No      |
| FW5010286.SRDUP                                     | FW5010286.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2287 | PA      | $2256.74      | 0.00%             | 2030-02-07      | Fixed         | 32.20%                | Yes           |                  3 | On Loan: No      |
| FW5010637.SRDUP                                     | FW5010637.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1035 | PA      | $1018.69      | 0.00%             | 2028-02-07      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 203454561.SRDLC                                     | 203454561.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12634 | PA      | $12816.10     | 0.00%             | 2028-08-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203520321.SRDLC                                     | 203520321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7235 | PA      | $7121.10      | 0.00%             | 2026-08-11      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 193845623.SRDLC                                     | 193845623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7014 | PA      | $627.09       | 0.00%             | 2027-09-30      | Fixed         | 20.24%                | Yes           |                  3 | On Loan: No      |
| 194699714.SRDLC                                     | 194699714.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       781 | PA      | $781.99       | 0.00%             | 2025-10-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204191985.SRDLC                                     | 204191985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1668 | PA      | $149.09       | 0.00%             | 2026-09-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204384797.SRDLC                                     | 204384797.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27442 | PA      | $27389.46     | 0.00%             | 2027-10-04      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L3341825.SRDUP                                      | L3341825.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2151 | PA      | $2187.96      | 0.00%             | 2027-08-09      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| L3500293.SRDUP                                      | L3500293.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8044 | PA      | $8150.29      | 0.00%             | 2027-10-13      | Fixed         | 14.63%                | Yes           |                  3 | On Loan: No      |
| 194968095.SRDLC                                     | 194968095.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1944 | PA      | $173.84       | 0.00%             | 2025-10-26      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204052415.SRDLC                                     | 204052415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12890 | PA      | $12672.84     | 0.00%             | 2026-09-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 205271826.SRDLC                                     | 205271826.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3835 | PA      | $3883.73      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205316746.SRDLC                                     | 205316746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8938 | PA      | $8727.32      | 0.00%             | 2026-11-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| FW3329402.SRDUP                                     | FW3329402.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1226 | PA      | $1271.52      | 0.00%             | 2027-08-03      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| FW3330488.SRDUP                                     | FW3330488.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1810 | PA      | $1878.60      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| 206930451.SRDLC                                     | 206930451.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1406 | PA      | $1368.86      | 0.00%             | 2027-02-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207015979.SRDLC                                     | 207015979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4175 | PA      | $3977.52      | 0.00%             | 2027-03-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205232907.SRDLC                                     | 205232907.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4403 | PA      | $4383.25      | 0.00%             | 2026-11-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205633598.SRDLC                                     | 205633598.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28474 | PA      | $28400.96     | 0.00%             | 2027-12-14      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| L3910210.SRDUP                                      | L3910210.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2125 | PA      | $2139.14      | 0.00%             | 2028-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L3912959.SRDUP                                      | L3912959.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3831 | PA      | $3894.01      | 0.00%             | 2028-08-03      | Fixed         | 19.42%                | Yes           |                  3 | On Loan: No      |
| 205069321.SRDLC                                     | 205069321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6626 | PA      | $6524.71      | 0.00%             | 2027-02-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205088340.SRDLC                                     | 205088340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3189 | PA      | $3181.64      | 0.00%             | 2027-11-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2022-2 Class A                                        | CUSIP: 59013MAF9<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    869000 | PA      | $873432.77    | 0.05%             | 2025-07-07      | Floating      | 11.77%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-1 Class A                                        | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1850000 | PA      | $1898518.10   | 0.11%             | 2026-07-07      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| 205223049.SRDLC                                     | 205223049.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31701 | PA      | $30805.32     | 0.00%             | 2028-12-07      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205232110.SRDLC                                     | 205232110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9520 | PA      | $851.10       | 0.00%             | 2029-05-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207371590.SRDLC                                     | 207371590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10044 | PA      | $10013.69     | 0.00%             | 2027-03-22      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 207473074.SRDLC                                     | 207473074.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7492 | PA      | $7002.48      | 0.00%             | 2027-04-03      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206737793.SRDLC                                     | 206737793.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12880 | PA      | $12634.87     | 0.00%             | 2027-02-20      | Fixed         | 9.38%                 | Yes           |                  3 | On Loan: No      |
| 206862452.SRDLC                                     | 206862452.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3696 | PA      | $3591.99      | 0.00%             | 2028-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205640907.SRDLC                                     | 205640907.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22554 | PA      | $22453.53     | 0.00%             | 2027-12-11      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206066173.SRDLC                                     | 206066173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10506 | PA      | $10078.48     | 0.00%             | 2029-02-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW3330687.SRDUP                                     | FW3330687.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19061 | PA      | $19796.69     | 0.00%             | 2027-08-04      | Fixed         | 27.66%                | Yes           |                  3 | On Loan: No      |
| FW3332281.SRDUP                                     | FW3332281.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       904 | PA      | $938.75       | 0.00%             | 2027-08-04      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 205799728.SRDLC                                     | 205799728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $936.06       | 0.00%             | 2026-12-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205824591.SRDLC                                     | 205824591.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12076 | PA      | $11788.04     | 0.00%             | 2026-12-26      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 205318257.SRDLC                                     | 205318257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15574 | PA      | $15265.51     | 0.00%             | 2028-11-25      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 205323519.SRDLC                                     | 205323519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12657 | PA      | $12649.39     | 0.00%             | 2027-11-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215212828.SRDLC                                     | 215212828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32585 | PA      | $32441.08     | 0.00%             | 2030-03-24      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 215761636.SRDLC                                     | 215761636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3431.14      | 0.00%             | 2027-04-14      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| L4008356.SRDUP                                      | L4008356.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1317 | PA      | $1311.35      | 0.00%             | 2026-10-06      | Fixed         | 19.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $15453.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 205459769.SRDLC                                     | 205459769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5563 | PA      | $5507.72      | 0.00%             | 2026-11-29      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 205468854.SRDLC                                     | 205468854.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9489 | PA      | $9278.65      | 0.00%             | 2026-12-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205342124.SRDLC                                     | 205342124.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3420 | PA      | $3410.93      | 0.00%             | 2025-11-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 205480377.SRDLC                                     | 205480377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9030 | PA      | $8835.11      | 0.00%             | 2026-12-11      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 207756401.SRDLC                                     | 207756401.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1999 | PA      | $1920.99      | 0.00%             | 2028-04-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207925547.SRDLC                                     | 207925547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3765 | PA      | $3557.75      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3292688.SRDUP                                      | L3292688.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1511 | PA      | $1564.58      | 0.00%             | 2027-12-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3328499.SRDUP                                      | L3328499.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $143.10       | 0.00%             | 2027-08-03      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| 205829476.SRDLC                                     | 205829476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9606 | PA      | $9506.12      | 0.00%             | 2026-12-22      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205961512.SRDLC                                     | 205961512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11654 | PA      | $11273.72     | 0.00%             | 2028-01-02      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-11927.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 184                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206707395.SRDLC                                     | 206707395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16774 | PA      | $16003.71     | 0.00%             | 2027-02-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206923791.SRDLC                                     | 206923791.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7214 | PA      | $6822.70      | 0.00%             | 2027-03-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 203669529.SRDLC                                     | 203669529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9407 | PA      | $9323.02      | 0.00%             | 2026-08-21      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 203768698.SRDLC                                     | 203768698.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21529 | PA      | $21232.72     | 0.00%             | 2028-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| FW3335053.SRDUP                                     | FW3335053.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       406 | PA      | $403.47       | 0.00%             | 2025-08-05      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| FW3337731.SRDUP                                     | FW3337731.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5970 | PA      | $3075.52      | 0.00%             | 2028-01-08      | Fixed         | 17.92%                | Yes           |                  3 | On Loan: No      |
| 204583517.SRDLC                                     | 204583517.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1494 | PA      | $1479.51      | 0.00%             | 2027-10-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204647611.SRDLC                                     | 204647611.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2976 | PA      | $2955.62      | 0.00%             | 2026-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206259826.SRDLC                                     | 206259826.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6502 | PA      | $6219.80      | 0.00%             | 2027-02-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206543526.SRDLC                                     | 206543526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3512 | PA      | $3494.83      | 0.00%             | 2026-02-05      | Fixed         | 9.21%                 | Yes           |                  3 | On Loan: No      |
| 207525423.SRDLC                                     | 207525423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4522 | PA      | $4258.38      | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207704649.SRDLC                                     | 207704649.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5686 | PA      | $5545.92      | 0.00%             | 2026-04-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207634856.SRDLC                                     | 207634856.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9055 | PA      | $8542.72      | 0.00%             | 2029-04-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207923143.SRDLC                                     | 207923143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3717 | PA      | $3522.56      | 0.00%             | 2027-04-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210339559.SRDLC                                     | 210339559.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3099 | PA      | $2899.66      | 0.00%             | 2027-09-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210906151.SRDLC                                     | 210906151.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1743 | PA      | $1673.88      | 0.00%             | 2026-10-01      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| East Lane Re VII Ltd.                               | East Lane Re VII 2024-1 Class A                                   | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    900000 | PA      | $908992.80    | 0.05%             | 2026-03-31      | Floating      | 13.53%                | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2025-1                | Eden Re II 2025-1 Class B                                         | CUSIP: 27954JAB3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |   8546000 | PA      | $8307139.21   | 0.50%             | 2030-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FW3341867.SRDUP                                     | FW3341867.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       227 | PA      | $226.33       | 0.00%             | 2025-08-09      | Fixed         | 25.00%                | Yes           |                  3 | On Loan: No      |
| FW3344378.SRDUP                                     | FW3344378.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       289 | PA      | $288.60       | 0.00%             | 2025-08-10      | Fixed         | 20.97%                | Yes           |                  3 | On Loan: No      |
| 206800288.SRDLC                                     | 206800288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9522 | PA      | $9092.49      | 0.00%             | 2027-02-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206858805.SRDLC                                     | 206858805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11454 | PA      | $11148.66     | 0.00%             | 2028-02-28      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206592283.SRDLC                                     | 206592283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35619 | PA      | $3184.33      | 0.00%             | 2027-02-20      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206674497.SRDLC                                     | 206674497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16999 | PA      | $16474.72     | 0.00%             | 2029-02-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206530555.SRDLC                                     | 206530555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4018 | PA      | $3833.12      | 0.00%             | 2027-02-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206602173.SRDLC                                     | 206602173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1015.63      | 0.00%             | 2027-02-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207000395.SRDLC                                     | 207000395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8518 | PA      | $8065.36      | 0.00%             | 2027-03-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207219726.SRDLC                                     | 207219726.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3550 | PA      | $3366.86      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 185                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 186                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206525297.SRDLC                                     | 206525297.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5731 | PA      | $3706.24      | 0.00%             | 2029-02-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206570640.SRDLC                                     | 206570640.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       470 | PA      | $462.21       | 0.00%             | 2026-02-08      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 210917097.SRDLC                                     | 210917097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $8415.86      | 0.00%             | 2027-10-15      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211064509.SRDLC                                     | 211064509.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3934 | PA      | $3755.48      | 0.00%             | 2028-09-27      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207079145.SRDLC                                     | 207079145.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16805 | PA      | $16080.73     | 0.00%             | 2029-03-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207221012.SRDLC                                     | 207221012.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6322 | PA      | $5976.83      | 0.00%             | 2027-03-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3345027.SRDUP                                     | FW3345027.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2858 | PA      | $2906.69      | 0.00%             | 2027-08-10      | Fixed         | 16.18%                | Yes           |                  3 | On Loan: No      |
| FW4007221.SRDUP                                     | FW4007221.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4175 | PA      | $4177.95      | 0.00%             | 2028-10-10      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 205837733.SRDLC                                     | 205837733.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3509 | PA      | $313.71       | 0.00%             | 2027-06-22      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 206257499.SRDLC                                     | 206257499.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5025 | PA      | $0.00         | 0.00%             | 2027-02-08      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 206508730.SRDLC                                     | 206508730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14815 | PA      | $11149.39     | 0.00%             | 2029-11-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206757153.SRDLC                                     | 206757153.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13195 | PA      | $12896.63     | 0.00%             | 2027-02-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206679421.SRDLC                                     | 206679421.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8196 | PA      | $7823.15      | 0.00%             | 2027-02-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206702234.SRDLC                                     | 206702234.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4645 | PA      | $4561.52      | 0.00%             | 2026-02-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210731592.SRDLC                                     | 210731592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7471 | PA      | $7078.56      | 0.00%             | 2027-09-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210877890.SRDLC                                     | 210877890.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4468 | PA      | $4228.30      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3725                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2975                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -62 | NC      | $-18600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 187                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 188                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206895588.SRDLC                                     | 206895588.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13426 | PA      | $12781.33     | 0.00%             | 2029-03-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207184380.SRDLC                                     | 207184380.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9583 | PA      | $9112.72      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW4008390.SRDUP                                     | FW4008390.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1431 | PA      | $1428.20      | 0.00%             | 2029-03-06      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW4008467.SRDUP                                     | FW4008467.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $2004.61      | 0.00%             | 2028-10-06      | Fixed         | 29.12%                | Yes           |                  3 | On Loan: No      |
| 211450360.SRDLC                                     | 211450360.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4393 | PA      | $4090.89      | 0.00%             | 2027-10-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211485232.SRDLC                                     | 211485232.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8804 | PA      | $8157.59      | 0.00%             | 2029-10-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206799568.SRDLC                                     | 206799568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6631 | PA      | $6342.45      | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206883946.SRDLC                                     | 206883946.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13464 | PA      | $13088.96     | 0.00%             | 2027-02-27      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212352414.SRDLC                                     | 212352414.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10556 | PA      | $9953.48      | 0.00%             | 2029-11-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212423188.SRDLC                                     | 212423188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $948.60       | 0.00%             | 2026-11-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2980                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-7040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | DAX INDEX FUTURE  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -68 | NC      | $728968.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 189                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 190                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -92 | NC      | $-460.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205394581.SRDLC                                     | 205394581.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15774 | PA      | $13694.70     | 0.00%             | 2027-03-24      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205440773.SRDLC                                     | 205440773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8324 | PA      | $8214.18      | 0.00%             | 2026-12-23      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204351331.SRDLC                                     | 204351331.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13964 | PA      | $13964.17     | 0.00%             | 2026-09-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204354172.SRDLC                                     | 204354172.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4912 | PA      | $3929.45      | 0.00%             | 2026-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207189445.SRDLC                                     | 207189445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6099 | PA      | $5872.79      | 0.00%             | 2029-03-18      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 207724482.SRDLC                                     | 207724482.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5321 | PA      | $5189.07      | 0.00%             | 2026-04-16      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 204182495.SRDLC                                     | 204182495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6355 | PA      | $5958.77      | 0.00%             | 2026-02-28      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204214468.SRDLC                                     | 204214468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11605 | PA      | $3064.47      | 0.00%             | 2027-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207158731.SRDLC                                     | 207158731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8859 | PA      | $8488.09      | 0.00%             | 2029-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207213262.SRDLC                                     | 207213262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10338 | PA      | $10157.80     | 0.00%             | 2027-03-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207890088.SRDLC                                     | 207890088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10746 | PA      | $10573.56     | 0.00%             | 2029-04-23      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 207927675.SRDLC                                     | 207927675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       822 | PA      | $803.26       | 0.00%             | 2026-04-24      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW4013407.SRDUP                                     | FW4013407.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18732 | PA      | $18926.28     | 0.00%             | 2028-10-10      | Fixed         | 26.37%                | Yes           |                  3 | On Loan: No      |
| FW5002727.SRDUP                                     | FW5002727.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1014 | PA      | $983.80       | 0.00%             | 2030-02-05      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| 203721454.SRDLC                                     | 203721454.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20516 | PA      | $0.00         | 0.00%             | 2026-08-28      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| 203830149.SRDLC                                     | 203830149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3303 | PA      | $3309.62      | 0.00%             | 2027-08-28      | Fixed         | 16.46%                | Yes           |                  3 | On Loan: No      |
| 211561187.SRDLC                                     | 211561187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18826 | PA      | $18462.38     | 0.00%             | 2027-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211619478.SRDLC                                     | 211619478.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1478.66      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210660091.SRDLC                                     | 210660091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23411 | PA      | $22076.72     | 0.00%             | 2029-09-16      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210770407.SRDLC                                     | 210770407.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17089 | PA      | $16264.85     | 0.00%             | 2027-10-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 191                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 192                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -113 | NC      | $-565.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2024-1 Class A                                    | CUSIP: 63901CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    686000 | PA      | $749977.39    | 0.05%             | 2028-06-07      | Floating      | 19.04%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-1 Class A                                    | CUSIP: 63901CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3047000 | PA      | $3041155.85   | 0.18%             | 2029-01-16      | Floating      | 14.04%                | Yes           |                  2 | On Loan: No      |
| 207779178.SRDLC                                     | 207779178.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2919 | PA      | $2805.57      | 0.00%             | 2028-04-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207891634.SRDLC                                     | 207891634.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18949 | PA      | $17876.32     | 0.00%             | 2029-04-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207222163.SRDLC                                     | 207222163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6486 | PA      | $6163.43      | 0.00%             | 2027-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207756636.SRDLC                                     | 207756636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4412 | PA      | $4187.38      | 0.00%             | 2029-03-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210935362.SRDLC                                     | 210935362.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5944 | PA      | $5588.14      | 0.00%             | 2027-09-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211023462.SRDLC                                     | 211023462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4797 | PA      | $4601.70      | 0.00%             | 2026-09-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211900969.SRDLC                                     | 211900969.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13863 | PA      | $13739.35     | 0.00%             | 2030-10-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 212339614.SRDLC                                     | 212339614.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16867 | PA      | $16008.36     | 0.00%             | 2028-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210368239.SRDLC                                     | 210368239.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1315 | PA      | $866.41       | 0.00%             | 2027-09-04      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 210695929.SRDLC                                     | 210695929.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5887 | PA      | $5570.25      | 0.00%             | 2027-09-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205615348.SRDLC                                     | 205615348.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32096 | PA      | $31180.26     | 0.00%             | 2028-12-08      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 205839530.SRDLC                                     | 205839530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6325 | PA      | $6165.77      | 0.00%             | 2028-12-22      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205747984.SRDLC                                     | 205747984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23542 | PA      | $23132.77     | 0.00%             | 2028-12-18      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| 205795932.SRDLC                                     | 205795932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6069 | PA      | $5943.24      | 0.00%             | 2026-12-19      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| CBM4011013.SRDUP                                    | CBM4011013.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3617 | PA      | $3632.32      | 0.00%             | 2028-10-10      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| CBM5009099.SRDUP                                    | CBM5009099.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2059 | PA      | $1991.43      | 0.00%             | 2030-02-07      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-2 Class A                                    | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    845000 | PA      | $842542.32    | 0.05%             | 2029-04-10      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| Northshore Re II Limited                            | Northshore Re II 2022-1 Class A                                   | CUSIP: 666842AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1360000 | PA      | $1360680.00   | 0.08%             | 2025-07-08      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| 210832254.SRDLC                                     | 210832254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4934 | PA      | $4844.19      | 0.00%             | 2029-09-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 210948070.SRDLC                                     | 210948070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10798 | PA      | $10194.12     | 0.00%             | 2029-09-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206884370.SRDLC                                     | 206884370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8263 | PA      | $8011.57      | 0.00%             | 2028-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207115908.SRDLC                                     | 207115908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17523 | PA      | $16612.04     | 0.00%             | 2029-04-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207807405.SRDLC                                     | 207807405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1634 | PA      | $1592.57      | 0.00%             | 2026-04-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 207847936.SRDLC                                     | 207847936.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13237 | PA      | $1183.38      | 0.00%             | 2027-08-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW5004896.SRDUP                                     | FW5004896.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6484 | PA      | $6267.60      | 0.00%             | 2030-02-06      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| FW5008308.SRDUP                                     | FW5008308.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12625 | PA      | $12223.19     | 0.00%             | 2030-02-07      | Fixed         | 31.78%                | Yes           |                  3 | On Loan: No      |
| 206247231.SRDLC                                     | 206247231.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3574 | PA      | $3433.73      | 0.00%             | 2027-02-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206567768.SRDLC                                     | 206567768.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16642 | PA      | $1832.71      | 0.00%             | 2027-02-06      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211309613.SRDLC                                     | 211309613.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9448 | PA      | $9335.49      | 0.00%             | 2030-10-04      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211313978.SRDLC                                     | 211313978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16742 | PA      | $16249.65     | 0.00%             | 2029-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210766442.SRDLC                                     | 210766442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19983 | PA      | $18688.46     | 0.00%             | 2027-10-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210904655.SRDLC                                     | 210904655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13561 | PA      | $12727.82     | 0.00%             | 2028-09-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207135412.SRDLC                                     | 207135412.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34026 | PA      | $33413.83     | 0.00%             | 2029-03-19      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 207224170.SRDLC                                     | 207224170.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6391.66      | 0.00%             | 2027-09-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207864432.SRDLC                                     | 207864432.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7555 | PA      | $675.46       | 0.00%             | 2028-04-19      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210663605.SRDLC                                     | 210663605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5114 | PA      | $4954.15      | 0.00%             | 2026-09-09      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211109405.SRDLC                                     | 211109405.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3482 | PA      | $3364.46      | 0.00%             | 2026-10-02      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211283933.SRDLC                                     | 211283933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7972 | PA      | $7496.39      | 0.00%             | 2027-10-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW5178698.SRDUP                                     | FW5178698.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9200 | PA      | $9067.49      | 0.00%             | 2030-04-03      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| FW5179890.SRDUP                                     | FW5179890.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.08      | 0.00%             | 2028-04-03      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| 192726339.SRDLC                                     | 192726339.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       450 | PA      | $448.98       | 0.00%             | 2025-08-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 192956476.SRDLC                                     | 192956476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8495 | PA      | $2194.45      | 0.00%             | 2027-08-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 203875110.SRDLC                                     | 203875110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8838 | PA      | $8747.81      | 0.00%             | 2026-08-29      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 204381183.SRDLC                                     | 204381183.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3513 | PA      | $3593.38      | 0.00%             | 2026-09-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211322999.SRDLC                                     | 211322999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8795 | PA      | $8170.28      | 0.00%             | 2027-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211401613.SRDLC                                     | 211401613.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3061 | PA      | $2935.78      | 0.00%             | 2026-10-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211264473.SRDLC                                     | 211264473.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21341 | PA      | $20899.96     | 0.00%             | 2029-10-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211285325.SRDLC                                     | 211285325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8744 | PA      | $8188.42      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3294888.SRDUP                                      | L3294888.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1332 | PA      | $1377.36      | 0.00%             | 2027-07-20      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| L3298216.SRDUP                                      | L3298216.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       367 | PA      | $365.49       | 0.00%             | 2025-07-21      | Fixed         | 16.63%                | Yes           |                  3 | On Loan: No      |
| 207576184.SRDLC                                     | 207576184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1940 | PA      | $1888.30      | 0.00%             | 2026-04-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 210658206.SRDLC                                     | 210658206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1856 | PA      | $1798.85      | 0.00%             | 2026-09-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211739637.SRDLC                                     | 211739637.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2469 | PA      | $2366.07      | 0.00%             | 2026-11-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212390612.SRDLC                                     | 212390612.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23992 | PA      | $22655.60     | 0.00%             | 2029-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204982351.SRDLC                                     | 204982351.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21379 | PA      | $21455.43     | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204984636.SRDLC                                     | 204984636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1963 | PA      | $1938.27      | 0.00%             | 2026-11-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Northshore Re II Limited                            | Northshore Re II 2025-1 Class A                                   | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1893000 | PA      | $1885519.81   | 0.11%             | 2028-04-07      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class A                                          | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2977000 | PA      | $2960616.08   | 0.18%             | 2029-02-26      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| 211432615.SRDLC                                     | 211432615.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21237 | PA      | $21014.55     | 0.00%             | 2027-10-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 211442675.SRDLC                                     | 211442675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $1851.59      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L3312343.SRDUP                                      | L3312343.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1183 | PA      | $1184.82      | 0.00%             | 2025-07-27      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| L3328315.SRDUP                                      | L3328315.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $5419.23      | 0.00%             | 2027-08-03      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| CBM5177162.SRDUP                                    | CBM5177162.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2353 | PA      | $2319.67      | 0.00%             | 2030-04-03      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| CBM5181163.SRDUP                                    | CBM5181163.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6600 | PA      | $6508.44      | 0.00%             | 2030-04-04      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| 210672217.SRDLC                                     | 210672217.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $1485.63      | 0.00%             | 2026-08-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210734051.SRDLC                                     | 210734051.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10563 | PA      | $10146.83     | 0.00%             | 2026-09-12      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205879798.SRDLC                                     | 205879798.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11545 | PA      | $11207.61     | 0.00%             | 2028-12-26      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 206346413.SRDLC                                     | 206346413.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7703 | PA      | $1998.96      | 0.00%             | 2027-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207241657.SRDLC                                     | 207241657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5516 | PA      | $1431.04      | 0.00%             | 2027-03-18      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 207444404.SRDLC                                     | 207444404.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10358 | PA      | $10084.96     | 0.00%             | 2026-04-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210665871.SRDLC                                     | 210665871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20133 | PA      | $19033.12     | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210723541.SRDLC                                     | 210723541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10252 | PA      | $916.49       | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213629074.SRDLC                                     | 213629074.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5852.70      | 0.00%             | 2030-01-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 213686845.SRDLC                                     | 213686845.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7195 | PA      | $7000.76      | 0.00%             | 2027-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3335057.SRDUP                                      | L3335057.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       646 | PA      | $206.34       | 0.00%             | 2027-08-05      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3335206.SRDUP                                      | L3335206.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15341 | PA      | $15607.94     | 0.00%             | 2027-08-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 211512682.SRDLC                                     | 211512682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3136 | PA      | $2912.89      | 0.00%             | 2027-10-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211513749.SRDLC                                     | 211513749.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4714 | PA      | $4069.06      | 0.00%             | 2028-02-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207594132.SRDLC                                     | 207594132.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5446 | PA      | $5215.61      | 0.00%             | 2029-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207602179.SRDLC                                     | 207602179.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15725 | PA      | $14740.81     | 0.00%             | 2029-04-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 195518264.SRDLC                                     | 195518264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22633 | PA      | $2023.39      | 0.00%             | 2027-11-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 195620530.SRDLC                                     | 195620530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       413 | PA      | $412.48       | 0.00%             | 2025-11-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211005401.SRDLC                                     | 211005401.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3624 | PA      | $3569.47      | 0.00%             | 2028-10-04      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 211081981.SRDLC                                     | 211081981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9205 | PA      | $1415.05      | 0.00%             | 2029-10-15      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 207617133.SRDLC                                     | 207617133.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12640 | PA      | $11936.76     | 0.00%             | 2029-04-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207664379.SRDLC                                     | 207664379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5087 | PA      | $4840.79      | 0.00%             | 2028-04-11      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 206573346.SRDLC                                     | 206573346.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4156 | PA      | $3956.57      | 0.00%             | 2027-02-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207010768.SRDLC                                     | 207010768.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3526 | PA      | $3396.10      | 0.00%             | 2027-02-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211198146.SRDLC                                     | 211198146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5524 | PA      | $984.98       | 0.00%             | 2027-10-01      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211277589.SRDLC                                     | 211277589.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $753.82       | 0.00%             | 2026-10-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205065513.SRDLC                                     | 205065513.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21163 | PA      | $21486.01     | 0.00%             | 2028-11-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205130277.SRDLC                                     | 205130277.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5614 | PA      | $5559.27      | 0.00%             | 2026-11-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207235359.SRDLC                                     | 207235359.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4206 | PA      | $376.06       | 0.00%             | 2027-03-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207522441.SRDLC                                     | 207522441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4424 | PA      | $4305.68      | 0.00%             | 2026-04-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206684032.SRDLC                                     | 206684032.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9909 | PA      | $9672.09      | 0.00%             | 2027-02-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206753184.SRDLC                                     | 206753184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6589 | PA      | $6401.46      | 0.00%             | 2028-02-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211102335.SRDLC                                     | 211102335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7217 | PA      | $6776.29      | 0.00%             | 2027-09-30      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211117798.SRDLC                                     | 211117798.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4012 | PA      | $3809.56      | 0.00%             | 2028-09-26      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class B                                          | CUSIP: 675951AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    438000 | PA      | $434811.14    | 0.03%             | 2029-02-26      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2024-1 Class A                                            | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1828000 | PA      | $1901222.37   | 0.11%             | 2027-06-07      | Floating      | 13.79%                | Yes           |                  2 | On Loan: No      |
| L3342537.SRDUP                                      | L3342537.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1520 | PA      | $1560.35      | 0.00%             | 2027-08-09      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3394268.SRDUP                                      | L3394268.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1078 | PA      | $1081.76      | 0.00%             | 2027-09-02      | Fixed         | 24.64%                | Yes           |                  3 | On Loan: No      |
| 206566334.SRDLC                                     | 206566334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4927 | PA      | $4739.89      | 0.00%             | 2027-02-07      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 206587341.SRDLC                                     | 206587341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1464 | PA      | $1449.60      | 0.00%             | 2026-02-08      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211315847.SRDLC                                     | 211315847.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14519 | PA      | $1298.02      | 0.00%             | 2026-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211391147.SRDLC                                     | 211391147.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13661 | PA      | $13392.32     | 0.00%             | 2027-10-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10800                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-910.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10850                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207085467.SRDLC                                     | 207085467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9524 | PA      | $851.43       | 0.00%             | 2027-03-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207537736.SRDLC                                     | 207537736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1901 | PA      | $1849.83      | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205203229.SRDLC                                     | 205203229.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8769 | PA      | $8828.11      | 0.00%             | 2026-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205235365.SRDLC                                     | 205235365.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11784 | PA      | $2986.53      | 0.00%             | 2027-06-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L3487758.SRDUP                                      | L3487758.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2257 | PA      | $2297.78      | 0.00%             | 2027-10-13      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| L3501102.SRDUP                                      | L3501102.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3874 | PA      | $4059.29      | 0.00%             | 2027-10-13      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| 211339651.SRDLC                                     | 211339651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11336 | PA      | $10650.41     | 0.00%             | 2029-10-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211448302.SRDLC                                     | 211448302.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25516 | PA      | $24161.41     | 0.00%             | 2029-10-10      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 211432751.SRDLC                                     | 211432751.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4445 | PA      | $4206.35      | 0.00%             | 2028-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211457257.SRDLC                                     | 211457257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6726 | PA      | $6335.17      | 0.00%             | 2029-10-22      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213766341.SRDLC                                     | 213766341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38870 | PA      | $38574.51     | 0.00%             | 2031-01-21      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214195920.SRDLC                                     | 214195920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12368 | PA      | $12305.59     | 0.00%             | 2028-02-07      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 205241486.SRDLC                                     | 205241486.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $4145.54      | 0.00%             | 2028-11-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205602301.SRDLC                                     | 205602301.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24317 | PA      | $23603.11     | 0.00%             | 2028-12-07      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 207598039.SRDLC                                     | 207598039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4783 | PA      | $4506.43      | 0.00%             | 2027-04-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207683802.SRDLC                                     | 207683802.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4393.18      | 0.00%             | 2027-04-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206970231.SRDLC                                     | 206970231.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10202 | PA      | $9420.26      | 0.00%             | 2027-09-24      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 207180876.SRDLC                                     | 207180876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17230 | PA      | $16425.40     | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211499792.SRDLC                                     | 211499792.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11669 | PA      | $11533.71     | 0.00%             | 2028-10-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211527092.SRDLC                                     | 211527092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3919 | PA      | $3681.87      | 0.00%             | 2027-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3954555.SRDUP                                      | L3954555.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20990 | PA      | $21174.80     | 0.00%             | 2028-09-01      | Fixed         | 13.54%                | Yes           |                  3 | On Loan: No      |
| L3959169.SRDUP                                      | L3959169.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11576 | PA      | $11755.05     | 0.00%             | 2028-09-05      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| 213943367.SRDLC                                     | 213943367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1774 | PA      | $1760.58      | 0.00%             | 2027-01-28      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 214921487.SRDLC                                     | 214921487.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6961 | PA      | $6764.81      | 0.00%             | 2027-03-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun25C 65.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-6750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun25C 66.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eden Re II Segregated Account 2024-1                | Eden Re II 2024-1 Class B                                         | CUSIP: 27954UAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     17778 | PA      | $881901.40    | 0.05%             | 2028-03-17      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2023-1                | Eden Re II 2023-1 Class B                                         | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     19431 | PA      | $215123.05    | 0.01%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 211444662.SRDLC                                     | 211444662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9517 | PA      | $8936.76      | 0.00%             | 2029-10-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211466024.SRDLC                                     | 211466024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4422 | PA      | $4104.89      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207977522.SRDLC                                     | 207977522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1789 | PA      | $1764.41      | 0.00%             | 2026-04-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210740533.SRDLC                                     | 210740533.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6324 | PA      | $6081.62      | 0.00%             | 2026-09-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 207952174.SRDLC                                     | 207952174.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8221 | PA      | $7797.43      | 0.00%             | 2027-04-26      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210573115.SRDLC                                     | 210573115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27274 | PA      | $26316.75     | 0.00%             | 2029-09-15      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| 207726770.SRDLC                                     | 207726770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12597 | PA      | $11982.34     | 0.00%             | 2028-04-12      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207740932.SRDLC                                     | 207740932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4457 | PA      | $4395.56      | 0.00%             | 2026-04-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207608253.SRDLC                                     | 207608253.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4257 | PA      | $4203.92      | 0.00%             | 2026-04-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207923407.SRDLC                                     | 207923407.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6654 | PA      | $6267.92      | 0.00%             | 2027-04-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206760970.SRDLC                                     | 206760970.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9789 | PA      | $9737.10      | 0.00%             | 2028-02-20      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 206815368.SRDLC                                     | 206815368.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21746 | PA      | $20944.02     | 0.00%             | 2029-02-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 320                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-712.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 325                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-536.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4007525.SRDUP                                      | L4007525.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19050 | PA      | $19423.98     | 0.00%             | 2028-10-10      | Fixed         | 12.42%                | Yes           |                  3 | On Loan: No      |
| L5008454.SRDUP                                      | L5008454.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3923 | PA      | $3830.91      | 0.00%             | 2030-02-07      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| 211542455.SRDLC                                     | 211542455.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4598 | PA      | $1105.84      | 0.00%             | 2027-10-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211583920.SRDLC                                     | 211583920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8711 | PA      | $8346.01      | 0.00%             | 2026-10-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 215555509.SRDLC                                     | 215555509.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24517.19     | 0.00%             | 2028-04-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2022-1 Class A                                         | CUSIP: 36779CAA4<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1761000 | PA      | $1760124.78   | 0.11%             | 2025-05-12      | Floating      | 13.56%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 327.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292269.SRDUP                                      | L3292269.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4654 | PA      | $4811.44      | 0.00%             | 2027-07-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5008668.SRDUP                                      | L5008668.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1961 | PA      | $1921.28      | 0.00%             | 2030-02-07      | Fixed         | 22.42%                | Yes           |                  3 | On Loan: No      |
| L5176041.SRDUP                                      | L5176041.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17100 | PA      | $17018.36     | 0.00%             | 2030-04-02      | Fixed         | 15.86%                | Yes           |                  3 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2025-1 Class A                                            | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1817000 | PA      | $1812285.79   | 0.11%             | 2028-06-07      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| Pelican IV Re Ltd.                                  | Pelican IV Re 2021-1 Class B                                      | CUSIP: 705809AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    377000 | PA      | $18.89        | 0.00%             | 2027-05-07      | Floating      | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 206870626.SRDLC                                     | 206870626.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2625 | PA      | $2569.26      | 0.00%             | 2027-02-23      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206966762.SRDLC                                     | 206966762.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7993 | PA      | $7558.12      | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207438976.SRDLC                                     | 207438976.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3761 | PA      | $3549.59      | 0.00%             | 2027-04-05      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207800233.SRDLC                                     | 207800233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4898 | PA      | $4608.03      | 0.00%             | 2027-04-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204673769.SRDLC                                     | 204673769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8477 | PA      | $8677.16      | 0.00%             | 2028-10-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204711592.SRDLC                                     | 204711592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8426 | PA      | $8609.43      | 0.00%             | 2028-10-17      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 211598872.SRDLC                                     | 211598872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25785 | PA      | $25035.18     | 0.00%             | 2027-10-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211612188.SRDLC                                     | 211612188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2864 | PA      | $2671.35      | 0.00%             | 2027-10-28      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L5176849.SRDUP                                      | L5176849.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9100 | PA      | $9058.50      | 0.00%             | 2030-04-03      | Fixed         | 14.38%                | Yes           |                  3 | On Loan: No      |
| L5177399.SRDUP                                      | L5177399.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5643.76      | 0.00%             | 2030-04-03      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| 207086715.SRDLC                                     | 207086715.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3536 | PA      | $3472.85      | 0.00%             | 2026-03-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 207204933.SRDLC                                     | 207204933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12682 | PA      | $12249.58     | 0.00%             | 2028-03-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210596510.SRDLC                                     | 210596510.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23515 | PA      | $21983.29     | 0.00%             | 2029-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211025387.SRDLC                                     | 211025387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5283 | PA      | $4912.55      | 0.00%             | 2027-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-1 Class A                                        | CUSIP: 73110JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1776000 | PA      | $1810268.81   | 0.11%             | 2026-01-07      | Floating      | 17.28%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-3 Class A                                        | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3332000 | PA      | $3430752.15   | 0.21%             | 2028-01-07      | Floating      | 14.79%                | Yes           |                  2 | On Loan: No      |
| 210801791.SRDLC                                     | 210801791.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6801 | PA      | $6340.90      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210879920.SRDLC                                     | 210879920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2165.98      | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204469648.SRDLC                                     | 204469648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8997 | PA      | $9062.01      | 0.00%             | 2028-10-07      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204540186.SRDLC                                     | 204540186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3730 | PA      | $3710.32      | 0.00%             | 2027-10-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207904669.SRDLC                                     | 207904669.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22097 | PA      | $5706.91      | 0.00%             | 2028-04-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210628442.SRDLC                                     | 210628442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2453.13      | 0.00%             | 2027-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211517925.SRDLC                                     | 211517925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2398 | PA      | $2299.99      | 0.00%             | 2026-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211594330.SRDLC                                     | 211594330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12204 | PA      | $12131.30     | 0.00%             | 2027-10-15      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 204788715.SRDLC                                     | 204788715.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12716 | PA      | $12464.74     | 0.00%             | 2026-11-20      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 204790332.SRDLC                                     | 204790332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4220 | PA      | $4328.99      | 0.00%             | 2028-10-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207607756.SRDLC                                     | 207607756.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16491 | PA      | $1474.26      | 0.00%             | 2027-04-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207752990.SRDLC                                     | 207752990.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11242 | PA      | $10625.13     | 0.00%             | 2029-04-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211120285.SRDLC                                     | 211120285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8853 | PA      | $8186.21      | 0.00%             | 2027-10-09      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211226756.SRDLC                                     | 211226756.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22808 | PA      | $21309.15     | 0.00%             | 2029-10-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211049960.SRDLC                                     | 211049960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5614 | PA      | $5239.77      | 0.00%             | 2027-09-23      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 211137639.SRDLC                                     | 211137639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7101 | PA      | $6833.28      | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L5177406.SRDUP                                      | L5177406.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10900 | PA      | $10828.63     | 0.00%             | 2028-04-03      | Fixed         | 16.36%                | Yes           |                  3 | On Loan: No      |
| L5186529.SRDUP                                      | L5186529.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6800 | PA      | $6776.31      | 0.00%             | 2028-04-07      | Fixed         | 13.76%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2023-SFR2 Trust                              | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1869618.12   | 0.11%             | 2040-10-17      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR3 Trust                              | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2914571.97   | 0.18%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| 207257867.SRDLC                                     | 207257867.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1080 | PA      | $1071.49      | 0.00%             | 2027-03-18      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 207659022.SRDLC                                     | 207659022.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12298 | PA      | $11664.29     | 0.00%             | 2028-04-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211279357.SRDLC                                     | 211279357.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10361 | PA      | $9677.85      | 0.00%             | 2029-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211417265.SRDLC                                     | 211417265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13186 | PA      | $3049.96      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211854729.SRDLC                                     | 211854729.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8903 | PA      | $8865.96      | 0.00%             | 2027-10-25      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 211891641.SRDLC                                     | 211891641.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4520 | PA      | $1136.38      | 0.00%             | 2026-11-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206706801.SRDLC                                     | 206706801.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3883 | PA      | $3869.90      | 0.00%             | 2026-02-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206841786.SRDLC                                     | 206841786.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3440 | PA      | $3281.47      | 0.00%             | 2027-02-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204588997.SRDLC                                     | 204588997.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22899 | PA      | $22457.46     | 0.00%             | 2028-10-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 204780925.SRDLC                                     | 204780925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20475 | PA      | $20467.00     | 0.00%             | 2028-10-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211169264.SRDLC                                     | 211169264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11303 | PA      | $10623.25     | 0.00%             | 2028-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211273087.SRDLC                                     | 211273087.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4745 | PA      | $4496.41      | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207774063.SRDLC                                     | 207774063.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2449 | PA      | $2389.27      | 0.00%             | 2026-04-26      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 207818343.SRDLC                                     | 207818343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18021 | PA      | $17112.66     | 0.00%             | 2029-04-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR10 Trust                             | CUSIP: 74333WAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4328579 | PA      | $3812774.05   | 0.23%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2024-SFR4 Trust                              | CUSIP: 74334JAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2450484.66   | 0.15%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  3 | On Loan: No      |
| 207812981.SRDLC                                     | 207812981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8050 | PA      | $1064.00      | 0.00%             | 2026-04-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207903003.SRDLC                                     | 207903003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9809 | PA      | $1748.98      | 0.00%             | 2028-04-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211424538.SRDLC                                     | 211424538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9491 | PA      | $9109.81      | 0.00%             | 2026-10-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211440795.SRDLC                                     | 211440795.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8608 | PA      | $8080.22      | 0.00%             | 2029-10-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210944914.SRDLC                                     | 210944914.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6169 | PA      | $6042.89      | 0.00%             | 2027-10-03      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211144385.SRDLC                                     | 211144385.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3912 | PA      | $3786.73      | 0.00%             | 2026-09-30      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 204919835.SRDLC                                     | 204919835.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9297 | PA      | $831.16       | 0.00%             | 2027-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205114020.SRDLC                                     | 205114020.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3561 | PA      | $3618.34      | 0.00%             | 2025-11-07      | Fixed         | 26.62%                | Yes           |                  3 | On Loan: No      |
| 212030685.SRDLC                                     | 212030685.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31747 | PA      | $31307.37     | 0.00%             | 2027-11-30      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 212302097.SRDLC                                     | 212302097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9004 | PA      | $8521.27      | 0.00%             | 2027-11-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207918199.SRDLC                                     | 207918199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5406 | PA      | $5154.30      | 0.00%             | 2029-04-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210487818.SRDLC                                     | 210487818.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10961 | PA      | $10802.33     | 0.00%             | 2028-10-17      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun25P 50                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-2560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun25P 57                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-52750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212533309.SRDLC                                     | 212533309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10603 | PA      | $10031.29     | 0.00%             | 2029-11-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213320450.SRDLC                                     | 213320450.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5563 | PA      | $5322.01      | 0.00%             | 2028-01-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2025-SFR1 Trust                              | CUSIP: 74334NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1782504.50   | 0.11%             | 2042-02-17      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2025-SFR1 Trust                              | CUSIP: 74334NAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3494795.80   | 0.21%             | 2042-02-17      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| 211324695.SRDLC                                     | 211324695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23911 | PA      | $18126.64     | 0.00%             | 2030-05-31      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211400872.SRDLC                                     | 211400872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3544 | PA      | $3275.06      | 0.00%             | 2027-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211737791.SRDLC                                     | 211737791.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4995 | PA      | $4790.63      | 0.00%             | 2026-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211836705.SRDLC                                     | 211836705.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24205 | PA      | $23620.90     | 0.00%             | 2029-10-25      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 193                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-870.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 194                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211312935.SRDLC                                     | 211312935.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22285 | PA      | $20777.45     | 0.00%             | 2027-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211324445.SRDLC                                     | 211324445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4342 | PA      | $4069.93      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204598441.SRDLC                                     | 204598441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21132 | PA      | $21473.69     | 0.00%             | 2028-10-20      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 204629248.SRDLC                                     | 204629248.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3103 | PA      | $3027.20      | 0.00%             | 2028-10-13      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 213817550.SRDLC                                     | 213817550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48400 | PA      | $48225.32     | 0.00%             | 2031-01-21      | Fixed         | 8.82%                 | Yes           |                  3 | On Loan: No      |
| 213821623.SRDLC                                     | 213821623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23801 | PA      | $23606.26     | 0.00%             | 2030-01-21      | Fixed         | 8.07%                 | Yes           |                  3 | On Loan: No      |
| Prosper Marketplace Issuance T                      | Prosper Marketplace Issuance Trust Series 2023-1                  | CUSIP: 74390NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3654837.68   | 0.22%             | 2029-07-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Puerto Rico Parametric Re Ltd.                      | Puerto Rico Parametric Re 2024-1 Class A                          | CUSIP: 74528TAA2<br>LEI: 254900GJDFHQXGUCMO94 | Long             | DBT              | CORP              | BM        |    368000 | PA      | $376285.34    | 0.02%             | 2027-06-07      | Floating      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| 214213204.SRDLC                                     | 214213204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9145 | PA      | $9053.72      | 0.00%             | 2027-02-12      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 214292495.SRDLC                                     | 214292495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32708 | PA      | $32527.18     | 0.00%             | 2029-02-23      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 211882041.SRDLC                                     | 211882041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10755 | PA      | $10121.24     | 0.00%             | 2027-11-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211941845.SRDLC                                     | 211941845.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7269 | PA      | $4387.62      | 0.00%             | 2027-11-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 195                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -81 | NC      | $-810.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 196                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -86 | NC      | $-860.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211352512.SRDLC                                     | 211352512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21569 | PA      | $20403.52     | 0.00%             | 2027-10-08      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211393366.SRDLC                                     | 211393366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1391 | PA      | $1310.59      | 0.00%             | 2028-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210590753.SRDLC                                     | 210590753.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8009 | PA      | $7577.03      | 0.00%             | 2028-09-11      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210681276.SRDLC                                     | 210681276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10534 | PA      | $9940.13      | 0.00%             | 2027-09-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213886954.SRDLC                                     | 213886954.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24518 | PA      | $23739.39     | 0.00%             | 2030-02-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213906299.SRDLC                                     | 213906299.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12501 | PA      | $12308.02     | 0.00%             | 2031-01-23      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 210697354.SRDLC                                     | 210697354.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8982 | PA      | $8352.75      | 0.00%             | 2027-09-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210766435.SRDLC                                     | 210766435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6955 | PA      | $6596.79      | 0.00%             | 2028-09-24      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 212044965.SRDLC                                     | 212044965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11076 | PA      | $2729.83      | 0.00%             | 2027-11-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212098276.SRDLC                                     | 212098276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30989 | PA      | $30702.60     | 0.00%             | 2029-11-13      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 204609441.SRDLC                                     | 204609441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10023 | PA      | $9780.74      | 0.00%             | 2028-10-16      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 204730607.SRDLC                                     | 204730607.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5808 | PA      | $5916.55      | 0.00%             | 2028-10-17      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun25P 58                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-32500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 68.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-8460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214100749.SRDLC                                     | 214100749.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $2854.50      | 0.00%             | 2028-02-26      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 214144363.SRDLC                                     | 214144363.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19677 | PA      | $19634.97     | 0.00%             | 2027-02-05      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 210808931.SRDLC                                     | 210808931.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17577 | PA      | $17491.10     | 0.00%             | 2028-09-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 210852633.SRDLC                                     | 210852633.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35567 | PA      | $35186.77     | 0.00%             | 2028-09-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212191378.SRDLC                                     | 212191378.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11567 | PA      | $10922.67     | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212256019.SRDLC                                     | 212256019.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21859 | PA      | $21018.14     | 0.00%             | 2026-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211827148.SRDLC                                     | 211827148.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11545 | PA      | $11427.15     | 0.00%             | 2026-10-24      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211849428.SRDLC                                     | 211849428.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2122 | PA      | $2102.61      | 0.00%             | 2027-10-25      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 197                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -81 | NC      | $-810.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 198                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210775209.SRDLC                                     | 210775209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4629 | PA      | $4287.27      | 0.00%             | 2027-09-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210873920.SRDLC                                     | 210873920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1507 | PA      | $1455.39      | 0.00%             | 2026-09-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2023-1 Class A                                          | CUSIP: 74639NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1292000 | PA      | $1336158.62   | 0.08%             | 2026-04-24      | Floating      | 17.14%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2023-2 Class A                                          | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1188000 | PA      | $1221957.79   | 0.07%             | 2026-06-05      | Floating      | 14.78%                | Yes           |                  2 | On Loan: No      |
| 211092097.SRDLC                                     | 211092097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8589 | PA      | $8041.62      | 0.00%             | 2027-09-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211116416.SRDLC                                     | 211116416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5508 | PA      | $5146.64      | 0.00%             | 2029-10-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212281503.SRDLC                                     | 212281503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13057 | PA      | $9770.47      | 0.00%             | 2026-11-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212376699.SRDLC                                     | 212376699.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4336 | PA      | $4057.85      | 0.00%             | 2027-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214233355.SRDLC                                     | 214233355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39298 | PA      | $39003.65     | 0.00%             | 2031-02-07      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214378597.SRDLC                                     | 214378597.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8799 | PA      | $8499.05      | 0.00%             | 2029-02-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       245 | NC      | $-172156.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MXN/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $88257.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 214982352.SRDLC                                     | 214982352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2895 | PA      | $2834.87      | 0.00%             | 2027-03-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 215014544.SRDLC                                     | 215014544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15306 | PA      | $15226.77     | 0.00%             | 2030-03-17      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211201960.SRDLC                                     | 211201960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $2309.58      | 0.00%             | 2026-09-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211269693.SRDLC                                     | 211269693.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13408 | PA      | $12400.33     | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211863518.SRDLC                                     | 211863518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23397 | PA      | $17961.84     | 0.00%             | 2028-02-28      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 212091831.SRDLC                                     | 212091831.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1640 | PA      | $1583.68      | 0.00%             | 2026-11-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211136122.SRDLC                                     | 211136122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15397 | PA      | $14785.47     | 0.00%             | 2029-10-02      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 211153964.SRDLC                                     | 211153964.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3536 | PA      | $3262.74      | 0.00%             | 2027-10-03      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212525173.SRDLC                                     | 212525173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1087 | PA      | $1021.72      | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213229711.SRDLC                                     | 213229711.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4230 | PA      | $4028.39      | 0.00%             | 2028-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2024-1 Class A                                          | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4679000 | PA      | $4764859.65   | 0.29%             | 2027-06-07      | Floating      | 13.29%                | Yes           |                  2 | On Loan: No      |
| Queen Street 2023 Re DAC                            | Queen Street 2023 Re DAC                                          | CUSIP: 747977AA4<br>LEI: 635400VHHVVMXL5BJI05 | Long             | DBT              | CORP              | IE        |   2251000 | PA      | $2252512.67   | 0.14%             | 2025-12-08      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | NOK/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $158324.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-56867.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215016838.SRDLC                                     | 215016838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4966 | PA      | $4801.60      | 0.00%             | 2030-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215027030.SRDLC                                     | 215027030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14742 | PA      | $14214.35     | 0.00%             | 2028-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212367757.SRDLC                                     | 212367757.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1889 | PA      | $1791.03      | 0.00%             | 2028-11-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212367831.SRDLC                                     | 212367831.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2331 | PA      | $2234.37      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211340390.SRDLC                                     | 211340390.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7624 | PA      | $7140.25      | 0.00%             | 2029-10-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211420037.SRDLC                                     | 211420037.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32196 | PA      | $31806.78     | 0.00%             | 2029-10-11      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 213861553.SRDLC                                     | 213861553.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4994 | PA      | $4976.43      | 0.00%             | 2028-01-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213869946.SRDLC                                     | 213869946.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15726 | PA      | $15428.20     | 0.00%             | 2029-01-22      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Jul25C 1045                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-17625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLN/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-967173.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Recoletos Re DAC                                    | Recoletos Re DAC 2024-1 Class A                                   | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |    969000 | PA      | $964974.29    | 0.06%             | 2028-01-07      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 3                                    | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1105000 | PA      | $1131702.33   | 0.07%             | 2027-12-06      | Floating      | 12.70%                | Yes           |                  2 | On Loan: No      |
| 215046146.SRDLC                                     | 215046146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15593 | PA      | $15558.83     | 0.00%             | 2028-03-21      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 215084485.SRDLC                                     | 215084485.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18240 | PA      | $18164.63     | 0.00%             | 2031-03-26      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-1 Class A                                         | CUSIP: 36779CAC0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   3102000 | PA      | $3248940.19   | 0.20%             | 2026-02-24      | Floating      | 18.24%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-1 Class B                                         | CUSIP: 36779CAD8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    408000 | PA      | $426796.97    | 0.03%             | 2026-02-24      | Floating      | 24.68%                | Yes           |                  2 | On Loan: No      |
| 211426973.SRDLC                                     | 211426973.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9321 | PA      | $8834.01      | 0.00%             | 2027-10-11      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211614206.SRDLC                                     | 211614206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4148 | PA      | $4098.54      | 0.00%             | 2029-10-16      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | OMXS30 IND FUTURE May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |      1001 | NC      | $549461.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Low Su Gasoil G   Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       338 | NC      | $802849.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 212487831.SRDLC                                     | 212487831.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12443 | PA      | $12127.11     | 0.00%             | 2029-11-28      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 212490932.SRDLC                                     | 212490932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3989 | PA      | $3791.35      | 0.00%             | 2027-11-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215096966.SRDLC                                     | 215096966.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13193 | PA      | $13164.33     | 0.00%             | 2028-03-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 215103177.SRDLC                                     | 215103177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24658.89     | 0.00%             | 2030-03-31      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 5                                    | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3232000 | PA      | $3316995.14   | 0.20%             | 2027-12-06      | Floating      | 10.20%                | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 11                                    | CUSIP: 76114NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1906000 | PA      | $47745.30     | 0.00%             | 2025-06-06      | Floating      | 14.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 04/30/25 P1790                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 19.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214018671.SRDLC                                     | 214018671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6805 | PA      | $6582.72      | 0.00%             | 2030-01-30      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214258951.SRDLC                                     | 214258951.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2869 | PA      | $2804.52      | 0.00%             | 2028-02-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211755003.SRDLC                                     | 211755003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5594 | PA      | $4906.01      | 0.00%             | 2027-02-22      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211887025.SRDLC                                     | 211887025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19388 | PA      | $19180.75     | 0.00%             | 2029-10-28      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 215104030.SRDLC                                     | 215104030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6263 | PA      | $6231.41      | 0.00%             | 2027-03-19      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 215206393.SRDLC                                     | 215206393.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39510 | PA      | $39241.88     | 0.00%             | 2030-03-24      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 212530777.SRDLC                                     | 212530777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       910 | PA      | $849.42       | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212559322.SRDLC                                     | 212559322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3221 | PA      | $3117.79      | 0.00%             | 2026-11-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211490039.SRDLC                                     | 211490039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5851 | PA      | $5508.94      | 0.00%             | 2027-10-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211513755.SRDLC                                     | 211513755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6995 | PA      | $6569.88      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 21.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 21.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-840.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 11                                    | CUSIP: 76119YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    406000 | PA      | $10170.30     | 0.00%             | 2026-06-06      | Floating      | 16.79%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 12                                    | CUSIP: 76119YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    579000 | PA      | $202650.00    | 0.01%             | 2026-06-06      | Floating      | 12.07%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 68.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-18920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 69.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -119 | NC      | $-39270.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214411979.SRDLC                                     | 214411979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6210 | PA      | $6168.39      | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214794832.SRDLC                                     | 214794832.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34212 | PA      | $33747.44     | 0.00%             | 2028-03-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211948493.SRDLC                                     | 211948493.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4664 | PA      | $4386.58      | 0.00%             | 2028-11-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212065246.SRDLC                                     | 212065246.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3625 | PA      | $3377.64      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215236299.SRDLC                                     | 215236299.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11699 | PA      | $11674.07     | 0.00%             | 2028-03-25      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 215407811.SRDLC                                     | 215407811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $3279.09      | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 21.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 22                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 13                                    | CUSIP: 76119YAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2346000 | PA      | $2023307.70   | 0.12%             | 2026-06-06      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 14                                    | CUSIP: 76119YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2858000 | PA      | $2711406.04   | 0.16%             | 2026-06-06      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| 214332862.SRDLC                                     | 214332862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9352 | PA      | $9084.14      | 0.00%             | 2027-02-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214417584.SRDLC                                     | 214417584.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19508 | PA      | $19418.06     | 0.00%             | 2028-03-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211531498.SRDLC                                     | 211531498.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24033 | PA      | $22610.49     | 0.00%             | 2029-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211576072.SRDLC                                     | 211576072.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5608 | PA      | $5315.05      | 0.00%             | 2027-10-16      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210490291.SRDLC                                     | 210490291.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13807 | PA      | $13401.44     | 0.00%             | 2029-09-04      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 210614531.SRDLC                                     | 210614531.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6532 | PA      | $6150.80      | 0.00%             | 2028-09-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211198383.SRDLC                                     | 211198383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4255 | PA      | $4121.69      | 0.00%             | 2026-09-30      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211219208.SRDLC                                     | 211219208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18809 | PA      | $18724.33     | 0.00%             | 2028-10-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 16.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 16.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-2800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215528873.SRDLC                                     | 215528873.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9744.90      | 0.00%             | 2028-04-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 7507135.SRDSQ                                       | 7507135.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28797 | PA      | $2257.72      | 0.00%             | 2025-08-16      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 214844844.SRDLC                                     | 214844844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14497 | PA      | $13915.13     | 0.00%             | 2030-03-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215051825.SRDLC                                     | 215051825.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6456 | PA      | $6242.08      | 0.00%             | 2030-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 13                                    | CUSIP: 76133XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2758000 | PA      | $896350.00    | 0.05%             | 2027-06-06      | Floating      | 15.44%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 14                                    | CUSIP: 76133XAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4611000 | PA      | $4502088.18   | 0.27%             | 2027-06-06      | Floating      | 10.81%                | Yes           |                  2 | On Loan: No      |
| 211625334.SRDLC                                     | 211625334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3814 | PA      | $3788.36      | 0.00%             | 2026-10-02      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 212097847.SRDLC                                     | 212097847.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3295 | PA      | $3153.60      | 0.00%             | 2026-11-05      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 16.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-9520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 17                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-7280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211268170.SRDLC                                     | 211268170.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1488 | PA      | $1394.78      | 0.00%             | 2028-10-01      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211278427.SRDLC                                     | 211278427.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7022 | PA      | $6539.70      | 0.00%             | 2027-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Gateway Re II Ltd.                                  | Gateway Re II 2023-1 Class A                                      | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | BM        |   1100000 | PA      | $1127445.00   | 0.07%             | 2026-04-27      | Floating      | 13.18%                | Yes           |                  2 | On Loan: No      |
| High Point Re Ltd.                                  | High Point Re 2023-1 Class A                                      | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4532000 | PA      | $4563887.15   | 0.27%             | 2027-01-06      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| 215055399.SRDLC                                     | 215055399.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10622 | PA      | $10365.04     | 0.00%             | 2027-03-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215414520.SRDLC                                     | 215414520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7500 | PA      | $7481.94      | 0.00%             | 2027-03-31      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America 2021-2 Trust                             | CUSIP: 43732VAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400210 | PA      | $2257329.11   | 0.14%             | 2026-12-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Hypatia Ltd.                                        | Hypatia Ltd. 2023-1 Class A                                       | CUSIP: 44914CAC0<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |    362000 | PA      | $375050.28    | 0.02%             | 2026-04-08      | Floating      | 14.78%                | Yes           |                  2 | On Loan: No      |
| 212381896.SRDLC                                     | 212381896.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20557 | PA      | $19742.88     | 0.00%             | 2026-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212484817.SRDLC                                     | 212484817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11098 | PA      | $10484.46     | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 17.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-31080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 17.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-29680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7611892.SRDSQ                                       | 7611892.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     76187 | PA      | $37253.65     | 0.00%             | 2025-09-20      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7708982.SRDSQ                                       | 7708982.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       685 | PA      | $544.96       | 0.00%             | 2025-10-22      | Fixed         | 5.54%                 | Yes           |                  3 | On Loan: No      |
| 212115923.SRDLC                                     | 212115923.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6309 | PA      | $5870.57      | 0.00%             | 2027-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212215137.SRDLC                                     | 212215137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26273 | PA      | $25782.43     | 0.00%             | 2029-11-19      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 210666303.SRDLC                                     | 210666303.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2736 | PA      | $2585.15      | 0.00%             | 2028-09-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210681737.SRDLC                                     | 210681737.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       112 | PA      | $112.28       | 0.00%             | 2028-09-09      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 215650477.SRDLC                                     | 215650477.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2927.49      | 0.00%             | 2029-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215763554.SRDLC                                     | 215763554.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3921.66      | 0.00%             | 2027-04-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3391531.SRDUP                                      | L3391531.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       555 | PA      | $551.43       | 0.00%             | 2025-09-01      | Fixed         | 15.72%                | Yes           |                  3 | On Loan: No      |
| L4013573.SRDUP                                      | L4013573.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11624 | PA      | $11725.70     | 0.00%             | 2028-10-10      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 17.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-27440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25P 18                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-24920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7707220.SRDSQ                                       | 7707220.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       466 | PA      | $271.77       | 0.00%             | 2025-10-21      | Fixed         | 5.43%                 | Yes           |                  3 | On Loan: No      |
| 7724845.SRDSQ                                       | 7724845.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2178 | PA      | $1783.51      | 0.00%             | 2025-10-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8171600.SRDSQ                                       | 8171600.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4570 | PA      | $4433.05      | 0.00%             | 2026-03-11      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8331331.SRDSQ                                       | 8331331.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4686 | PA      | $4570.50      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 213436223.SRDLC                                     | 213436223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14170 | PA      | $14112.03     | 0.00%             | 2027-01-27      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 213652198.SRDLC                                     | 213652198.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11255 | PA      | $10788.33     | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-1                                 | CUSIP: 45870GAA4<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    302000 | PA      | $299850.21    | 0.02%             | 2027-06-06      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| 7655211.SRDSQ                                       | 7655211.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8310 | PA      | $1239.61      | 0.00%             | 2025-10-03      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 211056527.SRDLC                                     | 211056527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2409 | PA      | $2290.68      | 0.00%             | 2028-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211139852.SRDLC                                     | 211139852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3188 | PA      | $3036.46      | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-1876.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -329 | NC      | $216323.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 216024587.SRDLC                                     | 216024587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $12782.90     | 0.00%             | 2027-04-24      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 7502056.SRDSQ                                       | 7502056.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9180 | PA      | $5562.30      | 0.00%             | 2025-08-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| 8347810.SRDSQ                                       | 8347810.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       809 | PA      | $788.72       | 0.00%             | 2026-05-04      | Fixed         | 4.76%                 | Yes           |                  3 | On Loan: No      |
| 8348034.SRDSQ                                       | 8348034.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9975 | PA      | $7017.83      | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 213789611.SRDLC                                     | 213789611.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35747 | PA      | $35693.23     | 0.00%             | 2029-01-31      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 213861366.SRDLC                                     | 213861366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30369 | PA      | $30286.18     | 0.00%             | 2028-02-23      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 8362322.SRDSQ                                       | 8362322.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5096 | PA      | $4833.49      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8377039.SRDSQ                                       | 8377039.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3121 | PA      | $3011.09      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-2 Class A                                     | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3802000 | PA      | $3933144.29   | 0.24%             | 2026-06-05      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class A                                      | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3588000 | PA      | $3529250.09   | 0.21%             | 2029-04-07      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SWISS MKT IX FUTR Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -64 | NC      | $527135.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/16/25 P4850                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       150 | NC      | $105000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8147340.SRDSQ                                       | 8147340.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        72 | PA      | $71.11        | 0.00%             | 2026-03-03      | Fixed         | 6.40%                 | Yes           |                  3 | On Loan: No      |
| 8174178.SRDSQ                                       | 8174178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6655 | PA      | $5785.42      | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 212376456.SRDLC                                     | 212376456.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $949.79       | 0.00%             | 2026-11-18      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214000266.SRDLC                                     | 214000266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13540 | PA      | $13112.50     | 0.00%             | 2027-01-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8413141.SRDSQ                                       | 8413141.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3532 | PA      | $3257.25      | 0.00%             | 2026-05-23      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8596712.SRDSQ                                       | 8596712.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8624 | PA      | $8185.57      | 0.00%             | 2026-07-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 214071173.SRDLC                                     | 214071173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4727 | PA      | $4517.50      | 0.00%             | 2028-01-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214262688.SRDLC                                     | 214262688.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15189 | PA      | $15114.17     | 0.00%             | 2028-02-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/22/25 P3800                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       210 | NC      | $25725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/29/25 P3800                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       350 | NC      | $66500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 204893176.SRDLC                                     | 204893176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32476 | PA      | $31253.88     | 0.00%             | 2028-12-01      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 204968495.SRDLC                                     | 204968495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11135 | PA      | $11221.97     | 0.00%             | 2028-11-07      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 8353365.SRDSQ                                       | 8353365.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1649 | PA      | $1548.28      | 0.00%             | 2026-05-06      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8363447.SRDSQ                                       | 8363447.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1801 | PA      | $1760.47      | 0.00%             | 2026-05-07      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 206515662.SRDLC                                     | 206515662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5268 | PA      | $470.95       | 0.00%             | 2027-02-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206543969.SRDLC                                     | 206543969.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29977 | PA      | $29497.20     | 0.00%             | 2028-02-15      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 205512566.SRDLC                                     | 205512566.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12871 | PA      | $12574.17     | 0.00%             | 2028-11-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205563622.SRDLC                                     | 205563622.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1118 | PA      | $1100.93      | 0.00%             | 2026-12-05      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 214254305.SRDLC                                     | 214254305.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29229 | PA      | $28523.76     | 0.00%             | 2030-02-12      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 214363872.SRDLC                                     | 214363872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4893 | PA      | $4749.59      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 203486393.SRDLC                                     | 203486393.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7275 | PA      | $7170.28      | 0.00%             | 2028-08-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 203951950.SRDLC                                     | 203951950.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13768 | PA      | $13771.81     | 0.00%             | 2027-09-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 8216792.SRDSQ                                       | 8216792.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1974 | PA      | $1587.69      | 0.00%             | 2026-03-25      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| 8345163.SRDSQ                                       | 8345163.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4649.39      | 0.00%             | 2026-05-03      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L5006937.SRDUP                                      | L5006937.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16016 | PA      | $15733.16     | 0.00%             | 2030-02-06      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | US 2YR NOTE (CBT) Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       310 | NC      | $488778.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | TWD/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-95041.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 8633068.SRDSQ                                       | 8633068.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16900 | PA      | $15920.21     | 0.00%             | 2026-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8786356.SRDSQ                                       | 8786356.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21710 | PA      | $20329.37     | 0.00%             | 2026-08-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8370288.SRDSQ                                       | 8370288.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        67 | PA      | $64.63        | 0.00%             | 2026-05-11      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8382912.SRDSQ                                       | 8382912.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1325 | PA      | $1141.60      | 0.00%             | 2026-05-14      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 214380420.SRDLC                                     | 214380420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20713 | PA      | $20644.98     | 0.00%             | 2029-03-05      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214394526.SRDLC                                     | 214394526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6094 | PA      | $5830.35      | 0.00%             | 2028-02-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215074652.SRDLC                                     | 215074652.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2892 | PA      | $2874.96      | 0.00%             | 2027-03-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215497951.SRDLC                                     | 215497951.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9771.48      | 0.00%             | 2030-04-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3292286.SRDUP                                      | L3292286.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7248 | PA      | $7495.89      | 0.00%             | 2027-07-19      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3296889.SRDUP                                      | L3296889.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5284 | PA      | $2768.17      | 0.00%             | 2027-08-02      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 204852875.SRDLC                                     | 204852875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14115 | PA      | $14152.37     | 0.00%             | 2026-10-27      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204938062.SRDLC                                     | 204938062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3701 | PA      | $3659.35      | 0.00%             | 2026-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8787227.SRDSQ                                       | 8787227.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5841 | PA      | $5455.43      | 0.00%             | 2026-08-28      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8790134.SRDSQ                                       | 8790134.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2057 | PA      | $1520.62      | 0.00%             | 2026-09-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 70                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -127 | NC      | $-39370.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 70.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -88 | NC      | $-25520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8410042.SRDSQ                                       | 8410042.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2192 | PA      | $2073.39      | 0.00%             | 2026-05-22      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8411625.SRDSQ                                       | 8411625.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8722 | PA      | $8432.73      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 215641184.SRDLC                                     | 215641184.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19549.41     | 0.00%             | 2030-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215802518.SRDLC                                     | 215802518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20800 | PA      | $20432.96     | 0.00%             | 2028-04-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214412857.SRDLC                                     | 214412857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19492 | PA      | $18803.73     | 0.00%             | 2030-02-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214613518.SRDLC                                     | 214613518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9517 | PA      | $9483.15      | 0.00%             | 2028-02-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | US 10YR NOTE (CBT)Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -180 | NC      | $-304016.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | USD/ZAR FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-733370.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2024-1 Class B                                            | CUSIP: 88577CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    367000 | PA      | $383589.50    | 0.02%             | 2027-07-08      | Floating      | 22.29%                | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class A                                            | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $1024536.71   | 0.06%             | 2028-02-07      | Floating      | 25.54%                | Yes           |                  2 | On Loan: No      |
| 8416986.SRDSQ                                       | 8416986.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2227 | PA      | $2150.13      | 0.00%             | 2026-05-25      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8423120.SRDSQ                                       | 8423120.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5171.49      | 0.00%             | 2026-05-26      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 215831152.SRDLC                                     | 215831152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24506.61     | 0.00%             | 2029-05-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7483217.SRDSQ                                       | 7483217.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9498 | PA      | $6196.54      | 0.00%             | 2025-08-10      | Fixed         | 5.76%                 | Yes           |                  3 | On Loan: No      |
| 213391111.SRDLC                                     | 213391111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6603 | PA      | $6285.78      | 0.00%             | 2028-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213729987.SRDLC                                     | 213729987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5635 | PA      | $5531.24      | 0.00%             | 2028-01-22      | Fixed         | 18.04%                | Yes           |                  3 | On Loan: No      |
| 8352653.SRDSQ                                       | 8352653.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4223 | PA      | $4057.58      | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8354852.SRDSQ                                       | 8354852.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1391 | PA      | $1267.62      | 0.00%             | 2026-05-06      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C37                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -850 | NC      | $-52700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C38                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1600 | NC      | $-88800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class B                                            | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $1029938.45   | 0.06%             | 2028-02-07      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| 8878694.SRDSQ                                       | 8878694.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20615 | PA      | $19213.07     | 0.00%             | 2026-09-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8543323.SRDSQ                                       | 8543323.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1278 | PA      | $1185.63      | 0.00%             | 2026-06-30      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8543330.SRDSQ                                       | 8543330.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       539 | PA      | $513.81       | 0.00%             | 2026-06-30      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 7489154.SRDSQ                                       | 7489154.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       468 | PA      | $158.61       | 0.00%             | 2025-08-13      | Fixed         | 5.22%                 | Yes           |                  3 | On Loan: No      |
| 7511286.SRDSQ                                       | 7511286.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $142.40       | 0.00%             | 2025-08-19      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class B                                      | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3661000 | PA      | $3641137.24   | 0.22%             | 2029-04-07      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A                                      | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2268000 | PA      | $2263126.07   | 0.14%             | 2028-04-07      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C39                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -602 | NC      | $-31605.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C40                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -648 | NC      | $-31428.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUD/JPY PUT 84.25 23-MAY-25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 100000000 | NC      | $52397.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 129                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -38 | NC      | $-950.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8370602.SRDSQ                                       | 8370602.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1414.73      | 0.00%             | 2026-05-11      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 8391792.SRDSQ                                       | 8391792.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3020 | PA      | $2910.00      | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 204974371.SRDLC                                     | 204974371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5078 | PA      | $5136.57      | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205138879.SRDLC                                     | 205138879.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $6445.48      | 0.00%             | 2026-11-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213791730.SRDLC                                     | 213791730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32996 | PA      | $32260.07     | 0.00%             | 2031-01-09      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213852378.SRDLC                                     | 213852378.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19496 | PA      | $19254.02     | 0.00%             | 2028-01-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C42.5                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -703 | NC      | $-27768.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C45                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -101 | NC      | $-3383.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 129.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -49 | NC      | $-1531.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 130                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-787.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8392817.SRDSQ                                       | 8392817.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41787 | PA      | $16401.58     | 0.00%             | 2026-05-18      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8395197.SRDSQ                                       | 8395197.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4362 | PA      | $4256.01      | 0.00%             | 2026-05-19      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 205564070.SRDLC                                     | 205564070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4345 | PA      | $4335.28      | 0.00%             | 2027-12-22      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205738721.SRDLC                                     | 205738721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9495 | PA      | $9361.35      | 0.00%             | 2026-12-20      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A-2                                    | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1988000 | PA      | $1985884.77   | 0.12%             | 2030-04-08      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-1                                    | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1305000 | PA      | $1302035.04   | 0.08%             | 2028-04-07      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| 7636782.SRDSQ                                       | 7636782.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1627 | PA      | $996.17       | 0.00%             | 2025-09-28      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2024-1 Class A                                     | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3167000 | PA      | $3269032.82   | 0.20%             | 2028-04-07      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Jun25C 53                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2010.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       453 | NC      | $763338.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 8550157.SRDSQ                                       | 8550157.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $702.57       | 0.00%             | 2026-07-01      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8628339.SRDSQ                                       | 8628339.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9003 | PA      | $8421.57      | 0.00%             | 2026-07-17      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 213942177.SRDLC                                     | 213942177.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7647 | PA      | $7567.48      | 0.00%             | 2028-02-24      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 214004574.SRDLC                                     | 214004574.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24301 | PA      | $23515.18     | 0.00%             | 2030-01-31      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 130.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-956.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP CURRENCY FUT   Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1817 | NC      | $1262414.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 211443315.SRDLC                                     | 211443315.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3072 | PA      | $2864.87      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211463432.SRDLC                                     | 211463432.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19853 | PA      | $18298.15     | 0.00%             | 2030-04-11      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206764336.SRDLC                                     | 206764336.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22355 | PA      | $22022.70     | 0.00%             | 2027-02-20      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206773334.SRDLC                                     | 206773334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10294 | PA      | $10028.81     | 0.00%             | 2028-02-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 8184816.SRDSQ                                       | 8184816.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       574 | PA      | $545.74       | 0.00%             | 2026-03-14      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8345457.SRDSQ                                       | 8345457.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       183 | PA      | $175.25       | 0.00%             | 2026-05-03      | Fixed         | 4.82%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 200                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-84250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        70 | NC      | $-1170.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206547049.SRDLC                                     | 206547049.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7726 | PA      | $7338.56      | 0.00%             | 2027-02-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206556577.SRDLC                                     | 206556577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8932 | PA      | $8832.71      | 0.00%             | 2027-02-15      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 8629331.SRDSQ                                       | 8629331.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11240 | PA      | $9440.01      | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8632622.SRDSQ                                       | 8632622.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18454 | PA      | $17804.74     | 0.00%             | 2026-07-19      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 206822930.SRDLC                                     | 206822930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12195 | PA      | $11973.75     | 0.00%             | 2029-02-23      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206872570.SRDLC                                     | 206872570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3278 | PA      | $578.71       | 0.00%             | 2026-02-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BRL/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28400.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBM3910165.SRDUP                                    | CBM3910165.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1211 | PA      | $1219.29      | 0.00%             | 2028-08-02      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| 214079210.SRDLC                                     | 214079210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3694 | PA      | $3681.30      | 0.00%             | 2027-02-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214203497.SRDLC                                     | 214203497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3141 | PA      | $3055.38      | 0.00%             | 2027-03-03      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8352208.SRDSQ                                       | 8352208.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2352 | PA      | $1917.73      | 0.00%             | 2026-05-05      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8353062.SRDSQ                                       | 8353062.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4139 | PA      | $3919.33      | 0.00%             | 2026-05-05      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May25C 101                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May25C 90                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-43000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-2                                    | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3914000 | PA      | $3909759.18   | 0.23%             | 2030-04-08      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| 8200135.SRDSQ                                       | 8200135.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3157 | PA      | $3066.38      | 0.00%             | 2026-03-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8639673.SRDSQ                                       | 8639673.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4127 | PA      | $3875.16      | 0.00%             | 2026-07-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8640673.SRDSQ                                       | 8640673.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50501 | PA      | $48076.81     | 0.00%             | 2026-07-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L3303191.SRDUP                                      | L3303191.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9531 | PA      | $9723.99      | 0.00%             | 2027-12-22      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| L3335274.SRDUP                                      | L3335274.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11390 | PA      | $11549.09     | 0.00%             | 2027-08-05      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| CBM3911545.SRDUP                                    | CBM3911545.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42748 | PA      | $42523.14     | 0.00%             | 2029-01-03      | Fixed         | 18.21%                | Yes           |                  3 | On Loan: No      |
| CBM4008087.SRDUP                                    | CBM4008087.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1961 | PA      | $1973.63      | 0.00%             | 2028-10-06      | Fixed         | 18.12%                | Yes           |                  3 | On Loan: No      |
| 8370420.SRDSQ                                       | 8370420.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5607 | PA      | $5321.07      | 0.00%             | 2026-05-11      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8383564.SRDSQ                                       | 8383564.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5384 | PA      | $5190.70      | 0.00%             | 2026-05-14      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May25C 91                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-28000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May25C 92                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-7500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214363639.SRDLC                                     | 214363639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2196.19      | 0.00%             | 2027-02-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 214425331.SRDLC                                     | 214425331.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24059 | PA      | $23150.31     | 0.00%             | 2028-02-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8372058.SRDSQ                                       | 8372058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1945 | PA      | $1387.61      | 0.00%             | 2026-05-12      | Fixed         | 5.67%                 | Yes           |                  3 | On Loan: No      |
| 8390868.SRDSQ                                       | 8390868.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8073 | PA      | $7802.17      | 0.00%             | 2026-05-18      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8651366.SRDSQ                                       | 8651366.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13767 | PA      | $12984.88     | 0.00%             | 2026-07-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8651806.SRDSQ                                       | 8651806.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1498 | PA      | $1318.29      | 0.00%             | 2026-07-26      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10100                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-11500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10150                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-8820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8384766.SRDSQ                                       | 8384766.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12193 | PA      | $11272.77     | 0.00%             | 2026-05-15      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8387530.SRDSQ                                       | 8387530.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3305 | PA      | $3185.12      | 0.00%             | 2026-05-15      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L3391202.SRDUP                                      | L3391202.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4129 | PA      | $4190.37      | 0.00%             | 2027-09-11      | Fixed         | 16.98%                | Yes           |                  3 | On Loan: No      |
| L3500458.SRDUP                                      | L3500458.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $5016.37      | 0.00%             | 2027-10-13      | Fixed         | 19.10%                | Yes           |                  3 | On Loan: No      |
| 214909327.SRDLC                                     | 214909327.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21629 | PA      | $21568.51     | 0.00%             | 2029-03-25      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214959763.SRDLC                                     | 214959763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27725 | PA      | $27239.62     | 0.00%             | 2030-03-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8599671.SRDSQ                                       | 8599671.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12382 | PA      | $2487.63      | 0.00%             | 2026-07-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8605852.SRDSQ                                       | 8605852.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1402.48      | 0.00%             | 2026-07-09      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class A                                         | CUSIP: 27955KAA1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     20352 | PA      | $10465.22     | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class B                                         | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     18588 | PA      | $11753.64     | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 206783222.SRDLC                                     | 206783222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10181 | PA      | $910.14       | 0.00%             | 2029-02-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206843128.SRDLC                                     | 206843128.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2323 | PA      | $2254.60      | 0.00%             | 2027-02-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10200                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-5460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10250                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-2450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8406124.SRDSQ                                       | 8406124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12274 | PA      | $11708.87     | 0.00%             | 2026-05-21      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8550854.SRDSQ                                       | 8550854.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       624 | PA      | $602.07       | 0.00%             | 2026-07-01      | Fixed         | 4.92%                 | Yes           |                  3 | On Loan: No      |
| 210750773.SRDLC                                     | 210750773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4811 | PA      | $430.09       | 0.00%             | 2028-03-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210772424.SRDLC                                     | 210772424.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4033 | PA      | $3880.22      | 0.00%             | 2026-09-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8663001.SRDSQ                                       | 8663001.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23247 | PA      | $22076.77     | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8741796.SRDSQ                                       | 8741796.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    107119 | PA      | $100777.20    | 0.01%             | 2026-08-17      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 214623496.SRDLC                                     | 214623496.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5790 | PA      | $5682.95      | 0.00%             | 2027-02-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214809762.SRDLC                                     | 214809762.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13712 | PA      | $13332.67     | 0.00%             | 2028-03-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8876354.SRDSQ                                       | 8876354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12027 | PA      | $11134.80     | 0.00%             | 2026-09-23      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8885116.SRDSQ                                       | 8885116.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1443 | PA      | $1338.68      | 0.00%             | 2026-09-25      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 206995219.SRDLC                                     | 206995219.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7149 | PA      | $7097.63      | 0.00%             | 2026-03-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207180107.SRDLC                                     | 207180107.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19543 | PA      | $18196.33     | 0.00%             | 2027-04-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214993123.SRDLC                                     | 214993123.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23538 | PA      | $22767.90     | 0.00%             | 2028-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215205018.SRDLC                                     | 215205018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19553 | PA      | $19468.01     | 0.00%             | 2030-03-25      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 102                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -139 | NC      | $-66720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 103                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-97500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8556988.SRDSQ                                       | 8556988.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1070.47      | 0.00%             | 2026-07-03      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8561606.SRDSQ                                       | 8561606.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8951 | PA      | $8567.24      | 0.00%             | 2026-07-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205039537.SRDLC                                     | 205039537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12240 | PA      | $12201.61     | 0.00%             | 2027-11-15      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205175555.SRDLC                                     | 205175555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       769 | PA      | $771.21       | 0.00%             | 2026-11-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10400                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10450                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910222.SRDUP                                    | CBM3910222.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5101 | PA      | $5038.53      | 0.00%             | 2026-08-02      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| CBM3912220.SRDUP                                    | CBM3912220.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       803 | PA      | $813.99       | 0.00%             | 2028-08-03      | Fixed         | 27.72%                | Yes           |                  3 | On Loan: No      |
| 215284725.SRDLC                                     | 215284725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3900 | PA      | $3819.98      | 0.00%             | 2027-04-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215594160.SRDLC                                     | 215594160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6319.49      | 0.00%             | 2028-04-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8633420.SRDSQ                                       | 8633420.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2634 | PA      | $2548.22      | 0.00%             | 2026-07-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8635380.SRDSQ                                       | 8635380.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1948 | PA      | $1878.55      | 0.00%             | 2026-07-21      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 104                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -231 | NC      | $-71610.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 105                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-50000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8787339.SRDSQ                                       | 8787339.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5286 | PA      | $4349.87      | 0.00%             | 2026-08-28      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8789467.SRDSQ                                       | 8789467.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2729 | PA      | $2356.93      | 0.00%             | 2026-09-01      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 214804232.SRDLC                                     | 214804232.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1952 | PA      | $1943.08      | 0.00%             | 2028-03-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214804523.SRDLC                                     | 214804523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7788 | PA      | $7701.52      | 0.00%             | 2028-03-06      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10500                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10550                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207576650.SRDLC                                     | 207576650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6504.96      | 0.00%             | 2028-04-17      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 207903452.SRDLC                                     | 207903452.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2414 | PA      | $2353.31      | 0.00%             | 2026-04-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211279182.SRDLC                                     | 211279182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8543 | PA      | $8462.38      | 0.00%             | 2027-10-22      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211439322.SRDLC                                     | 211439322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3619 | PA      | $3413.64      | 0.00%             | 2028-10-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 106                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-25000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 107                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -57 | NC      | $-9120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205147581.SRDLC                                     | 205147581.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8577 | PA      | $8359.31      | 0.00%             | 2028-11-09      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205177928.SRDLC                                     | 205177928.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8548 | PA      | $8677.66      | 0.00%             | 2028-11-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8796623.SRDSQ                                       | 8796623.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3992 | PA      | $3452.97      | 0.00%             | 2026-09-04      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8801337.SRDSQ                                       | 8801337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2973 | PA      | $2856.44      | 0.00%             | 2026-09-05      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| CBM3957261.SRDUP                                    | CBM3957261.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2161 | PA      | $148.20       | 0.00%             | 2028-09-05      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| CBM4008371.SRDUP                                    | CBM4008371.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2630 | PA      | $2593.71      | 0.00%             | 2028-10-06      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10600                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10650                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204062213.SRDLC                                     | 204062213.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21755 | PA      | $21307.10     | 0.00%             | 2028-09-18      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 204148665.SRDLC                                     | 204148665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30799 | PA      | $30204.20     | 0.00%             | 2028-09-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class A                                   | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5738000 | PA      | $6005694.91   | 0.36%             | 2027-05-13      | Floating      | 14.78%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class B                                   | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5842000 | PA      | $6090045.48   | 0.37%             | 2027-05-13      | Floating      | 15.78%                | Yes           |                  2 | On Loan: No      |
| L4008451.SRDUP                                      | L4008451.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7076 | PA      | $7125.01      | 0.00%             | 2028-10-06      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| L5175744.SRDUP                                      | L5175744.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3377.05      | 0.00%             | 2028-04-02      | Fixed         | 15.98%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 70.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -95 | NC      | $-25650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 70.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -191 | NC      | $-49660.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210880758.SRDLC                                     | 210880758.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4496 | PA      | $4329.90      | 0.00%             | 2026-09-16      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 210987318.SRDLC                                     | 210987318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6328 | PA      | $1075.61      | 0.00%             | 2026-09-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 108                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25C 109                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-5000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8809251.SRDSQ                                       | 8809251.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4111 | PA      | $3862.49      | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8821729.SRDSQ                                       | 8821729.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $642.97       | 0.00%             | 2026-09-11      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8635399.SRDSQ                                       | 8635399.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10305 | PA      | $9535.92      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8637656.SRDSQ                                       | 8637656.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14435 | PA      | $13705.13     | 0.00%             | 2026-07-22      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 214917602.SRDLC                                     | 214917602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5930 | PA      | $5723.94      | 0.00%             | 2029-03-12      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214959465.SRDLC                                     | 214959465.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10749 | PA      | $10593.98     | 0.00%             | 2029-03-12      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| CBM5177119.SRDUP                                    | CBM5177119.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.84      | 0.00%             | 2030-04-03      | Fixed         | 27.65%                | Yes           |                  3 | On Loan: No      |
| DRB5177294.SRDUP                                    | DRB5177294.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1091 | PA      | $1080.99      | 0.00%             | 2028-04-03      | Fixed         | 22.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 83                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 85                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-6750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211178003.SRDLC                                     | 211178003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4223 | PA      | $3998.63      | 0.00%             | 2028-10-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211256027.SRDLC                                     | 211256027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8392 | PA      | $7835.63      | 0.00%             | 2029-10-03      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L5177166.SRDUP                                      | L5177166.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $12948.22     | 0.00%             | 2028-04-03      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| L5181218.SRDUP                                      | L5181218.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2988.81      | 0.00%             | 2028-04-04      | Fixed         | 10.67%                | Yes           |                  3 | On Loan: No      |
| 8643396.SRDSQ                                       | 8643396.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       724 | PA      | $688.83       | 0.00%             | 2026-07-23      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8650841.SRDSQ                                       | 8650841.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9123 | PA      | $8375.96      | 0.00%             | 2026-07-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8846965.SRDSQ                                       | 8846965.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11329 | PA      | $10622.24     | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8861631.SRDSQ                                       | 8861631.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10290 | PA      | $9602.14      | 0.00%             | 2026-09-19      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 86                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-12500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 87                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -209 | NC      | $-22990.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3331716.SRDUP                                     | FW3331716.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10216 | PA      | $10375.55     | 0.00%             | 2027-08-04      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| FW3392184.SRDUP                                     | FW3392184.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5693 | PA      | $822.12       | 0.00%             | 2027-09-15      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class C                                   | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4157350.00   | 0.25%             | 2027-05-13      | Floating      | 17.03%                | Yes           |                  2 | On Loan: No      |
| Finca Re Ltd                                        | Finca Re 2022-1 Class A                                           | CUSIP: 31771QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    406000 | PA      | $407280.52    | 0.02%             | 2025-06-06      | Floating      | 12.54%                | Yes           |                  2 | On Loan: No      |
| 204322219.SRDLC                                     | 204322219.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4872 | PA      | $4960.85      | 0.00%             | 2028-10-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204534263.SRDLC                                     | 204534263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1754 | PA      | $1735.91      | 0.00%             | 2026-10-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | E-Mini Russ 2000  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-59634.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 66.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8782871.SRDSQ                                       | 8782871.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7920 | PA      | $7124.33      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8783942.SRDSQ                                       | 8783942.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     70292 | PA      | $64033.26     | 0.00%             | 2026-08-28      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 211261524.SRDLC                                     | 211261524.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $4961.37      | 0.00%             | 2027-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211282870.SRDLC                                     | 211282870.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5954 | PA      | $532.27       | 0.00%             | 2029-10-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8865085.SRDSQ                                       | 8865085.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2701 | PA      | $2520.34      | 0.00%             | 2026-09-20      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8865123.SRDSQ                                       | 8865123.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6494 | PA      | $6085.73      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 67                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -56 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 67.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -99 | NC      | $-495.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211486185.SRDLC                                     | 211486185.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4946 | PA      | $4279.01      | 0.00%             | 2027-02-25      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211522163.SRDLC                                     | 211522163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4967 | PA      | $4763.94      | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214981281.SRDLC                                     | 214981281.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14737 | PA      | $14332.08     | 0.00%             | 2030-03-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215030341.SRDLC                                     | 215030341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4335 | PA      | $4247.21      | 0.00%             | 2027-03-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 91                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -119 | NC      | $-28560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 92                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-2700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8866113.SRDSQ                                       | 8866113.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5948 | PA      | $5557.80      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8873158.SRDSQ                                       | 8873158.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5275 | PA      | $4912.46      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206903125.SRDLC                                     | 206903125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3046 | PA      | $2959.15      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206908138.SRDLC                                     | 206908138.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       586 | PA      | $586.83       | 0.00%             | 2026-02-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8796868.SRDSQ                                       | 8796868.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23950 | PA      | $22419.72     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8800500.SRDSQ                                       | 8800500.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $1060.19      | 0.00%             | 2026-09-05      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -490 | NC      | $-1567986.25  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Jun25P 295                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-39500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli                      | First American Government Obligations Fund                        | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  44987837 | NS      | $44987836.86  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| First Coast Re IV Ltd.                              | First Coast Re IV 2025-1 Class B                                  | CUSIP: 31969UAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    335000 | PA      | $333995.00    | 0.02%             | 2028-03-10      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| FW3499853.SRDUP                                     | FW3499853.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1679 | PA      | $547.95       | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW4011520.SRDUP                                     | FW4011520.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2322 | PA      | $2317.98      | 0.00%             | 2028-10-10      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 212389539.SRDLC                                     | 212389539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6223 | PA      | $5880.64      | 0.00%             | 2029-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212506203.SRDLC                                     | 212506203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6541 | PA      | $6206.23      | 0.00%             | 2028-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10700                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10750                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-980.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8875165.SRDSQ                                       | 8875165.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25862 | PA      | $24240.22     | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM3910258.SRDUP                                    | CBM3910258.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17071 | PA      | $16764.94     | 0.00%             | 2029-06-02      | Fixed         | 26.04%                | Yes           |                  3 | On Loan: No      |
| 8801763.SRDSQ                                       | 8801763.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30834 | PA      | $28745.74     | 0.00%             | 2026-09-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8803444.SRDSQ                                       | 8803444.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6112 | PA      | $5798.78      | 0.00%             | 2026-09-05      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 68                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -104 | NC      | $-520.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 68.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -81 | NC      | $-405.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5187709.SRDUP                                     | FW5187709.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3373.12      | 0.00%             | 2028-04-07      | Fixed         | 18.82%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 4.25                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-7488.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Jun25P 300                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -300 | NC      | $-196500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $8185.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 215215270.SRDLC                                     | 215215270.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16205 | PA      | $16162.12     | 0.00%             | 2029-03-24      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 215689992.SRDLC                                     | 215689992.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9779.31      | 0.00%             | 2028-04-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| CBM3958361.SRDUP                                    | CBM3958361.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $936.93       | 0.00%             | 2028-09-05      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| CBM4009136.SRDUP                                    | CBM4009136.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19619 | PA      | $19756.47     | 0.00%             | 2028-10-06      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| 8808968.SRDSQ                                       | 8808968.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12377 | PA      | $11445.50     | 0.00%             | 2026-09-06      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8826954.SRDSQ                                       | 8826954.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8263 | PA      | $7739.55      | 0.00%             | 2026-09-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205190152.SRDLC                                     | 205190152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $5182.78      | 0.00%             | 2028-11-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205212520.SRDLC                                     | 205212520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4274 | PA      | $4344.92      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1075                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -190 | NC      | $-731500.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.11                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -334 | NC      | $-1189875.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 71                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -220 | NC      | $-52800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 71.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -103 | NC      | $-23690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5177051.SRDUP                                    | CBM5177051.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1872.71      | 0.00%             | 2030-04-03      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| CBM5177195.SRDUP                                    | CBM5177195.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5420.34      | 0.00%             | 2028-04-03      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPI 200 FUTURES   Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       204 | NC      | $669367.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 8827388.SRDSQ                                       | 8827388.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24662 | PA      | $23197.17     | 0.00%             | 2026-09-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8828400.SRDSQ                                       | 8828400.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1961 | PA      | $1846.50      | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 4.3                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -165 | NC      | $-42735.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3331070.SRDUP                                      | L3331070.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       792 | PA      | $811.06       | 0.00%             | 2027-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -177 | NC      | $382741.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 69                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -139 | NC      | $-56990.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212520627.SRDLC                                     | 212520627.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4072 | PA      | $3803.62      | 0.00%             | 2027-11-20      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 214019942.SRDLC                                     | 214019942.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39244 | PA      | $39035.37     | 0.00%             | 2031-02-11      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1125                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -112 | NC      | $-365400.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.115                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -271 | NC      | $-806225.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| 205782335.SRDLC                                     | 205782335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2363 | PA      | $194.65       | 0.00%             | 2027-01-08      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206476410.SRDLC                                     | 206476410.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6730 | PA      | $6460.76      | 0.00%             | 2028-02-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| CBM5186409.SRDUP                                    | CBM5186409.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4542.97      | 0.00%             | 2030-04-07      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| DRB4992582.SRDUP                                    | DRB4992582.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3738 | PA      | $3608.62      | 0.00%             | 2030-02-04      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| 211442183.SRDLC                                     | 211442183.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10513 | PA      | $9862.02      | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211462436.SRDLC                                     | 211462436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1963 | PA      | $1883.38      | 0.00%             | 2026-10-11      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206985529.SRDLC                                     | 206985529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22403 | PA      | $22087.83     | 0.00%             | 2027-02-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 207817410.SRDLC                                     | 207817410.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7333 | PA      | $6911.51      | 0.00%             | 2027-04-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214417488.SRDLC                                     | 214417488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22245 | PA      | $21791.72     | 0.00%             | 2027-02-19      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214864050.SRDLC                                     | 214864050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24753 | PA      | $24669.71     | 0.00%             | 2031-03-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205205799.SRDLC                                     | 205205799.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6392 | PA      | $6460.58      | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205212215.SRDLC                                     | 205212215.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12554 | PA      | $12299.99     | 0.00%             | 2026-11-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2021-SFR1 Trust                                    | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1929144.98   | 0.12%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  3 | On Loan: No      |
| Fish Pond Re Ltd.                                   | Fish Pond Re 2024-1 Class A                                       | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1686000 | PA      | $1722449.63   | 0.10%             | 2027-01-08      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| DRB5001264.SRDUP                                    | DRB5001264.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8559 | PA      | $8266.04      | 0.00%             | 2030-02-05      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| DRB5004785.SRDUP                                    | DRB5004785.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7671 | PA      | $7412.96      | 0.00%             | 2030-02-06      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 69.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -137 | NC      | $-52060.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 69.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -167 | NC      | $-58450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207832196.SRDLC                                     | 207832196.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6979 | PA      | $6581.18      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210166285.SRDLC                                     | 210166285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23237 | PA      | $21869.13     | 0.00%             | 2029-09-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206487273.SRDLC                                     | 206487273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6487 | PA      | $6381.11      | 0.00%             | 2027-02-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 206520552.SRDLC                                     | 206520552.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       476 | PA      | $471.43       | 0.00%             | 2026-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214874341.SRDLC                                     | 214874341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5902 | PA      | $5701.56      | 0.00%             | 2029-03-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215030645.SRDLC                                     | 215030645.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9817 | PA      | $9463.54      | 0.00%             | 2028-03-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205124664.SRDLC                                     | 205124664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1846.23      | 0.00%             | 2026-11-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205132565.SRDLC                                     | 205132565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9409 | PA      | $9493.76      | 0.00%             | 2026-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3337038.SRDUP                                      | L3337038.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       822 | PA      | $836.60       | 0.00%             | 2027-08-08      | Fixed         | 13.11%                | Yes           |                  3 | On Loan: No      |
| L5010156.SRDUP                                      | L5010156.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3428 | PA      | $3348.73      | 0.00%             | 2030-02-07      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| 211520253.SRDLC                                     | 211520253.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2746 | PA      | $2593.79      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211583363.SRDLC                                     | 211583363.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7532 | PA      | $6994.03      | 0.00%             | 2027-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214885389.SRDLC                                     | 214885389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19375 | PA      | $18747.73     | 0.00%             | 2027-03-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214962234.SRDLC                                     | 214962234.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9916 | PA      | $9591.73      | 0.00%             | 2030-03-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006352.SRDUP                                    | DRB5006352.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10814 | PA      | $10451.71     | 0.00%             | 2030-02-06      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| DRB5010011.SRDUP                                    | DRB5010011.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5709 | PA      | $5518.27      | 0.00%             | 2030-02-07      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1175                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -44 | NC      | $-118800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.12                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -270 | NC      | $-654750.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 215962292.SRDLC                                     | 215962292.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16500 | PA      | $16158.09     | 0.00%             | 2030-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215970905.SRDLC                                     | 215970905.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3850 | PA      | $3776.71      | 0.00%             | 2028-04-22      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211118029.SRDLC                                     | 211118029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15364 | PA      | $14633.44     | 0.00%             | 2028-09-30      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211308691.SRDLC                                     | 211308691.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10517 | PA      | $9830.06      | 0.00%             | 2029-10-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 57.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -161 | NC      | $-294630.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 57.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -209 | NC      | $-397100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 205227125.SRDLC                                     | 205227125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10507 | PA      | $10012.14     | 0.00%             | 2028-11-01      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| 205312683.SRDLC                                     | 205312683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11117 | PA      | $10930.47     | 0.00%             | 2028-11-17      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 204971844.SRDLC                                     | 204971844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6091 | PA      | $6023.19      | 0.00%             | 2026-11-02      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 205194317.SRDLC                                     | 205194317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20946 | PA      | $21222.85     | 0.00%             | 2028-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| DRB5177853.SRDUP                                    | DRB5177853.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4980.55      | 0.00%             | 2028-04-03      | Fixed         | 11.42%                | Yes           |                  3 | On Loan: No      |
| DRB5189532.SRDUP                                    | DRB5189532.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5825.22      | 0.00%             | 2028-04-07      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| 204710073.SRDLC                                     | 204710073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12659 | PA      | $12978.72     | 0.00%             | 2028-10-25      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 204710527.SRDLC                                     | 204710527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14514 | PA      | $14611.77     | 0.00%             | 2027-10-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206613496.SRDLC                                     | 206613496.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $3539.11      | 0.00%             | 2027-02-08      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 206942611.SRDLC                                     | 206942611.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8389 | PA      | $8005.54      | 0.00%             | 2028-03-04      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211528697.SRDLC                                     | 211528697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13812 | PA      | $13464.98     | 0.00%             | 2027-10-11      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 211536578.SRDLC                                     | 211536578.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5190 | PA      | $4978.72      | 0.00%             | 2026-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210968412.SRDLC                                     | 210968412.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2565 | PA      | $2398.42      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211147222.SRDLC                                     | 211147222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20492 | PA      | $20265.60     | 0.00%             | 2027-10-03      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| FW3305228.SRDUP                                     | FW3305228.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11988 | PA      | $12391.93     | 0.00%             | 2027-07-25      | Fixed         | 24.48%                | Yes           |                  3 | On Loan: No      |
| FW3341930.SRDUP                                     | FW3341930.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4015 | PA      | $4079.23      | 0.00%             | 2027-08-09      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.125                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -120 | NC      | $-229500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.13                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -77 | NC      | $-113575.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 57.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -245 | NC      | $-482650.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 58                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -271 | NC      | $-552840.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| L5010167.SRDUP                                      | L5010167.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3324 | PA      | $3258.71      | 0.00%             | 2030-02-07      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| L5181286.SRDUP                                      | L5181286.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3367.53      | 0.00%             | 2030-04-04      | Fixed         | 22.62%                | Yes           |                  3 | On Loan: No      |
| 205198404.SRDLC                                     | 205198404.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10785 | PA      | $10636.10     | 0.00%             | 2026-11-20      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205202993.SRDLC                                     | 205202993.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5129 | PA      | $5214.12      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207204843.SRDLC                                     | 207204843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10866 | PA      | $10427.45     | 0.00%             | 2029-03-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207452833.SRDLC                                     | 207452833.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7802 | PA      | $1816.05      | 0.00%             | 2027-04-01      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211468089.SRDLC                                     | 211468089.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10654 | PA      | $7592.03      | 0.00%             | 2026-10-11      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211487350.SRDLC                                     | 211487350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2383 | PA      | $2288.50      | 0.00%             | 2026-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.135                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -57 | NC      | $-62700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.14                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-4725.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3344219.SRDUP                                     | FW3344219.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8157 | PA      | $8380.94      | 0.00%             | 2028-01-10      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| FW3344973.SRDUP                                     | FW3344973.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2283 | PA      | $2346.15      | 0.00%             | 2027-08-10      | Fixed         | 24.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 58.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -221 | NC      | $-466310.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 58.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -227 | NC      | $-497130.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 212047088.SRDLC                                     | 212047088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32636 | PA      | $32262.41     | 0.00%             | 2029-11-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212372559.SRDLC                                     | 212372559.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1693.37      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207686565.SRDLC                                     | 207686565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4546 | PA      | $4378.36      | 0.00%             | 2028-04-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207747299.SRDLC                                     | 207747299.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1106 | PA      | $1078.13      | 0.00%             | 2026-04-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205239311.SRDLC                                     | 205239311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12999 | PA      | $12754.87     | 0.00%             | 2028-12-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205921450.SRDLC                                     | 205921450.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17204 | PA      | $16540.84     | 0.00%             | 2028-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 201                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -82 | NC      | $-243540.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 202                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-128500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.06                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -31 | NC      | $-193.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.065                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-156.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211507102.SRDLC                                     | 211507102.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3949 | PA      | $3791.54      | 0.00%             | 2026-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211567724.SRDLC                                     | 211567724.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12836 | PA      | $12630.48     | 0.00%             | 2027-10-20      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212452187.SRDLC                                     | 212452187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17254 | PA      | $16306.33     | 0.00%             | 2029-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212557371.SRDLC                                     | 212557371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $4531.87      | 0.00%             | 2029-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| FW3393921.SRDUP                                     | FW3393921.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1417 | PA      | $1460.48      | 0.00%             | 2028-02-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| FW3501310.SRDUP                                     | FW3501310.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       829 | PA      | $827.67       | 0.00%             | 2027-10-21      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| 206243225.SRDLC                                     | 206243225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7559 | PA      | $675.79       | 0.00%             | 2029-02-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206471807.SRDLC                                     | 206471807.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3578 | PA      | $3425.14      | 0.00%             | 2027-02-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 203                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-218000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 204                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-179000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 58.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -274 | NC      | $-621980.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 59                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -263 | NC      | $-618050.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 207935335.SRDLC                                     | 207935335.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5427 | PA      | $5182.83      | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 208022793.SRDLC                                     | 208022793.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11347 | PA      | $11183.86     | 0.00%             | 2029-04-29      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 206290598.SRDLC                                     | 206290598.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7507 | PA      | $1154.18      | 0.00%             | 2029-02-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206373201.SRDLC                                     | 206373201.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5312 | PA      | $5084.30      | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.07                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -51 | NC      | $-318.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.075                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -100 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213559151.SRDLC                                     | 213559151.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12187 | PA      | $11682.32     | 0.00%             | 2028-01-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213668415.SRDLC                                     | 213668415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12274 | PA      | $11781.25     | 0.00%             | 2028-01-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211810054.SRDLC                                     | 211810054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33262 | PA      | $32976.56     | 0.00%             | 2027-10-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 212139079.SRDLC                                     | 212139079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12165 | PA      | $11538.34     | 0.00%             | 2029-11-20      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206511840.SRDLC                                     | 206511840.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17129 | PA      | $16334.42     | 0.00%             | 2029-02-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206538499.SRDLC                                     | 206538499.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8997 | PA      | $8538.32      | 0.00%             | 2029-10-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 205                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-176250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 206                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -178 | NC      | $-186900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3541863.SRDUP                                     | FW3541863.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4594 | PA      | $4713.35      | 0.00%             | 2027-11-01      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| FW3913845.SRDUP                                     | FW3913845.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3351 | PA      | $3322.76      | 0.00%             | 2026-08-04      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| 207411843.SRDLC                                     | 207411843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       830 | PA      | $807.51       | 0.00%             | 2026-04-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207474306.SRDLC                                     | 207474306.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1056.51      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.08                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-912.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.0825                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -80 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215621317.SRDLC                                     | 215621317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8400 | PA      | $8187.64      | 0.00%             | 2030-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215690065.SRDLC                                     | 215690065.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1956.95      | 0.00%             | 2027-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 59.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -239 | NC      | $-583160.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 59.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -259 | NC      | $-655270.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 206943401.SRDLC                                     | 206943401.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12022 | PA      | $1986.19      | 0.00%             | 2027-03-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207148926.SRDLC                                     | 207148926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27470 | PA      | $26996.39     | 0.00%             | 2027-03-13      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 207771683.SRDLC                                     | 207771683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $2782.86      | 0.00%             | 2026-04-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207902617.SRDLC                                     | 207902617.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7243 | PA      | $6871.49      | 0.00%             | 2029-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212352874.SRDLC                                     | 212352874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14166 | PA      | $13428.69     | 0.00%             | 2028-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212366195.SRDLC                                     | 212366195.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2511 | PA      | $2403.55      | 0.00%             | 2026-11-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.085                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -339 | NC      | $-2118.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.0875                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -226 | NC      | $-1412.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3954538.SRDUP                                     | FW3954538.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2963 | PA      | $2983.05      | 0.00%             | 2028-09-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3960098.SRDUP                                     | FW3960098.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2030 | PA      | $2036.61      | 0.00%             | 2028-09-05      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 207                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-36500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 208                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214410118.SRDLC                                     | 214410118.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14792 | PA      | $14264.83     | 0.00%             | 2030-02-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214412488.SRDLC                                     | 214412488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28023 | PA      | $27957.18     | 0.00%             | 2028-02-18      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 212486678.SRDLC                                     | 212486678.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2839.87      | 0.00%             | 2026-11-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212498228.SRDLC                                     | 212498228.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19278 | PA      | $18192.02     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211254728.SRDLC                                     | 211254728.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2631 | PA      | $2438.11      | 0.00%             | 2027-10-01      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211275320.SRDLC                                     | 211275320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8046 | PA      | $7778.05      | 0.00%             | 2026-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 59.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -276 | NC      | $-723120.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 60                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -262 | NC      | $-710020.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4012577.SRDUP                                     | FW4012577.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17521 | PA      | $17674.50     | 0.00%             | 2028-10-10      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| FW4996241.SRDUP                                     | FW4996241.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5578 | PA      | $5462.16      | 0.00%             | 2030-02-03      | Fixed         | 18.97%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P18475                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P18500                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2022-1 Class B                                      | CUSIP: 33975CAK1<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    296537 | PA      | $204254.49    | 0.01%             | 2029-02-26      | Floating      | 18.62%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class A                                      | CUSIP: 33975CAM7<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   3239000 | PA      | $3214707.50   | 0.19%             | 2026-03-11      | Floating      | 21.43%                | Yes           |                  2 | On Loan: No      |
| 212532732.SRDLC                                     | 212532732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5437 | PA      | $5066.46      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213679721.SRDLC                                     | 213679721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2247.61      | 0.00%             | 2027-01-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205837984.SRDLC                                     | 205837984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7018 | PA      | $6928.32      | 0.00%             | 2026-12-28      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 205894295.SRDLC                                     | 205894295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17309 | PA      | $17320.49     | 0.00%             | 2027-12-28      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 207486299.SRDLC                                     | 207486299.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8157 | PA      | $7941.88      | 0.00%             | 2026-04-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207645534.SRDLC                                     | 207645534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2214 | PA      | $2049.66      | 0.00%             | 2027-08-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       343 | NC      | $311520.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB4997220.SRDUP                                    | DRB4997220.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4131 | PA      | $3987.81      | 0.00%             | 2030-02-04      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| 214689505.SRDLC                                     | 214689505.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4938 | PA      | $4910.69      | 0.00%             | 2030-03-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 214768954.SRDLC                                     | 214768954.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9748 | PA      | $9716.28      | 0.00%             | 2028-03-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.09                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -398 | NC      | $-4975.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.095                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-312.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17600                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17625                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-18000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211492022.SRDLC                                     | 211492022.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2670 | PA      | $2476.76      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211499476.SRDLC                                     | 211499476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22168 | PA      | $20965.08     | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW4996422.SRDUP                                     | FW4996422.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7111 | PA      | $6942.06      | 0.00%             | 2028-02-03      | Fixed         | 24.78%                | Yes           |                  3 | On Loan: No      |
| FW4998036.SRDUP                                     | FW4998036.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       953 | PA      | $943.47       | 0.00%             | 2028-02-04      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| 214891962.SRDLC                                     | 214891962.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19979 | PA      | $19546.54     | 0.00%             | 2030-03-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214957342.SRDLC                                     | 214957342.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5174 | PA      | $5068.10      | 0.00%             | 2027-03-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 213716975.SRDLC                                     | 213716975.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22770 | PA      | $21994.68     | 0.00%             | 2029-01-01      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214195012.SRDLC                                     | 214195012.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19880 | PA      | $19790.90     | 0.00%             | 2028-02-06      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| FW5177345.SRDUP                                     | FW5177345.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $2069.53      | 0.00%             | 2030-04-03      | Fixed         | 31.81%                | Yes           |                  3 | On Loan: No      |
| L3298339.SRDUP                                      | L3298339.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       157 | PA      | $156.98       | 0.00%             | 2025-07-21      | Fixed         | 16.93%                | Yes           |                  3 | On Loan: No      |
| 210484039.SRDLC                                     | 210484039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11158 | PA      | $11035.82     | 0.00%             | 2027-09-13      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 210603757.SRDLC                                     | 210603757.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7215 | PA      | $6701.35      | 0.00%             | 2027-09-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7682896.SRDSQ                                       | 7682896.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       204 | PA      | $196.64       | 0.00%             | 2025-10-11      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7721857.SRDSQ                                       | 7721857.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6392 | PA      | $6190.23      | 0.00%             | 2025-10-25      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 211613974.SRDLC                                     | 211613974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17988 | PA      | $17844.59     | 0.00%             | 2027-10-17      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 211617223.SRDLC                                     | 211617223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2602 | PA      | $2499.96      | 0.00%             | 2026-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006719.SRDUP                                    | DRB5006719.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $2568.95      | 0.00%             | 2030-02-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB5007514.SRDUP                                    | DRB5007514.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5077 | PA      | $5091.37      | 0.00%             | 2030-02-06      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17650                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27 | NC      | $-27000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17675                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-25000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211449835.SRDLC                                     | 211449835.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15463 | PA      | $14655.43     | 0.00%             | 2027-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211500663.SRDLC                                     | 211500663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2269 | PA      | $2131.25      | 0.00%             | 2027-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8403716.SRDSQ                                       | 8403716.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9359 | PA      | $9040.79      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8406018.SRDSQ                                       | 8406018.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2657 | PA      | $2509.08      | 0.00%             | 2026-05-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 211645327.SRDLC                                     | 211645327.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20353 | PA      | $18940.43     | 0.00%             | 2027-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212378738.SRDLC                                     | 212378738.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9109 | PA      | $8479.62      | 0.00%             | 2027-11-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204819660.SRDLC                                     | 204819660.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $9750.28      | 0.00%             | 2026-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204827026.SRDLC                                     | 204827026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5483 | PA      | $5453.22      | 0.00%             | 2026-10-26      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5008401.SRDUP                                    | DRB5008401.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $948.54       | 0.00%             | 2030-02-07      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| DRB5010170.SRDUP                                    | DRB5010170.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32225 | PA      | $31166.52     | 0.00%             | 2030-02-07      | Fixed         | 27.31%                | Yes           |                  3 | On Loan: No      |
| L3325322.SRDUP                                      | L3325322.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5529 | PA      | $5662.87      | 0.00%             | 2027-08-02      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3328509.SRDUP                                      | L3328509.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3842 | PA      | $3905.80      | 0.00%             | 2028-01-05      | Fixed         | 17.07%                | Yes           |                  3 | On Loan: No      |
| 8333756.SRDSQ                                       | 8333756.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4927 | PA      | $4785.00      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8338336.SRDSQ                                       | 8338336.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $696.66       | 0.00%             | 2026-04-30      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.1                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -19 | NC      | $-475.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.105                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -51 | NC      | $-1912.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213469359.SRDLC                                     | 213469359.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28624 | PA      | $28302.39     | 0.00%             | 2029-01-17      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 213703522.SRDLC                                     | 213703522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5379 | PA      | $5212.47      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205154048.SRDLC                                     | 205154048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11456 | PA      | $11395.75     | 0.00%             | 2025-11-22      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205195617.SRDLC                                     | 205195617.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12340 | PA      | $3241.85      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17700                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27 | NC      | $-27270.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17725                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-32000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177383.SRDUP                                    | DRB5177383.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5420.06      | 0.00%             | 2030-04-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| FW4008566.SRDUP                                     | FW4008566.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $993.73       | 0.00%             | 2028-10-06      | Fixed         | 28.05%                | Yes           |                  3 | On Loan: No      |
| 8415884.SRDSQ                                       | 8415884.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3588 | PA      | $516.97       | 0.00%             | 2026-05-25      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8419350.SRDSQ                                       | 8419350.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2695 | PA      | $2510.91      | 0.00%             | 2026-05-25      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 213726891.SRDLC                                     | 213726891.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10725 | PA      | $10285.28     | 0.00%             | 2030-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213766610.SRDLC                                     | 213766610.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26087 | PA      | $25751.33     | 0.00%             | 2028-01-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207866407.SRDLC                                     | 207866407.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18281 | PA      | $17425.28     | 0.00%             | 2028-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207918931.SRDLC                                     | 207918931.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7987 | PA      | $7608.75      | 0.00%             | 2027-04-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.125                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -48 | NC      | $-14400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.1275                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -7 | NC      | $-2625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3336710.SRDUP                                      | L3336710.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2492 | PA      | $2536.64      | 0.00%             | 2027-08-08      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| L3337295.SRDUP                                      | L3337295.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16096 | PA      | $16347.45     | 0.00%             | 2027-08-08      | Fixed         | 18.29%                | Yes           |                  3 | On Loan: No      |
| FW5009886.SRDUP                                     | FW5009886.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41554 | PA      | $40185.94     | 0.00%             | 2030-02-07      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| FW5010376.SRDUP                                     | FW5010376.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42485 | PA      | $41999.08     | 0.00%             | 2030-02-07      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| 214266361.SRDLC                                     | 214266361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12720 | PA      | $12350.72     | 0.00%             | 2030-02-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214315517.SRDLC                                     | 214315517.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23409 | PA      | $23296.16     | 0.00%             | 2030-02-24      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 213958723.SRDLC                                     | 213958723.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3825 | PA      | $3645.18      | 0.00%             | 2028-01-31      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213996069.SRDLC                                     | 213996069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15175 | PA      | $14747.56     | 0.00%             | 2027-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210905432.SRDLC                                     | 210905432.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8908 | PA      | $8630.69      | 0.00%             | 2026-09-16      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210918039.SRDLC                                     | 210918039.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4488 | PA      | $4318.86      | 0.00%             | 2026-09-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8543302.SRDSQ                                       | 8543302.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $1726.02      | 0.00%             | 2026-06-30      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8544911.SRDSQ                                       | 8544911.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28033 | PA      | $26248.44     | 0.00%             | 2026-06-30      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 402.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-167231.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 405                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-198675.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17750                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15 | NC      | $-15000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17775                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7663746.SRDSQ                                       | 7663746.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1984 | PA      | $1347.41      | 0.00%             | 2025-10-04      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 7705381.SRDSQ                                       | 7705381.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       227 | PA      | $198.33       | 0.00%             | 2025-10-19      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| L3337326.SRDUP                                      | L3337326.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $764.47       | 0.00%             | 2028-01-08      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| L3341749.SRDUP                                      | L3341749.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4792 | PA      | $4872.89      | 0.00%             | 2027-08-24      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| 205789836.SRDLC                                     | 205789836.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7680 | PA      | $7402.31      | 0.00%             | 2026-12-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205800726.SRDLC                                     | 205800726.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28938 | PA      | $28454.72     | 0.00%             | 2028-12-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 210937146.SRDLC                                     | 210937146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8819 | PA      | $8240.53      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211032556.SRDLC                                     | 211032556.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10285 | PA      | $9679.41      | 0.00%             | 2028-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207984224.SRDLC                                     | 207984224.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4446 | PA      | $4293.14      | 0.00%             | 2028-04-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210679636.SRDLC                                     | 210679636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15292 | PA      | $15113.78     | 0.00%             | 2027-09-06      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 8185106.SRDSQ                                       | 8185106.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1405 | PA      | $1376.07      | 0.00%             | 2026-03-14      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8199313.SRDSQ                                       | 8199313.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2114 | PA      | $803.87       | 0.00%             | 2026-03-19      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 8552616.SRDSQ                                       | 8552616.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9659.77      | 0.00%             | 2026-07-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8553006.SRDSQ                                       | 8553006.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2403 | PA      | $2315.37      | 0.00%             | 2026-07-02      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 211196227.SRDLC                                     | 211196227.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11002 | PA      | $10503.94     | 0.00%             | 2028-10-11      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211240387.SRDLC                                     | 211240387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9297 | PA      | $8716.64      | 0.00%             | 2028-10-01      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 214443732.SRDLC                                     | 214443732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11177 | PA      | $10829.80     | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214776290.SRDLC                                     | 214776290.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4912 | PA      | $4780.24      | 0.00%             | 2028-03-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205195966.SRDLC                                     | 205195966.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8548 | PA      | $8690.11      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205743917.SRDLC                                     | 205743917.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7561 | PA      | $7481.73      | 0.00%             | 2026-12-21      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 206538811.SRDLC                                     | 206538811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17359 | PA      | $16499.71     | 0.00%             | 2027-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206769267.SRDLC                                     | 206769267.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28455 | PA      | $27924.46     | 0.00%             | 2029-02-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211032801.SRDLC                                     | 211032801.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11907 | PA      | $11312.81     | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211118696.SRDLC                                     | 211118696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18362 | PA      | $17164.45     | 0.00%             | 2027-10-02      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215032254.SRDLC                                     | 215032254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12771 | PA      | $12315.84     | 0.00%             | 2028-03-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215040309.SRDLC                                     | 215040309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10628.35     | 0.00%             | 2030-04-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/02/25 P17800                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25C 1090                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -183 | NC      | $-33168.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3542817.SRDUP                                      | L3542817.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1857 | PA      | $1853.95      | 0.00%             | 2025-11-16      | Fixed         | 21.09%                | Yes           |                  3 | On Loan: No      |
| L3896190.SRDUP                                      | L3896190.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5346 | PA      | $5429.36      | 0.00%             | 2028-08-02      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| 210890387.SRDLC                                     | 210890387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3358 | PA      | $3236.64      | 0.00%             | 2026-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211131672.SRDLC                                     | 211131672.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9551 | PA      | $8890.35      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8553476.SRDSQ                                       | 8553476.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1904 | PA      | $1834.35      | 0.00%             | 2026-07-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8556246.SRDSQ                                       | 8556246.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31996 | PA      | $30953.78     | 0.00%             | 2026-07-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 211148763.SRDLC                                     | 211148763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5342 | PA      | $4913.91      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211159415.SRDLC                                     | 211159415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8622 | PA      | $8158.48      | 0.00%             | 2027-10-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206776480.SRDLC                                     | 206776480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3184 | PA      | $3073.93      | 0.00%             | 2028-02-16      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 206841881.SRDLC                                     | 206841881.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3875 | PA      | $3838.28      | 0.00%             | 2027-02-26      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| L3909955.SRDUP                                      | L3909955.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       618 | PA      | $621.36       | 0.00%             | 2028-08-02      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L3955821.SRDUP                                      | L3955821.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       482 | PA      | $478.75       | 0.00%             | 2026-09-05      | Fixed         | 15.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun25C 1.14                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-3175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Athena I Reinsurance DAC                            | Athena I Re DAC                                                   | CUSIP: 000000000<br>LEI: 635400OYYB4RHO1DUS90 | Long             | DBT              | CORP              | IE        |    308000 | PA      | $351109.81    | 0.02%             | 2028-01-21      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| 205810883.SRDLC                                     | 205810883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9341 | PA      | $9184.75      | 0.00%             | 2028-12-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205905269.SRDLC                                     | 205905269.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14287 | PA      | $13825.16     | 0.00%             | 2029-01-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215051399.SRDLC                                     | 215051399.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9688 | PA      | $9407.82      | 0.00%             | 2027-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215107730.SRDLC                                     | 215107730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9701.69      | 0.00%             | 2029-04-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25C 1100                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -181 | NC      | $-23756.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25C 1120                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -151 | NC      | $-10381.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206888755.SRDLC                                     | 206888755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6797 | PA      | $6512.23      | 0.00%             | 2027-02-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207080362.SRDLC                                     | 207080362.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17386 | PA      | $16575.38     | 0.00%             | 2027-03-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211421917.SRDLC                                     | 211421917.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11349 | PA      | $10727.20     | 0.00%             | 2029-10-07      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 211487568.SRDLC                                     | 211487568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12677 | PA      | $11817.80     | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3960920.SRDUP                                      | L3960920.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1706 | PA      | $1726.86      | 0.00%             | 2028-09-06      | Fixed         | 23.62%                | Yes           |                  3 | On Loan: No      |
| L4012063.SRDUP                                      | L4012063.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $1147.16      | 0.00%             | 2028-10-10      | Fixed         | 22.95%                | Yes           |                  3 | On Loan: No      |
| 8605983.SRDSQ                                       | 8605983.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       788 | PA      | $742.30       | 0.00%             | 2026-07-09      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8611364.SRDSQ                                       | 8611364.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $364.58       | 0.00%             | 2026-07-13      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 215353662.SRDLC                                     | 215353662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19747 | PA      | $19676.31     | 0.00%             | 2030-03-28      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 215431207.SRDLC                                     | 215431207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10666.77     | 0.00%             | 2029-04-04      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 1000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -369 | NC      | $-62268.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 1010                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -225 | NC      | $-56250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206575677.SRDLC                                     | 206575677.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1232.33      | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206686752.SRDLC                                     | 206686752.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2054 | PA      | $1962.52      | 0.00%             | 2027-02-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8613496.SRDSQ                                       | 8613496.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19667 | PA      | $18738.26     | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8618002.SRDSQ                                       | 8618002.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4271 | PA      | $4067.22      | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 211537156.SRDLC                                     | 211537156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14427 | PA      | $13550.43     | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211540242.SRDLC                                     | 211540242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2653 | PA      | $2462.93      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L5002548.SRDUP                                      | L5002548.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38347 | PA      | $37572.81     | 0.00%             | 2030-02-05      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| L5002604.SRDUP                                      | L5002604.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8505 | PA      | $8403.89      | 0.00%             | 2030-02-05      | Fixed         | 17.02%                | Yes           |                  3 | On Loan: No      |
| 210556319.SRDLC                                     | 210556319.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9461 | PA      | $8898.25      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210644014.SRDLC                                     | 210644014.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7940 | PA      | $7366.10      | 0.00%             | 2027-09-24      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207520044.SRDLC                                     | 207520044.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19399 | PA      | $19337.98     | 0.00%             | 2027-04-02      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 210577054.SRDLC                                     | 210577054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5154 | PA      | $4760.03      | 0.00%             | 2027-09-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215618762.SRDLC                                     | 215618762.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3900.12      | 0.00%             | 2027-04-09      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215757024.SRDLC                                     | 215757024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20400 | PA      | $19991.72     | 0.00%             | 2029-04-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 1020                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-7975.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 950                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -184 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8633293.SRDSQ                                       | 8633293.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4543 | PA      | $4303.57      | 0.00%             | 2026-07-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8658833.SRDSQ                                       | 8658833.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6201 | PA      | $2439.08      | 0.00%             | 2026-07-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214841209.SRDLC                                     | 214841209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4163 | PA      | $4014.54      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214862539.SRDLC                                     | 214862539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9684 | PA      | $9437.06      | 0.00%             | 2027-03-10      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| 211677125.SRDLC                                     | 211677125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17065 | PA      | $15987.14     | 0.00%             | 2028-10-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211690816.SRDLC                                     | 211690816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35655 | PA      | $35534.21     | 0.00%             | 2028-10-25      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| L5003003.SRDUP                                      | L5003003.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14193 | PA      | $13856.27     | 0.00%             | 2030-02-05      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| L5003132.SRDUP                                      | L5003132.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8915 | PA      | $8618.36      | 0.00%             | 2030-02-05      | Fixed         | 22.27%                | Yes           |                  3 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class B                                      | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    653000 | PA      | $648637.63    | 0.04%             | 2028-01-07      | Floating      | 12.54%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2023-1 Class A                                         | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   2304000 | PA      | $2367796.61   | 0.14%             | 2028-01-07      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 960                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -226 | NC      | $-8475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 970                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -210 | NC      | $-11812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8761373.SRDSQ                                       | 8761373.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    137414 | PA      | $129545.16    | 0.01%             | 2026-08-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8779493.SRDSQ                                       | 8779493.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6871 | PA      | $6443.57      | 0.00%             | 2026-08-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class B                                      | CUSIP: 33975CAN5<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    464000 | PA      | $346838.61    | 0.02%             | 2026-03-11      | Floating      | 26.68%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class A                                      | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   7531000 | PA      | $7716349.21   | 0.46%             | 2027-03-12      | Floating      | 18.29%                | Yes           |                  2 | On Loan: No      |
| 211537878.SRDLC                                     | 211537878.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1736 | PA      | $1718.70      | 0.00%             | 2027-10-01      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211607731.SRDLC                                     | 211607731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3145 | PA      | $2957.33      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215791974.SRDLC                                     | 215791974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3600 | PA      | $3514.00      | 0.00%             | 2028-04-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215851523.SRDLC                                     | 215851523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20900 | PA      | $20480.65     | 0.00%             | 2028-04-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211962006.SRDLC                                     | 211962006.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1674 | PA      | $1597.80      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212243888.SRDLC                                     | 212243888.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5425 | PA      | $5031.30      | 0.00%             | 2027-11-12      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| L5008345.SRDUP                                      | L5008345.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23215 | PA      | $22755.00     | 0.00%             | 2030-02-07      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| L5010619.SRDUP                                      | L5010619.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14534 | PA      | $14057.99     | 0.00%             | 2030-02-07      | Fixed         | 26.19%                | Yes           |                  3 | On Loan: No      |
| 8828254.SRDSQ                                       | 8828254.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14259 | PA      | $12930.33     | 0.00%             | 2026-09-12      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8869499.SRDSQ                                       | 8869499.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25756 | PA      | $24062.17     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 407.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-176400.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 410                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -96 | NC      | $-249480.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 980                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -296 | NC      | $-22200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun25P 990                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -379 | NC      | $-42637.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211620080.SRDLC                                     | 211620080.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14551 | PA      | $14433.66     | 0.00%             | 2027-10-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211795218.SRDLC                                     | 211795218.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6388 | PA      | $6289.90      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 214913562.SRDLC                                     | 214913562.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14494 | PA      | $14116.75     | 0.00%             | 2027-03-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215036532.SRDLC                                     | 215036532.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6875 | PA      | $6630.38      | 0.00%             | 2028-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211509078.SRDLC                                     | 211509078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4375 | PA      | $4324.88      | 0.00%             | 2028-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211513717.SRDLC                                     | 211513717.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26334 | PA      | $26070.42     | 0.00%             | 2027-10-11      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 204910003.SRDLC                                     | 204910003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4668 | PA      | $4601.95      | 0.00%             | 2028-10-30      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 204913690.SRDLC                                     | 204913690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12114 | PA      | $11630.34     | 0.00%             | 2028-11-08      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 210678182.SRDLC                                     | 210678182.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13817 | PA      | $12981.35     | 0.00%             | 2029-09-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210787587.SRDLC                                     | 210787587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2930 | PA      | $2840.56      | 0.00%             | 2026-09-17      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8871430.SRDSQ                                       | 8871430.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2836 | PA      | $2552.27      | 0.00%             | 2026-09-21      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8876628.SRDSQ                                       | 8876628.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $829.81       | 0.00%             | 2026-09-23      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| L5178490.SRDUP                                      | L5178490.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6407.58      | 0.00%             | 2030-04-03      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| L5180389.SRDUP                                      | L5180389.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $2083.40      | 0.00%             | 2030-04-03      | Fixed         | 18.75%                | Yes           |                  3 | On Loan: No      |
| 212361733.SRDLC                                     | 212361733.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3730 | PA      | $3575.61      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212380088.SRDLC                                     | 212380088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3495 | PA      | $3479.17      | 0.00%             | 2027-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211531055.SRDLC                                     | 211531055.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6764 | PA      | $6638.26      | 0.00%             | 2027-10-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 211538746.SRDLC                                     | 211538746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20988 | PA      | $19796.48     | 0.00%             | 2029-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210685667.SRDLC                                     | 210685667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7791 | PA      | $7334.64      | 0.00%             | 2028-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210707174.SRDLC                                     | 210707174.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18843 | PA      | $17671.59     | 0.00%             | 2029-09-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $57010.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $1184.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9850                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -69 | NC      | $-49680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9900                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-13200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210961767.SRDLC                                     | 210961767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13934 | PA      | $2324.12      | 0.00%             | 2027-09-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211028806.SRDLC                                     | 211028806.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14451 | PA      | $13707.41     | 0.00%             | 2029-09-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211648664.SRDLC                                     | 211648664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11017 | PA      | $10575.04     | 0.00%             | 2026-10-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211649625.SRDLC                                     | 211649625.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8800 | PA      | $8454.67      | 0.00%             | 2026-10-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206350290.SRDLC                                     | 206350290.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3092 | PA      | $3019.68      | 0.00%             | 2028-01-25      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206460018.SRDLC                                     | 206460018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33927 | PA      | $32606.34     | 0.00%             | 2029-02-22      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 193051775.SRDLC                                     | 193051775.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3502 | PA      | $3514.75      | 0.00%             | 2027-09-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 193110550.SRDLC                                     | 193110550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4947 | PA      | $1340.35      | 0.00%             | 2026-07-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205213309.SRDLC                                     | 205213309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $794.09       | 0.00%             | 2026-11-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205240681.SRDLC                                     | 205240681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12588 | PA      | $12826.41     | 0.00%             | 2028-11-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8890401.SRDSQ                                       | 8890401.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1165 | PA      | $1103.90      | 0.00%             | 2026-09-26      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| CBM3909800.SRDUP                                    | CBM3909800.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1280 | PA      | $1279.16      | 0.00%             | 2028-08-02      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2023-1 Class B                                         | CUSIP: 36354TAP7<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |    568000 | PA      | $569869.86    | 0.03%             | 2026-01-08      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| Fuchsia 2023-1 (London Bridge 2 PCC Protected Cell) | Fuchsia 2023-1 Class A                                            | CUSIP: 54180TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1136000 | PA      | $1175456.69   | 0.07%             | 2027-04-06      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| 215051416.SRDLC                                     | 215051416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6840 | PA      | $6824.08      | 0.00%             | 2028-03-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 215068765.SRDLC                                     | 215068765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $3268.36      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211579918.SRDLC                                     | 211579918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27292 | PA      | $27018.58     | 0.00%             | 2027-10-15      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 212518200.SRDLC                                     | 212518200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24033 | PA      | $22704.46     | 0.00%             | 2029-11-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 37.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-5460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 37.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-11340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206687497.SRDLC                                     | 206687497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14580 | PA      | $14299.83     | 0.00%             | 2029-02-13      | Fixed         | 8.57%                 | Yes           |                  3 | On Loan: No      |
| 206869591.SRDLC                                     | 206869591.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5756 | PA      | $5451.40      | 0.00%             | 2027-03-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205183245.SRDLC                                     | 205183245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10398 | PA      | $10566.31     | 0.00%             | 2028-11-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205204746.SRDLC                                     | 205204746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7358 | PA      | $7310.55      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207236121.SRDLC                                     | 207236121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3938 | PA      | $3744.67      | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207618630.SRDLC                                     | 207618630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4512 | PA      | $4259.03      | 0.00%             | 2027-04-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204996180.SRDLC                                     | 204996180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13006 | PA      | $13166.81     | 0.00%             | 2028-11-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205005150.SRDLC                                     | 205005150.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       767 | PA      | $769.40       | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954476.SRDUP                                    | CBM3954476.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       824 | PA      | $829.33       | 0.00%             | 2028-09-01      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| CBM4009147.SRDUP                                    | CBM4009147.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2477 | PA      | $2486.71      | 0.00%             | 2028-10-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| DRB5009854.SRDUP                                    | DRB5009854.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1616.00      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EURO FX CURR FUT  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1238 | NC      | $78841.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8835752.SRDSQ                                       | 8835752.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26840 | PA      | $25307.24     | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8836467.SRDSQ                                       | 8836467.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44600 | PA      | $41833.25     | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207268640.SRDLC                                     | 207268640.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11909 | PA      | $11746.49     | 0.00%             | 2029-04-15      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 207562572.SRDLC                                     | 207562572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6398 | PA      | $6067.48      | 0.00%             | 2028-04-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206500152.SRDLC                                     | 206500152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17371 | PA      | $16486.11     | 0.00%             | 2027-02-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206576695.SRDLC                                     | 206576695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7353 | PA      | $7111.77      | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211156883.SRDLC                                     | 211156883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18146 | PA      | $17138.99     | 0.00%             | 2027-10-02      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211174098.SRDLC                                     | 211174098.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14792 | PA      | $2637.39      | 0.00%             | 2029-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211517883.SRDLC                                     | 211517883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4450 | PA      | $4127.96      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211604440.SRDLC                                     | 211604440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7633 | PA      | $7505.80      | 0.00%             | 2027-10-15      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 215213146.SRDLC                                     | 215213146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39370 | PA      | $39041.00     | 0.00%             | 2029-03-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 7460415.SRDSQ                                       | 7460415.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1434 | PA      | $1211.27      | 0.00%             | 2025-08-02      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 207039650.SRDLC                                     | 207039650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7222 | PA      | $6861.53      | 0.00%             | 2027-03-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207602725.SRDLC                                     | 207602725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7467 | PA      | $1211.42      | 0.00%             | 2029-04-08      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 37.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-6480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 38                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-6720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8345600.SRDSQ                                       | 8345600.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13529 | PA      | $12855.82     | 0.00%             | 2026-05-03      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8371266.SRDSQ                                       | 8371266.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4083 | PA      | $3881.84      | 0.00%             | 2026-05-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 207619524.SRDLC                                     | 207619524.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $4117.83      | 0.00%             | 2027-04-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207628434.SRDLC                                     | 207628434.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11909 | PA      | $11975.53     | 0.00%             | 2028-04-16      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class B                                      | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1806000 | PA      | $1767426.55   | 0.11%             | 2027-03-12      | Floating      | 21.54%                | Yes           |                  2 | On Loan: No      |
| Foundation Re VI Ltd.                               | Foundation Re 2023-1 Class A                                      | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1934000 | PA      | $1962199.65   | 0.12%             | 2027-01-08      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| 205929815.SRDLC                                     | 205929815.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8150 | PA      | $8069.67      | 0.00%             | 2026-12-29      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 206241383.SRDLC                                     | 206241383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12871 | PA      | $12669.72     | 0.00%             | 2027-02-12      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 7727356.SRDSQ                                       | 7727356.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3489 | PA      | $1188.77      | 0.00%             | 2025-10-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8148736.SRDSQ                                       | 8148736.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7841 | PA      | $7588.15      | 0.00%             | 2026-03-03      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3319846.SRDUP                                     | FW3319846.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9599 | PA      | $9946.84      | 0.00%             | 2027-08-01      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.1                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -438 | NC      | $-1565850.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| 214238955.SRDLC                                     | 214238955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6772 | PA      | $6734.94      | 0.00%             | 2029-02-18      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 214250766.SRDLC                                     | 214250766.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9262 | PA      | $9068.81      | 0.00%             | 2027-02-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2023-1 Class A                                      | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    433000 | PA      | $439740.51    | 0.03%             | 2027-01-07      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class A                                      | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2121000 | PA      | $2108320.66   | 0.13%             | 2028-01-07      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| 8403621.SRDSQ                                       | 8403621.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4828 | PA      | $3952.24      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8423837.SRDSQ                                       | 8423837.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       856 | PA      | $378.68       | 0.00%             | 2026-05-26      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 211974487.SRDLC                                     | 211974487.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1092 | PA      | $1007.51      | 0.00%             | 2027-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212294050.SRDLC                                     | 212294050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       996 | PA      | $956.10       | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8368528.SRDSQ                                       | 8368528.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $843.42       | 0.00%             | 2026-05-09      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8380856.SRDSQ                                       | 8380856.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20900 | PA      | $9080.12      | 0.00%             | 2026-05-14      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 7463664.SRDSQ                                       | 7463664.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5956 | PA      | $766.30       | 0.00%             | 2025-08-04      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 7723753.SRDSQ                                       | 7723753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1328.62      | 0.00%             | 2025-10-25      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 193120148.SRDLC                                     | 193120148.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14699 | PA      | $1314.05      | 0.00%             | 2027-08-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 193565598.SRDLC                                     | 193565598.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       367 | PA      | $365.89       | 0.00%             | 2025-09-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 38.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-2320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 38.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-1855.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4014939.SRDUP                                    | CBM4014939.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6387 | PA      | $6485.49      | 0.00%             | 2028-10-10      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| CBM4996757.SRDUP                                    | CBM4996757.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4348 | PA      | $4294.90      | 0.00%             | 2030-02-03      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| 8842013.SRDSQ                                       | 8842013.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7284 | PA      | $6868.56      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846921.SRDSQ                                       | 8846921.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5530 | PA      | $5196.13      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212410244.SRDLC                                     | 212410244.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5377 | PA      | $5044.63      | 0.00%             | 2027-11-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212485367.SRDLC                                     | 212485367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4110 | PA      | $3945.04      | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211133869.SRDLC                                     | 211133869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2016 | PA      | $1950.23      | 0.00%             | 2026-10-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211165419.SRDLC                                     | 211165419.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5310 | PA      | $5133.48      | 0.00%             | 2026-10-02      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213904128.SRDLC                                     | 213904128.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14130 | PA      | $13513.69     | 0.00%             | 2028-01-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213915764.SRDLC                                     | 213915764.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5779 | PA      | $5582.31      | 0.00%             | 2028-02-01      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8849245.SRDSQ                                       | 8849245.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2576 | PA      | $2394.80      | 0.00%             | 2026-09-17      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8861841.SRDSQ                                       | 8861841.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3858 | PA      | $3637.34      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212542093.SRDLC                                     | 212542093.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2834 | PA      | $2714.45      | 0.00%             | 2026-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213680875.SRDLC                                     | 213680875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13421 | PA      | $13370.44     | 0.00%             | 2028-01-17      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 8151450.SRDSQ                                       | 8151450.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10593 | PA      | $2160.92      | 0.00%             | 2026-03-04      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8341644.SRDSQ                                       | 8341644.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       242 | PA      | $238.52       | 0.00%             | 2026-05-01      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 214298273.SRDLC                                     | 214298273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6722 | PA      | $6494.56      | 0.00%             | 2028-02-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214865836.SRDLC                                     | 214865836.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14847 | PA      | $14276.51     | 0.00%             | 2030-03-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM5009463.SRDUP                                    | CBM5009463.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2261 | PA      | $2186.24      | 0.00%             | 2030-02-07      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| CBM5178859.SRDUP                                    | CBM5178859.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1872.73      | 0.00%             | 2030-04-03      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| 211468242.SRDLC                                     | 211468242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17891 | PA      | $17170.18     | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211492976.SRDLC                                     | 211492976.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $4924.08      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213787010.SRDLC                                     | 213787010.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13697 | PA      | $13643.34     | 0.00%             | 2028-01-22      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 213912402.SRDLC                                     | 213912402.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8788 | PA      | $8570.46      | 0.00%             | 2029-01-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214275681.SRDLC                                     | 214275681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16703 | PA      | $16102.59     | 0.00%             | 2030-02-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214275783.SRDLC                                     | 214275783.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14594 | PA      | $14502.08     | 0.00%             | 2030-02-10      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| 8342677.SRDSQ                                       | 8342677.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6940 | PA      | $6597.66      | 0.00%             | 2026-05-01      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8344545.SRDSQ                                       | 8344545.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $182.27       | 0.00%             | 2026-05-02      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8396913.SRDSQ                                       | 8396913.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9159 | PA      | $8667.05      | 0.00%             | 2026-05-19      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8398516.SRDSQ                                       | 8398516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2278 | PA      | $2135.90      | 0.00%             | 2026-05-20      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 211256696.SRDLC                                     | 211256696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5382 | PA      | $4975.25      | 0.00%             | 2027-10-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211280825.SRDLC                                     | 211280825.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18365 | PA      | $17766.92     | 0.00%             | 2029-09-25      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 71.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -108 | NC      | $-22680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 71.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -139 | NC      | $-27800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 38.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 39                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5178910.SRDUP                                    | CBM5178910.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.71      | 0.00%             | 2030-04-03      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| DRB4996138.SRDUP                                    | DRB4996138.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1879 | PA      | $1867.66      | 0.00%             | 2030-02-03      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| 207611533.SRDLC                                     | 207611533.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2275 | PA      | $2232.31      | 0.00%             | 2026-04-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207626764.SRDLC                                     | 207626764.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6930 | PA      | $6751.77      | 0.00%             | 2026-04-27      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8344841.SRDSQ                                       | 8344841.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9556 | PA      | $9243.59      | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8351578.SRDSQ                                       | 8351578.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16724 | PA      | $15548.54     | 0.00%             | 2026-05-05      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 214277237.SRDLC                                     | 214277237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12735 | PA      | $12584.72     | 0.00%             | 2030-02-10      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214354497.SRDLC                                     | 214354497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13240 | PA      | $12845.00     | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211567458.SRDLC                                     | 211567458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32347 | PA      | $31652.69     | 0.00%             | 2029-10-17      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 212073316.SRDLC                                     | 212073316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2704 | PA      | $2513.68      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5003331.SRDUP                                    | DRB5003331.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $949.63       | 0.00%             | 2030-02-05      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| DRB5004820.SRDUP                                    | DRB5004820.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2839 | PA      | $2743.80      | 0.00%             | 2030-02-06      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 39.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 39.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-360.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8352220.SRDSQ                                       | 8352220.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9473 | PA      | $8908.75      | 0.00%             | 2026-05-05      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 8354328.SRDSQ                                       | 8354328.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11023 | PA      | $10439.21     | 0.00%             | 2026-05-06      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 195912415.SRDLC                                     | 195912415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2089 | PA      | $2076.54      | 0.00%             | 2025-11-15      | Fixed         | 12.29%                | Yes           |                  3 | On Loan: No      |
| 203419163.SRDLC                                     | 203419163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11762 | PA      | $11644.86     | 0.00%             | 2026-08-07      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 212212202.SRDLC                                     | 212212202.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16570 | PA      | $15997.79     | 0.00%             | 2029-11-12      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 212568909.SRDLC                                     | 212568909.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10549 | PA      | $10471.20     | 0.00%             | 2027-11-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214367727.SRDLC                                     | 214367727.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1073.82      | 0.00%             | 2028-02-13      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214388027.SRDLC                                     | 214388027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19209 | PA      | $18717.60     | 0.00%             | 2028-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006681.SRDUP                                    | DRB5006681.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27814 | PA      | $27161.02     | 0.00%             | 2030-02-06      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| DRB5006786.SRDUP                                    | DRB5006786.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19381 | PA      | $18737.38     | 0.00%             | 2030-02-07      | Fixed         | 30.19%                | Yes           |                  3 | On Loan: No      |
| 210410939.SRDLC                                     | 210410939.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14014 | PA      | $13814.16     | 0.00%             | 2029-09-04      | Fixed         | 8.57%                 | Yes           |                  3 | On Loan: No      |
| 210679224.SRDLC                                     | 210679224.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33420 | PA      | $0.00         | 0.00%             | 2029-09-09      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8165158.SRDSQ                                       | 8165158.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5653 | PA      | $443.23       | 0.00%             | 2026-03-09      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8205869.SRDSQ                                       | 8205869.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $1999.18      | 0.00%             | 2026-03-20      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.15                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -529 | NC      | $-1728772.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.2                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -653 | NC      | $-1945287.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| 206581264.SRDLC                                     | 206581264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8854 | PA      | $8598.29      | 0.00%             | 2029-02-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206757734.SRDLC                                     | 206757734.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10319 | PA      | $9854.92      | 0.00%             | 2027-02-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -195 | NC      | $-37050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 72.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -203 | NC      | $-36540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8375167.SRDSQ                                       | 8375167.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7018 | PA      | $4430.25      | 0.00%             | 2026-05-12      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8384504.SRDSQ                                       | 8384504.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9537 | PA      | $8802.49      | 0.00%             | 2026-05-15      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 212522323.SRDLC                                     | 212522323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6343 | PA      | $5907.23      | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212543209.SRDLC                                     | 212543209.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28476 | PA      | $27563.66     | 0.00%             | 2029-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8221846.SRDSQ                                       | 8221846.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37927 | PA      | $32947.81     | 0.00%             | 2026-03-26      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8338875.SRDSQ                                       | 8338875.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       762 | PA      | $705.62       | 0.00%             | 2026-04-30      | Fixed         | 6.17%                 | Yes           |                  3 | On Loan: No      |
| 215829947.SRDLC                                     | 215829947.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17000 | PA      | $16668.98     | 0.00%             | 2028-04-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7486633.SRDSQ                                       | 7486633.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $1085.30      | 0.00%             | 2025-08-12      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 40.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 41                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-2295.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214622402.SRDLC                                     | 214622402.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39145 | PA      | $38489.67     | 0.00%             | 2030-02-26      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214945970.SRDLC                                     | 214945970.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9800 | PA      | $9497.15      | 0.00%             | 2028-03-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5010055.SRDUP                                    | DRB5010055.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2750 | PA      | $2659.63      | 0.00%             | 2030-02-07      | Fixed         | 26.20%                | Yes           |                  3 | On Loan: No      |
| DRB5010071.SRDUP                                    | DRB5010071.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5968 | PA      | $5764.14      | 0.00%             | 2028-02-07      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| 8389169.SRDSQ                                       | 8389169.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3763 | PA      | $3614.26      | 0.00%             | 2026-05-17      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8395036.SRDSQ                                       | 8395036.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7005 | PA      | $6624.66      | 0.00%             | 2026-05-19      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 212618843.SRDLC                                     | 212618843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24791 | PA      | $24619.35     | 0.00%             | 2027-11-25      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 213308773.SRDLC                                     | 213308773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4322 | PA      | $4182.21      | 0.00%             | 2027-01-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207716079.SRDLC                                     | 207716079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10269 | PA      | $1652.38      | 0.00%             | 2027-05-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207727396.SRDLC                                     | 207727396.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3042 | PA      | $2957.58      | 0.00%             | 2026-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206791550.SRDLC                                     | 206791550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2267 | PA      | $202.66       | 0.00%             | 2026-02-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206804597.SRDLC                                     | 206804597.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3344 | PA      | $3295.28      | 0.00%             | 2026-02-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211057701.SRDLC                                     | 211057701.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18478 | PA      | $17828.00     | 0.00%             | 2026-09-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211119143.SRDLC                                     | 211119143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2823 | PA      | $2705.52      | 0.00%             | 2026-10-04      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 72.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -164 | NC      | $-27880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 72.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -212 | NC      | $-33920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Fuchsia 2 2024-1 Class A                                          | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3242000 | PA      | $3253186.52   | 0.20%             | 2028-04-06      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| 8340131.SRDSQ                                       | 8340131.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4392 | PA      | $3952.05      | 0.00%             | 2026-04-30      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 41.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-1690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 41.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-3360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8405736.SRDSQ                                       | 8405736.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13703 | PA      | $12673.16     | 0.00%             | 2026-05-21      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8406297.SRDSQ                                       | 8406297.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9181 | PA      | $8398.65      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| DRB5176387.SRDUP                                    | DRB5176387.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $2069.72      | 0.00%             | 2030-04-03      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| DRB5177276.SRDUP                                    | DRB5177276.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5913.91      | 0.00%             | 2030-04-03      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| 206439955.SRDLC                                     | 206439955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10529 | PA      | $10105.13     | 0.00%             | 2028-02-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206506686.SRDLC                                     | 206506686.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18287 | PA      | $17000.35     | 0.00%             | 2028-10-27      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 73                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -159 | NC      | $-23850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 73.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-6450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8398994.SRDSQ                                       | 8398994.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1399.89      | 0.00%             | 2026-05-20      | Fixed         | 5.67%                 | Yes           |                  3 | On Loan: No      |
| 8412872.SRDSQ                                       | 8412872.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2377 | PA      | $1655.54      | 0.00%             | 2026-05-22      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8543493.SRDSQ                                       | 8543493.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $1181.50      | 0.00%             | 2026-06-30      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| 8544122.SRDSQ                                       | 8544122.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       425 | PA      | $414.23       | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205051330.SRDLC                                     | 205051330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       583 | PA      | $585.29       | 0.00%             | 2025-11-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205074337.SRDLC                                     | 205074337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7714 | PA      | $7760.98      | 0.00%             | 2028-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8409221.SRDSQ                                       | 8409221.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6412 | PA      | $4962.02      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8416975.SRDSQ                                       | 8416975.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       769 | PA      | $726.13       | 0.00%             | 2026-05-25      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| 214969198.SRDLC                                     | 214969198.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13694 | PA      | $13352.33     | 0.00%             | 2028-03-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215033800.SRDLC                                     | 215033800.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14764 | PA      | $14390.66     | 0.00%             | 2029-03-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 41.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-2185.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 42                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5179046.SRDUP                                    | DRB5179046.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36200 | PA      | $35856.27     | 0.00%             | 2028-04-03      | Fixed         | 25.81%                | Yes           |                  3 | On Loan: No      |
| DRB5179132.SRDUP                                    | DRB5179132.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4900 | PA      | $4828.93      | 0.00%             | 2030-04-03      | Fixed         | 31.69%                | Yes           |                  3 | On Loan: No      |
| 213971269.SRDLC                                     | 213971269.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4196 | PA      | $4133.08      | 0.00%             | 2028-01-27      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214208962.SRDLC                                     | 214208962.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $8026.64      | 0.00%             | 2030-02-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204508979.SRDLC                                     | 204508979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6418 | PA      | $6372.28      | 0.00%             | 2026-10-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204610980.SRDLC                                     | 204610980.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       693 | PA      | $685.84       | 0.00%             | 2026-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207753283.SRDLC                                     | 207753283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2287 | PA      | $2152.88      | 0.00%             | 2027-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207755005.SRDLC                                     | 207755005.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       554 | PA      | $540.35       | 0.00%             | 2026-04-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 215071836.SRDLC                                     | 215071836.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9183 | PA      | $8958.52      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 7703142.SRDSQ                                       | 7703142.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18069 | PA      | $15512.50     | 0.00%             | 2025-10-18      | Fixed         | 5.53%                 | Yes           |                  3 | On Loan: No      |
| 8341203.SRDSQ                                       | 8341203.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4743 | PA      | $4520.59      | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8343838.SRDSQ                                       | 8343838.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       739 | PA      | $675.00       | 0.00%             | 2026-05-02      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 7667717.SRDSQ                                       | 7667717.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1300 | PA      | $1242.96      | 0.00%             | 2025-10-05      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| 8144630.SRDSQ                                       | 8144630.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1315.40      | 0.00%             | 2026-03-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8547464.SRDSQ                                       | 8547464.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2839 | PA      | $2722.85      | 0.00%             | 2026-06-30      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8561208.SRDSQ                                       | 8561208.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1647 | PA      | $1594.30      | 0.00%             | 2026-07-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8424020.SRDSQ                                       | 8424020.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13631 | PA      | $13183.67     | 0.00%             | 2026-05-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8558743.SRDSQ                                       | 8558743.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       753 | PA      | $710.73       | 0.00%             | 2026-07-03      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 42.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 29                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-2790.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.25                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -652 | NC      | $-1765616.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.3                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -402 | NC      | $-986910.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5186579.SRDUP                                    | DRB5186579.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5826.26      | 0.00%             | 2030-04-07      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| FW3302465.SRDUP                                     | FW3302465.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9326 | PA      | $9770.84      | 0.00%             | 2027-07-22      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| 211289069.SRDLC                                     | 211289069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2334 | PA      | $2196.32      | 0.00%             | 2028-10-07      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211290987.SRDLC                                     | 211290987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6714 | PA      | $6350.95      | 0.00%             | 2027-10-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214337041.SRDLC                                     | 214337041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19190 | PA      | $18910.30     | 0.00%             | 2029-02-14      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| 214358332.SRDLC                                     | 214358332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20388 | PA      | $19774.29     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8160640.SRDSQ                                       | 8160640.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2395 | PA      | $2325.51      | 0.00%             | 2026-03-06      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8331941.SRDSQ                                       | 8331941.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5317 | PA      | $5143.34      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8631924.SRDSQ                                       | 8631924.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2129 | PA      | $2058.27      | 0.00%             | 2026-07-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8633916.SRDSQ                                       | 8633916.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1428 | PA      | $1357.79      | 0.00%             | 2026-07-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 29.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 29.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-10625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3305845.SRDUP                                     | FW3305845.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14803 | PA      | $2137.56      | 0.00%             | 2027-07-25      | Fixed         | 24.69%                | Yes           |                  3 | On Loan: No      |
| FW3308999.SRDUP                                     | FW3308999.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29880 | PA      | $9038.18      | 0.00%             | 2027-07-26      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 73.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -75 | NC      | $-10500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 73.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8332190.SRDSQ                                       | 8332190.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25753 | PA      | $25209.32     | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8360895.SRDSQ                                       | 8360895.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11290 | PA      | $5975.46      | 0.00%             | 2026-05-07      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 210715912.SRDLC                                     | 210715912.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5113 | PA      | $4789.89      | 0.00%             | 2027-09-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210894902.SRDLC                                     | 210894902.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5887 | PA      | $5624.64      | 0.00%             | 2028-09-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8602229.SRDSQ                                       | 8602229.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3336 | PA      | $3139.13      | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8607790.SRDSQ                                       | 8607790.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40002 | PA      | $38304.78     | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211592263.SRDLC                                     | 211592263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5606 | PA      | $5379.22      | 0.00%             | 2026-10-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211751095.SRDLC                                     | 211751095.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2159 | PA      | $2109.38      | 0.00%             | 2027-10-22      | Fixed         | 15.50%                | Yes           |                  3 | On Loan: No      |
| FW3337420.SRDUP                                     | FW3337420.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1892 | PA      | $1965.78      | 0.00%             | 2027-08-08      | Fixed         | 29.30%                | Yes           |                  3 | On Loan: No      |
| FW3342056.SRDUP                                     | FW3342056.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6073 | PA      | $6242.84      | 0.00%             | 2027-08-09      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 8614975.SRDSQ                                       | 8614975.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7237 | PA      | $6960.11      | 0.00%             | 2026-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8617396.SRDSQ                                       | 8617396.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1588 | PA      | $1537.86      | 0.00%             | 2026-07-14      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 210681237.SRDLC                                     | 210681237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13488 | PA      | $12741.48     | 0.00%             | 2028-09-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211274664.SRDLC                                     | 211274664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6729 | PA      | $6405.99      | 0.00%             | 2026-10-09      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214399038.SRDLC                                     | 214399038.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7790 | PA      | $7591.85      | 0.00%             | 2029-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214456180.SRDLC                                     | 214456180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47460 | PA      | $47358.91     | 0.00%             | 2028-02-20      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 213765758.SRDLC                                     | 213765758.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12743 | PA      | $12447.54     | 0.00%             | 2028-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 214862707.SRDLC                                     | 214862707.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17772 | PA      | $17666.94     | 0.00%             | 2030-03-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211121307.SRDLC                                     | 211121307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13287 | PA      | $12315.27     | 0.00%             | 2027-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211241719.SRDLC                                     | 211241719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1840 | PA      | $1754.96      | 0.00%             | 2028-10-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206385223.SRDLC                                     | 206385223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13281 | PA      | $12728.00     | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206415213.SRDLC                                     | 206415213.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12527 | PA      | $11866.84     | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW3391536.SRDUP                                     | FW3391536.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1564 | PA      | $1622.19      | 0.00%             | 2027-09-01      | Fixed         | 33.17%                | Yes           |                  3 | On Loan: No      |
| FW3392163.SRDUP                                     | FW3392163.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1015 | PA      | $1051.68      | 0.00%             | 2027-09-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 74                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -63 | NC      | $-8190.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 74.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-1560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8862203.SRDSQ                                       | 8862203.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2654 | PA      | $2506.01      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8867893.SRDSQ                                       | 8867893.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9486 | PA      | $8924.35      | 0.00%             | 2026-09-20      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-2 Class A                                        | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2121000 | PA      | $2190429.87   | 0.13%             | 2026-07-07      | Floating      | 14.53%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-1 Class A                                        | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2675000 | PA      | $2761738.21   | 0.17%             | 2027-07-07      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| FW3394194.SRDUP                                     | FW3394194.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $1010.80      | 0.00%             | 2027-09-02      | Fixed         | 18.07%                | Yes           |                  3 | On Loan: No      |
| FW3501027.SRDUP                                     | FW3501027.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12541 | PA      | $13129.09     | 0.00%             | 2027-10-13      | Fixed         | 27.51%                | Yes           |                  3 | On Loan: No      |
| 211796468.SRDLC                                     | 211796468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14997 | PA      | $14135.30     | 0.00%             | 2027-10-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212042445.SRDLC                                     | 212042445.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9749 | PA      | $9569.27      | 0.00%             | 2027-11-04      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 211185936.SRDLC                                     | 211185936.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3795 | PA      | $3648.72      | 0.00%             | 2028-09-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211187954.SRDLC                                     | 211187954.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8795 | PA      | $8170.28      | 0.00%             | 2027-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211869449.SRDLC                                     | 211869449.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14925 | PA      | $14846.75     | 0.00%             | 2027-10-28      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 212175593.SRDLC                                     | 212175593.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11231 | PA      | $10634.13     | 0.00%             | 2028-11-12      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204653543.SRDLC                                     | 204653543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3627 | PA      | $3568.73      | 0.00%             | 2026-10-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204987832.SRDLC                                     | 204987832.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4342 | PA      | $4287.52      | 0.00%             | 2026-11-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212525214.SRDLC                                     | 212525214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4141 | PA      | $3972.72      | 0.00%             | 2026-11-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212534930.SRDLC                                     | 212534930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2797 | PA      | $2681.29      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 29.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-9425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-36550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8364301.SRDSQ                                       | 8364301.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16584 | PA      | $16018.54     | 0.00%             | 2026-05-07      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8370743.SRDSQ                                       | 8370743.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16971 | PA      | $15703.24     | 0.00%             | 2026-05-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 211273104.SRDLC                                     | 211273104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8961 | PA      | $8472.48      | 0.00%             | 2027-10-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211449537.SRDLC                                     | 211449537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15955 | PA      | $15025.60     | 0.00%             | 2027-10-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8368023.SRDSQ                                       | 8368023.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6330 | PA      | $6071.61      | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8368236.SRDSQ                                       | 8368236.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1422 | PA      | $465.54       | 0.00%             | 2026-05-08      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 205226666.SRDLC                                     | 205226666.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10154 | PA      | $0.00         | 0.00%             | 2027-05-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205249648.SRDLC                                     | 205249648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5615.36      | 0.00%             | 2026-11-21      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 210870663.SRDLC                                     | 210870663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5477 | PA      | $5189.54      | 0.00%             | 2027-09-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210877886.SRDLC                                     | 210877886.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2123 | PA      | $1994.29      | 0.00%             | 2027-09-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211254967.SRDLC                                     | 211254967.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2092 | PA      | $1957.89      | 0.00%             | 2027-10-03      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211259011.SRDLC                                     | 211259011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3756.35      | 0.00%             | 2026-10-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214475552.SRDLC                                     | 214475552.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13930 | PA      | $13854.09     | 0.00%             | 2029-02-19      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 214562156.SRDLC                                     | 214562156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30266 | PA      | $29999.78     | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 30.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -37 | NC      | $-36815.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 30.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-65520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212094438.SRDLC                                     | 212094438.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23413 | PA      | $22369.29     | 0.00%             | 2028-11-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212163767.SRDLC                                     | 212163767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3457 | PA      | $509.67       | 0.00%             | 2027-12-01      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214816930.SRDLC                                     | 214816930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14736 | PA      | $14332.03     | 0.00%             | 2028-03-11      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214886753.SRDLC                                     | 214886753.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4915 | PA      | $4811.91      | 0.00%             | 2028-03-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8635148.SRDSQ                                       | 8635148.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3924 | PA      | $3734.66      | 0.00%             | 2026-07-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8659534.SRDSQ                                       | 8659534.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       370 | PA      | $356.33       | 0.00%             | 2026-07-28      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8369411.SRDSQ                                       | 8369411.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4444 | PA      | $4169.17      | 0.00%             | 2026-05-10      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8371299.SRDSQ                                       | 8371299.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5506 | PA      | $1232.99      | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 212545683.SRDLC                                     | 212545683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13757 | PA      | $13028.07     | 0.00%             | 2027-11-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212545957.SRDLC                                     | 212545957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13520 | PA      | $12659.34     | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206472984.SRDLC                                     | 206472984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2885 | PA      | $2855.97      | 0.00%             | 2026-02-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206543673.SRDLC                                     | 206543673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16783 | PA      | $16013.07     | 0.00%             | 2027-02-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211501855.SRDLC                                     | 211501855.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11298 | PA      | $10703.67     | 0.00%             | 2027-10-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211518352.SRDLC                                     | 211518352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9483 | PA      | $8934.34      | 0.00%             | 2029-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 412.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-199338.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 415                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -105 | NC      | $-211443.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-2 Class A                                        | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   3410000 | PA      | $3524680.01   | 0.21%             | 2027-07-07      | Floating      | 13.03%                | Yes           |                  2 | On Loan: No      |
| 7660409.SRDSQ                                       | 7660409.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       606 | PA      | $47.52        | 0.00%             | 2025-10-04      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| 8381058.SRDSQ                                       | 8381058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20634 | PA      | $19544.78     | 0.00%             | 2026-05-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8404627.SRDSQ                                       | 8404627.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8124 | PA      | $7782.51      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8868020.SRDSQ                                       | 8868020.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5052 | PA      | $4780.90      | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8873256.SRDSQ                                       | 8873256.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2707 | PA      | $2532.75      | 0.00%             | 2026-09-21      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 187081426.SRDLC                                     | 187081426.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8495 | PA      | $9043.94      | 0.00%             | 2027-03-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187300111.SRDLC                                     | 187300111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3471 | PA      | $310.33       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 30.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -61 | NC      | $-84180.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 31                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-105625.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 205283960.SRDLC                                     | 205283960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1865 | PA      | $1880.89      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205482003.SRDLC                                     | 205482003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9290 | PA      | $9245.92      | 0.00%             | 2027-12-07      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213784499.SRDLC                                     | 213784499.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11033 | PA      | $10982.89     | 0.00%             | 2027-01-21      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| 213958736.SRDLC                                     | 213958736.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1779 | PA      | $1765.47      | 0.00%             | 2027-01-27      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206564726.SRDLC                                     | 206564726.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $710.85       | 0.00%             | 2026-02-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206714632.SRDLC                                     | 206714632.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20300 | PA      | $19531.07     | 0.00%             | 2028-02-13      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 214950076.SRDLC                                     | 214950076.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9848 | PA      | $9744.60      | 0.00%             | 2029-03-13      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 215010210.SRDLC                                     | 215010210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6600 | PA      | $6453.45      | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 417.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -124 | NC      | $-218550.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 420                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -102 | NC      | $-156825.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.35                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -441 | NC      | $-978579.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.4                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -222 | NC      | $-444444.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 206561292.SRDLC                                     | 206561292.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11747 | PA      | $11676.42     | 0.00%             | 2028-02-13      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 206567945.SRDLC                                     | 206567945.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16199 | PA      | $15563.89     | 0.00%             | 2028-02-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 214044270.SRDLC                                     | 214044270.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4836 | PA      | $4724.74      | 0.00%             | 2030-01-29      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214248897.SRDLC                                     | 214248897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47524 | PA      | $47318.84     | 0.00%             | 2028-02-14      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 187354823.SRDLC                                     | 187354823.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2831 | PA      | $3042.19      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187444837.SRDLC                                     | 187444837.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $339.72       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212254603.SRDLC                                     | 212254603.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8279 | PA      | $7923.95      | 0.00%             | 2026-11-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212352988.SRDLC                                     | 212352988.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1183 | PA      | $1142.81      | 0.00%             | 2027-11-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205627622.SRDLC                                     | 205627622.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4687 | PA      | $4623.68      | 0.00%             | 2026-12-26      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206500285.SRDLC                                     | 206500285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16149 | PA      | $15083.15     | 0.00%             | 2027-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8408637.SRDSQ                                       | 8408637.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2247 | PA      | $1412.30      | 0.00%             | 2026-05-22      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8422045.SRDSQ                                       | 8422045.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4741 | PA      | $4075.37      | 0.00%             | 2026-05-26      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8875914.SRDSQ                                       | 8875914.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6162 | PA      | $5760.98      | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8876699.SRDSQ                                       | 8876699.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2438 | PA      | $2279.76      | 0.00%             | 2026-09-23      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214286283.SRDLC                                     | 214286283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5724 | PA      | $5672.17      | 0.00%             | 2028-02-15      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 214385569.SRDLC                                     | 214385569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32956 | PA      | $32700.66     | 0.00%             | 2029-02-18      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8376127.SRDSQ                                       | 8376127.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $299.57       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8383902.SRDSQ                                       | 8383902.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2093 | PA      | $2014.04      | 0.00%             | 2026-05-14      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 206716141.SRDLC                                     | 206716141.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2689 | PA      | $2667.88      | 0.00%             | 2026-02-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206802964.SRDLC                                     | 206802964.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6603 | PA      | $6566.81      | 0.00%             | 2028-02-20      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| 212487904.SRDLC                                     | 212487904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12619 | PA      | $11810.06     | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212522336.SRDLC                                     | 212522336.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6782 | PA      | $6371.78      | 0.00%             | 2027-11-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8151850.SRDSQ                                       | 8151850.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1768 | PA      | $1701.99      | 0.00%             | 2026-03-04      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8211473.SRDSQ                                       | 8211473.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5815 | PA      | $4800.76      | 0.00%             | 2026-03-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 187618422.SRDLC                                     | 187618422.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2703 | PA      | $241.68       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191038262.SRDLC                                     | 191038262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6298 | PA      | $268.62       | 0.00%             | 2025-08-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206541642.SRDLC                                     | 206541642.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3281 | PA      | $3127.87      | 0.00%             | 2027-02-06      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206543287.SRDLC                                     | 206543287.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       702 | PA      | $688.23       | 0.00%             | 2026-02-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8631885.SRDSQ                                       | 8631885.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3895 | PA      | $3654.05      | 0.00%             | 2026-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8633043.SRDSQ                                       | 8633043.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2701 | PA      | $1390.60      | 0.00%             | 2026-07-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 210930811.SRDLC                                     | 210930811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2563 | PA      | $2533.95      | 0.00%             | 2027-10-02      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 210951135.SRDLC                                     | 210951135.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5978 | PA      | $5618.83      | 0.00%             | 2027-09-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211359222.SRDLC                                     | 211359222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6641 | PA      | $6208.22      | 0.00%             | 2029-10-08      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211377197.SRDLC                                     | 211377197.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5296 | PA      | $4999.69      | 0.00%             | 2027-10-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205085675.SRDLC                                     | 205085675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4663 | PA      | $4707.91      | 0.00%             | 2027-11-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205101214.SRDLC                                     | 205101214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27411 | PA      | $26412.51     | 0.00%             | 2028-11-20      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 192400720.SRDLC                                     | 192400720.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6046 | PA      | $540.47       | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 192990369.SRDLC                                     | 192990369.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1799 | PA      | $1799.48      | 0.00%             | 2025-08-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206620378.SRDLC                                     | 206620378.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12465 | PA      | $12267.79     | 0.00%             | 2027-02-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 206795411.SRDLC                                     | 206795411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25498 | PA      | $24743.47     | 0.00%             | 2029-02-20      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206879472.SRDLC                                     | 206879472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9718 | PA      | $9514.96      | 0.00%             | 2027-02-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206916117.SRDLC                                     | 206916117.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18466 | PA      | $18369.29     | 0.00%             | 2028-02-29      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 8781105.SRDSQ                                       | 8781105.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2244 | PA      | $2119.11      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8781310.SRDSQ                                       | 8781310.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     56779 | PA      | $53065.72     | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.45                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-360200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.5                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -169 | NC      | $-273104.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 7730045.SRDSQ                                       | 7730045.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1599 | PA      | $1107.75      | 0.00%             | 2025-10-26      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8331658.SRDSQ                                       | 8331658.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $1445.78      | 0.00%             | 2026-04-30      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 214367732.SRDLC                                     | 214367732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1627 | PA      | $1569.74      | 0.00%             | 2028-02-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214838046.SRDLC                                     | 214838046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37574 | PA      | $37372.81     | 0.00%             | 2030-03-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 214973713.SRDLC                                     | 214973713.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2547 | PA      | $2473.27      | 0.00%             | 2028-03-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215061718.SRDLC                                     | 215061718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11756 | PA      | $11419.37     | 0.00%             | 2028-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8790844.SRDSQ                                       | 8790844.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12310 | PA      | $11615.81     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8799115.SRDSQ                                       | 8799115.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10221 | PA      | $9646.21      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205064784.SRDLC                                     | 205064784.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31154 | PA      | $30384.38     | 0.00%             | 2028-11-15      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 205180381.SRDLC                                     | 205180381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1891.39      | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211273113.SRDLC                                     | 211273113.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23880 | PA      | $23611.44     | 0.00%             | 2027-10-01      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211290470.SRDLC                                     | 211290470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4754 | PA      | $4556.49      | 0.00%             | 2026-10-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215089586.SRDLC                                     | 215089586.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7027 | PA      | $6999.72      | 0.00%             | 2028-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215100003.SRDLC                                     | 215100003.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15745 | PA      | $15660.69     | 0.00%             | 2029-03-19      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 211612897.SRDLC                                     | 211612897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2727 | PA      | $2582.23      | 0.00%             | 2028-10-17      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| 211796634.SRDLC                                     | 211796634.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14437 | PA      | $13960.05     | 0.00%             | 2029-10-23      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211266776.SRDLC                                     | 211266776.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3560 | PA      | $3280.54      | 0.00%             | 2027-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211317961.SRDLC                                     | 211317961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17185 | PA      | $16474.87     | 0.00%             | 2026-10-07      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215105035.SRDLC                                     | 215105035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19769 | PA      | $19581.53     | 0.00%             | 2030-03-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 215168551.SRDLC                                     | 215168551.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6883.14      | 0.00%             | 2027-04-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8643431.SRDSQ                                       | 8643431.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1337 | PA      | $1287.61      | 0.00%             | 2026-07-23      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8645245.SRDSQ                                       | 8645245.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6406 | PA      | $6105.14      | 0.00%             | 2026-07-23      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8615468.SRDSQ                                       | 8615468.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13381 | PA      | $12294.42     | 0.00%             | 2026-07-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8616164.SRDSQ                                       | 8616164.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16741 | PA      | $13720.54     | 0.00%             | 2026-07-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 206835180.SRDLC                                     | 206835180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5185 | PA      | $5034.72      | 0.00%             | 2028-02-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207054733.SRDLC                                     | 207054733.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11153 | PA      | $10551.08     | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205244002.SRDLC                                     | 205244002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15421 | PA      | $15359.62     | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205319081.SRDLC                                     | 205319081.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16547 | PA      | $16274.06     | 0.00%             | 2028-11-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 207757122.SRDLC                                     | 207757122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3725 | PA      | $3502.90      | 0.00%             | 2027-04-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210646883.SRDLC                                     | 210646883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10151 | PA      | $9577.55      | 0.00%             | 2028-09-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215670875.SRDLC                                     | 215670875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $1760.34      | 0.00%             | 2028-04-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215768395.SRDLC                                     | 215768395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4886.09      | 0.00%             | 2027-04-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8388603.SRDSQ                                       | 8388603.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       470 | PA      | $434.65       | 0.00%             | 2026-05-16      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 8398691.SRDSQ                                       | 8398691.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6569 | PA      | $5658.14      | 0.00%             | 2026-05-20      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 211383904.SRDLC                                     | 211383904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11371 | PA      | $10683.42     | 0.00%             | 2029-10-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211414070.SRDLC                                     | 211414070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14341 | PA      | $13478.24     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204432472.SRDLC                                     | 204432472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5587 | PA      | $5509.12      | 0.00%             | 2026-10-06      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 204651330.SRDLC                                     | 204651330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23110 | PA      | $22695.60     | 0.00%             | 2028-11-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 207132650.SRDLC                                     | 207132650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11857 | PA      | $11691.99     | 0.00%             | 2029-03-11      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 207146346.SRDLC                                     | 207146346.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4506 | PA      | $4295.36      | 0.00%             | 2029-03-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206985352.SRDLC                                     | 206985352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1511.69      | 0.00%             | 2027-03-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207234257.SRDLC                                     | 207234257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3289 | PA      | $3250.41      | 0.00%             | 2029-03-14      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 210655031.SRDLC                                     | 210655031.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4733 | PA      | $4449.65      | 0.00%             | 2029-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210756555.SRDLC                                     | 210756555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5165 | PA      | $4857.27      | 0.00%             | 2027-09-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 7514012.SRDSQ                                       | 7514012.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19718 | PA      | $1545.91      | 0.00%             | 2025-08-20      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7518060.SRDSQ                                       | 7518060.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10077 | PA      | $7715.49      | 0.00%             | 2025-08-21      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 211364212.SRDLC                                     | 211364212.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10655 | PA      | $10482.14     | 0.00%             | 2027-10-07      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211425106.SRDLC                                     | 211425106.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9651 | PA      | $9088.94      | 0.00%             | 2029-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205246713.SRDLC                                     | 205246713.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6420 | PA      | $6466.58      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205273890.SRDLC                                     | 205273890.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9984 | PA      | $9879.07      | 0.00%             | 2026-11-15      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 3.55                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-11584.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NASDAQ-1 PUT OPT 04/25 19000                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 212526438.SRDLC                                     | 212526438.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10553 | PA      | $9954.12      | 0.00%             | 2027-11-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212530790.SRDLC                                     | 212530790.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1637 | PA      | $1583.34      | 0.00%             | 2026-11-20      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 204691132.SRDLC                                     | 204691132.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28559 | PA      | $28495.57     | 0.00%             | 2027-11-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 204707973.SRDLC                                     | 204707973.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7966 | PA      | $8064.07      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8646754.SRDSQ                                       | 8646754.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3036 | PA      | $2855.84      | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8651699.SRDSQ                                       | 8651699.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4875 | PA      | $4669.48      | 0.00%             | 2026-07-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW3913160.SRDUP                                     | FW3913160.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $746.40       | 0.00%             | 2026-08-04      | Fixed         | 24.43%                | Yes           |                  3 | On Loan: No      |
| FW4008610.SRDUP                                     | FW4008610.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20004 | PA      | $19843.93     | 0.00%             | 2028-10-06      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| 206818207.SRDLC                                     | 206818207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       778 | PA      | $60.57        | 0.00%             | 2026-03-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207239721.SRDLC                                     | 207239721.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2151.31      | 0.00%             | 2027-03-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 31.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-11275.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25P 31.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-7935.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207177400.SRDLC                                     | 207177400.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6936 | PA      | $6556.25      | 0.00%             | 2027-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207482053.SRDLC                                     | 207482053.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2463 | PA      | $2394.85      | 0.00%             | 2026-04-18      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| 7663618.SRDSQ                                       | 7663618.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4821 | PA      | $377.97       | 0.00%             | 2025-10-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8149441.SRDSQ                                       | 8149441.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1501 | PA      | $560.81       | 0.00%             | 2026-03-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 207462446.SRDLC                                     | 207462446.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4981 | PA      | $4704.59      | 0.00%             | 2029-04-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207794060.SRDLC                                     | 207794060.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8407 | PA      | $7958.71      | 0.00%             | 2028-04-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205216468.SRDLC                                     | 205216468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12031 | PA      | $11785.18     | 0.00%             | 2029-11-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206438545.SRDLC                                     | 206438545.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3154 | PA      | $3133.70      | 0.00%             | 2028-02-08      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205380459.SRDLC                                     | 205380459.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15977 | PA      | $15632.67     | 0.00%             | 2028-12-18      | Fixed         | 14.39%                | Yes           |                  3 | On Loan: No      |
| 205426852.SRDLC                                     | 205426852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27512 | PA      | $27026.24     | 0.00%             | 2028-12-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205702987.SRDLC                                     | 205702987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12611 | PA      | $12224.32     | 0.00%             | 2028-12-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205781049.SRDLC                                     | 205781049.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12601 | PA      | $12296.34     | 0.00%             | 2028-12-18      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 211497978.SRDLC                                     | 211497978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4644 | PA      | $4459.42      | 0.00%             | 2026-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211578101.SRDLC                                     | 211578101.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3116 | PA      | $3073.89      | 0.00%             | 2026-10-28      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8157666.SRDSQ                                       | 8157666.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1120 | PA      | $1032.26      | 0.00%             | 2026-03-05      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8162525.SRDSQ                                       | 8162525.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28936 | PA      | $19390.24     | 0.00%             | 2026-03-07      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 206505676.SRDLC                                     | 206505676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3931 | PA      | $3772.60      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206529525.SRDLC                                     | 206529525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       974 | PA      | $971.14       | 0.00%             | 2026-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207504166.SRDLC                                     | 207504166.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4005 | PA      | $3893.30      | 0.00%             | 2026-04-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207776688.SRDLC                                     | 207776688.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23195 | PA      | $3709.99      | 0.00%             | 2029-12-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8823793.SRDSQ                                       | 8823793.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16723 | PA      | $15720.33     | 0.00%             | 2026-09-11      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8842571.SRDSQ                                       | 8842571.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     74340 | PA      | $68946.13     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205759479.SRDLC                                     | 205759479.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25350 | PA      | $24917.92     | 0.00%             | 2028-12-19      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205824159.SRDLC                                     | 205824159.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6975 | PA      | $6904.33      | 0.00%             | 2026-12-26      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 210961253.SRDLC                                     | 210961253.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5195 | PA      | $4975.51      | 0.00%             | 2026-10-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211071520.SRDLC                                     | 211071520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5606 | PA      | $1337.01      | 0.00%             | 2028-09-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206600588.SRDLC                                     | 206600588.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23021 | PA      | $0.00         | 0.00%             | 2028-02-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206754897.SRDLC                                     | 206754897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1381 | PA      | $1318.57      | 0.00%             | 2027-02-25      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| FW4009369.SRDUP                                     | FW4009369.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2358 | PA      | $2382.02      | 0.00%             | 2028-10-06      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| FW4010349.SRDUP                                     | FW4010349.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9904 | PA      | $9828.69      | 0.00%             | 2026-10-10      | Fixed         | 25.21%                | Yes           |                  3 | On Loan: No      |
| 207898355.SRDLC                                     | 207898355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10678 | PA      | $10110.59     | 0.00%             | 2027-04-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 210548104.SRDLC                                     | 210548104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7849 | PA      | $1245.70      | 0.00%             | 2029-09-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212753383.SRDLC                                     | 212753383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15963 | PA      | $15595.42     | 0.00%             | 2028-12-08      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 213500714.SRDLC                                     | 213500714.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20367 | PA      | $20232.57     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205872318.SRDLC                                     | 205872318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $2996.65      | 0.00%             | 2026-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205922697.SRDLC                                     | 205922697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3034 | PA      | $0.00         | 0.00%             | 2025-12-29      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211474987.SRDLC                                     | 211474987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15593 | PA      | $14815.98     | 0.00%             | 2027-10-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211489937.SRDLC                                     | 211489937.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13291 | PA      | $12334.81     | 0.00%             | 2027-10-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206302600.SRDLC                                     | 206302600.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1108 | PA      | $1063.09      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206387712.SRDLC                                     | 206387712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20211 | PA      | $1806.90      | 0.00%             | 2029-02-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207622387.SRDLC                                     | 207622387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1118.62      | 0.00%             | 2026-04-25      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210647772.SRDLC                                     | 210647772.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6162 | PA      | $5820.07      | 0.00%             | 2029-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8331536.SRDSQ                                       | 8331536.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4983 | PA      | $4654.62      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8337688.SRDSQ                                       | 8337688.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       274 | PA      | $261.94       | 0.00%             | 2026-04-30      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 210876224.SRDLC                                     | 210876224.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4496 | PA      | $4316.26      | 0.00%             | 2026-09-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211153580.SRDLC                                     | 211153580.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17029 | PA      | $16049.52     | 0.00%             | 2029-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211530213.SRDLC                                     | 211530213.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26482 | PA      | $25147.38     | 0.00%             | 2029-10-15      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 211619073.SRDLC                                     | 211619073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13116 | PA      | $12333.69     | 0.00%             | 2027-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206506205.SRDLC                                     | 206506205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9707 | PA      | $5825.78      | 0.00%             | 2028-02-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206585107.SRDLC                                     | 206585107.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6941 | PA      | $6598.09      | 0.00%             | 2027-02-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211010352.SRDLC                                     | 211010352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2738 | PA      | $2610.85      | 0.00%             | 2028-09-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211293224.SRDLC                                     | 211293224.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10324 | PA      | $9724.97      | 0.00%             | 2029-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW4012714.SRDUP                                     | FW4012714.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       197 | PA      | $195.17       | 0.00%             | 2026-10-10      | Fixed         | 20.04%                | Yes           |                  3 | On Loan: No      |
| FW5009470.SRDUP                                     | FW5009470.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4338 | PA      | $4197.87      | 0.00%             | 2030-02-07      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| 8351923.SRDSQ                                       | 8351923.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2495 | PA      | $2393.63      | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8360962.SRDSQ                                       | 8360962.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9014 | PA      | $8566.64      | 0.00%             | 2026-05-07      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 213612896.SRDLC                                     | 213612896.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4447 | PA      | $4299.67      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213709895.SRDLC                                     | 213709895.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18836 | PA      | $18704.44     | 0.00%             | 2029-01-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 211265683.SRDLC                                     | 211265683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $4094.21      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211272993.SRDLC                                     | 211272993.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       296 | PA      | $288.10       | 0.00%             | 2026-10-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206603083.SRDLC                                     | 206603083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28627 | PA      | $27798.80     | 0.00%             | 2029-02-07      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206676121.SRDLC                                     | 206676121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13689 | PA      | $13599.57     | 0.00%             | 2028-02-12      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 211838143.SRDLC                                     | 211838143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15446 | PA      | $15172.63     | 0.00%             | 2027-10-24      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 212484659.SRDLC                                     | 212484659.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $161.15       | 0.00%             | 2027-11-19      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8376923.SRDSQ                                       | 8376923.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4250 | PA      | $2617.23      | 0.00%             | 2026-05-13      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8389003.SRDSQ                                       | 8389003.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2478 | PA      | $2298.14      | 0.00%             | 2026-05-17      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 206528520.SRDLC                                     | 206528520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2072 | PA      | $1344.68      | 0.00%             | 2028-02-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206533162.SRDLC                                     | 206533162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5487 | PA      | $5216.17      | 0.00%             | 2027-02-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 213908290.SRDLC                                     | 213908290.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32203 | PA      | $31667.52     | 0.00%             | 2028-01-23      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 214350803.SRDLC                                     | 214350803.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12704 | PA      | $12358.18     | 0.00%             | 2029-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211278522.SRDLC                                     | 211278522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3491 | PA      | $3267.41      | 0.00%             | 2027-10-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211319517.SRDLC                                     | 211319517.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4389 | PA      | $4078.05      | 0.00%             | 2027-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206917295.SRDLC                                     | 206917295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7464 | PA      | $7294.15      | 0.00%             | 2029-02-26      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206935154.SRDLC                                     | 206935154.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12727 | PA      | $12063.07     | 0.00%             | 2028-02-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 8416860.SRDSQ                                       | 8416860.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       623 | PA      | $599.52       | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8543625.SRDSQ                                       | 8543625.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4251 | PA      | $3962.37      | 0.00%             | 2026-06-30      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW5178823.SRDUP                                     | FW5178823.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1971.28      | 0.00%             | 2030-04-03      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| L3291098.SRDUP                                      | L3291098.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2515 | PA      | $2600.67      | 0.00%             | 2027-07-18      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| 214563995.SRDLC                                     | 214563995.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9806 | PA      | $9455.76      | 0.00%             | 2028-03-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214997114.SRDLC                                     | 214997114.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24446 | PA      | $23837.34     | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207840125.SRDLC                                     | 207840125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6434 | PA      | $6091.22      | 0.00%             | 2027-04-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207855493.SRDLC                                     | 207855493.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4933 | PA      | $4716.01      | 0.00%             | 2027-04-29      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206970932.SRDLC                                     | 206970932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16992 | PA      | $16574.46     | 0.00%             | 2029-02-28      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 207593904.SRDLC                                     | 207593904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12866 | PA      | $10911.35     | 0.00%             | 2027-10-22      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8557721.SRDSQ                                       | 8557721.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     53606 | PA      | $50184.89     | 0.00%             | 2026-07-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8596951.SRDSQ                                       | 8596951.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6053 | PA      | $5852.35      | 0.00%             | 2026-07-08      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 214366307.SRDLC                                     | 214366307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2445 | PA      | $1441.92      | 0.00%             | 2028-02-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214399785.SRDLC                                     | 214399785.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18046 | PA      | $18003.07     | 0.00%             | 2028-02-18      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 211427630.SRDLC                                     | 211427630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20161 | PA      | $18861.67     | 0.00%             | 2029-10-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211437381.SRDLC                                     | 211437381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10966 | PA      | $10269.11     | 0.00%             | 2029-10-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 214998632.SRDLC                                     | 214998632.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14860 | PA      | $14787.31     | 0.00%             | 2031-03-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 215104293.SRDLC                                     | 215104293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3913 | PA      | $3878.84      | 0.00%             | 2028-03-19      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 207611503.SRDLC                                     | 207611503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2568 | PA      | $2416.79      | 0.00%             | 2027-04-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207751602.SRDLC                                     | 207751602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16986 | PA      | $16117.36     | 0.00%             | 2029-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8843494.SRDSQ                                       | 8843494.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10867 | PA      | $10149.79     | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8844638.SRDSQ                                       | 8844638.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40115 | PA      | $37488.36     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3291594.SRDUP                                      | L3291594.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8185 | PA      | $8468.79      | 0.00%             | 2027-07-19      | Fixed         | 19.14%                | Yes           |                  3 | On Loan: No      |
| L3292501.SRDUP                                      | L3292501.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15565 | PA      | $15845.18     | 0.00%             | 2027-07-19      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| 214920168.SRDLC                                     | 214920168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7840 | PA      | $7594.91      | 0.00%             | 2028-03-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214995661.SRDLC                                     | 214995661.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5867 | PA      | $5720.96      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8400564.SRDSQ                                       | 8400564.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33615 | PA      | $24605.44     | 0.00%             | 2026-05-20      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8400978.SRDSQ                                       | 8400978.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7196 | PA      | $5086.94      | 0.00%             | 2026-05-20      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8387596.SRDSQ                                       | 8387596.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14253 | PA      | $13658.40     | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8400878.SRDSQ                                       | 8400878.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       527 | PA      | $504.29       | 0.00%             | 2026-05-20      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 205180725.SRDLC                                     | 205180725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8880 | PA      | $793.90       | 0.00%             | 2027-11-05      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 205205655.SRDLC                                     | 205205655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15061 | PA      | $14906.81     | 0.00%             | 2026-11-27      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 8619971.SRDSQ                                       | 8619971.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19260 | PA      | $18414.29     | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8634000.SRDSQ                                       | 8634000.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14926 | PA      | $14505.63     | 0.00%             | 2026-07-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 206573975.SRDLC                                     | 206573975.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17698 | PA      | $16922.15     | 0.00%             | 2029-02-08      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206595670.SRDLC                                     | 206595670.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9468 | PA      | $7264.05      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8626116.SRDSQ                                       | 8626116.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28504 | PA      | $27247.80     | 0.00%             | 2026-07-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8635091.SRDSQ                                       | 8635091.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1777 | PA      | $1686.99      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215620033.SRDLC                                     | 215620033.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8768.53      | 0.00%             | 2029-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8221245.SRDSQ                                       | 8221245.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $750.22       | 0.00%             | 2026-03-26      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 211446071.SRDLC                                     | 211446071.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5677 | PA      | $5343.84      | 0.00%             | 2029-10-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211507655.SRDLC                                     | 211507655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5326 | PA      | $4944.05      | 0.00%             | 2027-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8697465.SRDSQ                                       | 8697465.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    102685 | PA      | $97404.39     | 0.01%             | 2026-08-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8705640.SRDSQ                                       | 8705640.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    132421 | PA      | $125660.22    | 0.01%             | 2026-08-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211646516.SRDLC                                     | 211646516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6186 | PA      | $5754.33      | 0.00%             | 2027-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211701112.SRDLC                                     | 211701112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21519 | PA      | $21314.42     | 0.00%             | 2028-10-23      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 8363413.SRDSQ                                       | 8363413.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2594 | PA      | $2225.84      | 0.00%             | 2026-05-07      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 8372516.SRDSQ                                       | 8372516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9316 | PA      | $8601.96      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 205211487.SRDLC                                     | 205211487.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       921 | PA      | $910.24       | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205254198.SRDLC                                     | 205254198.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15409 | PA      | $15138.46     | 0.00%             | 2028-11-17      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| 211244921.SRDLC                                     | 211244921.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35923 | PA      | $35522.16     | 0.00%             | 2028-10-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211324194.SRDLC                                     | 211324194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7569 | PA      | $7133.60      | 0.00%             | 2029-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8367788.SRDSQ                                       | 8367788.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18184 | PA      | $17264.69     | 0.00%             | 2026-05-08      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8597938.SRDSQ                                       | 8597938.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37429 | PA      | $36238.66     | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8848174.SRDSQ                                       | 8848174.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7006 | PA      | $6553.50      | 0.00%             | 2026-09-17      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8856006.SRDSQ                                       | 8856006.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2652 | PA      | $2468.48      | 0.00%             | 2026-09-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3301939.SRDUP                                      | L3301939.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1727 | PA      | $1782.75      | 0.00%             | 2027-07-22      | Fixed         | 23.78%                | Yes           |                  3 | On Loan: No      |
| L3304898.SRDUP                                      | L3304898.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       556 | PA      | $561.27       | 0.00%             | 2027-07-25      | Fixed         | 19.25%                | Yes           |                  3 | On Loan: No      |
| 8341119.SRDSQ                                       | 8341119.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $655.28       | 0.00%             | 2026-05-01      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8342662.SRDSQ                                       | 8342662.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       239 | PA      | $213.75       | 0.00%             | 2026-05-01      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 8636021.SRDSQ                                       | 8636021.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5863 | PA      | $5427.35      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8644388.SRDSQ                                       | 8644388.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2282 | PA      | $2184.89      | 0.00%             | 2026-07-23      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 207904809.SRDLC                                     | 207904809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12537 | PA      | $12077.99     | 0.00%             | 2028-04-22      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207919516.SRDLC                                     | 207919516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3973 | PA      | $3945.27      | 0.00%             | 2026-04-23      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8413603.SRDSQ                                       | 8413603.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $1658.37      | 0.00%             | 2026-05-23      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8550129.SRDSQ                                       | 8550129.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2928 | PA      | $2714.85      | 0.00%             | 2026-07-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8394851.SRDSQ                                       | 8394851.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5955 | PA      | $5697.34      | 0.00%             | 2026-05-19      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8416889.SRDSQ                                       | 8416889.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2414.26      | 0.00%             | 2026-05-25      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 215448621.SRDLC                                     | 215448621.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5364.76      | 0.00%             | 2028-04-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215599208.SRDLC                                     | 215599208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14571.13     | 0.00%             | 2029-04-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8785844.SRDSQ                                       | 8785844.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25865 | PA      | $23932.94     | 0.00%             | 2026-08-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8790678.SRDSQ                                       | 8790678.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3260 | PA      | $3045.36      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8860827.SRDSQ                                       | 8860827.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7983 | PA      | $7520.57      | 0.00%             | 2026-09-19      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8865962.SRDSQ                                       | 8865962.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2283 | PA      | $2104.43      | 0.00%             | 2026-09-20      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 214872734.SRDLC                                     | 214872734.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6259 | PA      | $6056.07      | 0.00%             | 2027-03-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214908057.SRDLC                                     | 214908057.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9821 | PA      | $9425.51      | 0.00%             | 2028-03-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211536599.SRDLC                                     | 211536599.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22945 | PA      | $21565.18     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211565457.SRDLC                                     | 211565457.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1524.10      | 0.00%             | 2026-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8639340.SRDSQ                                       | 8639340.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11661 | PA      | $10899.40     | 0.00%             | 2026-07-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8650827.SRDSQ                                       | 8650827.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2062 | PA      | $1958.57      | 0.00%             | 2026-07-25      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3320122.SRDUP                                      | L3320122.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26378 | PA      | $26764.60     | 0.00%             | 2027-08-01      | Fixed         | 9.83%                 | Yes           |                  3 | On Loan: No      |
| L3325301.SRDUP                                      | L3325301.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7060 | PA      | $7237.03      | 0.00%             | 2027-08-02      | Fixed         | 22.48%                | Yes           |                  3 | On Loan: No      |
| 8628914.SRDSQ                                       | 8628914.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7426 | PA      | $7062.11      | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8649471.SRDSQ                                       | 8649471.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     74790 | PA      | $70829.82     | 0.00%             | 2026-07-24      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8793082.SRDSQ                                       | 8793082.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2609 | PA      | $2371.87      | 0.00%             | 2026-09-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8793879.SRDSQ                                       | 8793879.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32817 | PA      | $30965.73     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869576.SRDSQ                                       | 8869576.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5880 | PA      | $5457.85      | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8870954.SRDSQ                                       | 8870954.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4790 | PA      | $4503.39      | 0.00%             | 2026-09-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8559109.SRDSQ                                       | 8559109.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7059 | PA      | $6037.47      | 0.00%             | 2026-07-04      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8605597.SRDSQ                                       | 8605597.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2331 | PA      | $2166.95      | 0.00%             | 2026-07-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 215740774.SRDLC                                     | 215740774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19495.40     | 0.00%             | 2030-04-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 7472943.SRDSQ                                       | 7472943.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10790 | PA      | $845.96       | 0.00%             | 2025-08-07      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| L3325559.SRDUP                                      | L3325559.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1692 | PA      | $1738.13      | 0.00%             | 2027-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| L3401522.SRDUP                                      | L3401522.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22020 | PA      | $22262.48     | 0.00%             | 2027-09-21      | Fixed         | 15.59%                | Yes           |                  3 | On Loan: No      |
| 211886136.SRDLC                                     | 211886136.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22819 | PA      | $22601.14     | 0.00%             | 2028-10-28      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212289900.SRDLC                                     | 212289900.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14758 | PA      | $13761.44     | 0.00%             | 2029-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8725817.SRDSQ                                       | 8725817.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    128424 | PA      | $121591.00    | 0.01%             | 2026-08-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8783389.SRDSQ                                       | 8783389.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10623 | PA      | $9982.64      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8798280.SRDSQ                                       | 8798280.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1395 | PA      | $1266.91      | 0.00%             | 2026-09-04      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8818701.SRDSQ                                       | 8818701.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2558 | PA      | $2373.62      | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| L3500805.SRDUP                                      | L3500805.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1863 | PA      | $1890.40      | 0.00%             | 2027-10-28      | Fixed         | 19.56%                | Yes           |                  3 | On Loan: No      |
| L3500820.SRDUP                                      | L3500820.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       842 | PA      | $859.73       | 0.00%             | 2027-10-13      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 211830260.SRDLC                                     | 211830260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6495 | PA      | $6387.30      | 0.00%             | 2029-10-28      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212096512.SRDLC                                     | 212096512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5399 | PA      | $5022.46      | 0.00%             | 2027-11-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212455188.SRDLC                                     | 212455188.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20199 | PA      | $19055.12     | 0.00%             | 2029-11-18      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212488949.SRDLC                                     | 212488949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1693.37      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214941586.SRDLC                                     | 214941586.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15169 | PA      | $15052.72     | 0.00%             | 2029-03-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215015742.SRDLC                                     | 215015742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14673 | PA      | $14306.06     | 0.00%             | 2028-03-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8782990.SRDSQ                                       | 8782990.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3980 | PA      | $3782.09      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8793012.SRDSQ                                       | 8793012.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4399 | PA      | $3710.95      | 0.00%             | 2026-09-03      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8798521.SRDSQ                                       | 8798521.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35553 | PA      | $33077.78     | 0.00%             | 2026-09-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8800855.SRDSQ                                       | 8800855.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13576 | PA      | $12687.76     | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 211346918.SRDLC                                     | 211346918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17894 | PA      | $17803.55     | 0.00%             | 2028-10-10      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211491439.SRDLC                                     | 211491439.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $1134.33      | 0.00%             | 2026-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212509181.SRDLC                                     | 212509181.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24409 | PA      | $6006.96      | 0.00%             | 2029-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212526407.SRDLC                                     | 212526407.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5260 | PA      | $4962.61      | 0.00%             | 2027-11-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8287577.SRDSQ                                       | 8287577.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     54447 | PA      | $52568.62     | 0.00%             | 2026-04-16      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8332050.SRDSQ                                       | 8332050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       137 | PA      | $132.30       | 0.00%             | 2026-04-30      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8838649.SRDSQ                                       | 8838649.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1649 | PA      | $1543.25      | 0.00%             | 2026-09-13      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8844619.SRDSQ                                       | 8844619.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2573 | PA      | $2418.14      | 0.00%             | 2026-09-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3500906.SRDUP                                      | L3500906.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4860 | PA      | $4947.43      | 0.00%             | 2027-10-13      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| L3501285.SRDUP                                      | L3501285.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1192 | PA      | $1170.10      | 0.00%             | 2028-03-13      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 211618533.SRDLC                                     | 211618533.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5710 | PA      | $5384.31      | 0.00%             | 2029-10-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211709941.SRDLC                                     | 211709941.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19797 | PA      | $19434.80     | 0.00%             | 2029-10-21      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 207913612.SRDLC                                     | 207913612.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9871 | PA      | $9437.14      | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207915481.SRDLC                                     | 207915481.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3060 | PA      | $776.18       | 0.00%             | 2028-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215170545.SRDLC                                     | 215170545.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17572 | PA      | $17512.11     | 0.00%             | 2028-03-24      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 215665074.SRDLC                                     | 215665074.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $12694.28     | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8865097.SRDSQ                                       | 8865097.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2956 | PA      | $2722.45      | 0.00%             | 2026-09-20      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8871952.SRDSQ                                       | 8871952.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10051 | PA      | $9449.82      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8652178.SRDSQ                                       | 8652178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1028 | PA      | $847.58       | 0.00%             | 2026-07-26      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8672958.SRDSQ                                       | 8672958.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    113810 | PA      | $108119.72    | 0.01%             | 2026-07-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 422.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -66 | NC      | $-88357.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 425                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-46350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8345984.SRDSQ                                       | 8345984.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17809 | PA      | $13655.86     | 0.00%             | 2026-05-04      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8361963.SRDSQ                                       | 8361963.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3136 | PA      | $3050.11      | 0.00%             | 2026-05-07      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L3541988.SRDUP                                      | L3541988.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2333.81      | 0.00%             | 2027-11-01      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| L3909902.SRDUP                                      | L3909902.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2324 | PA      | $2298.40      | 0.00%             | 2026-08-02      | Fixed         | 15.63%                | Yes           |                  3 | On Loan: No      |
| 8802037.SRDSQ                                       | 8802037.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29617 | PA      | $27806.01     | 0.00%             | 2026-09-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8814811.SRDSQ                                       | 8814811.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11318 | PA      | $10706.98     | 0.00%             | 2026-09-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8422887.SRDSQ                                       | 8422887.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9299 | PA      | $8937.46      | 0.00%             | 2026-05-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8603105.SRDSQ                                       | 8603105.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4190 | PA      | $3889.17      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211582447.SRDLC                                     | 211582447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17862 | PA      | $16799.79     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211773210.SRDLC                                     | 211773210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7248 | PA      | $7065.88      | 0.00%             | 2029-10-22      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 213493521.SRDLC                                     | 213493521.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2828 | PA      | $2692.20      | 0.00%             | 2028-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213567263.SRDLC                                     | 213567263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38344 | PA      | $38044.32     | 0.00%             | 2030-01-23      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 8733096.SRDSQ                                       | 8733096.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    148101 | PA      | $139860.50    | 0.01%             | 2026-08-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8779489.SRDSQ                                       | 8779489.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $639.03       | 0.00%             | 2026-08-27      | Fixed         | 4.70%                 | Yes           |                  3 | On Loan: No      |
| 211377846.SRDLC                                     | 211377846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8961 | PA      | $8852.11      | 0.00%             | 2028-10-07      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211407311.SRDLC                                     | 211407311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21200 | PA      | $21063.04     | 0.00%             | 2027-10-07      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 206811341.SRDLC                                     | 206811341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17786 | PA      | $4201.64      | 0.00%             | 2029-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206944802.SRDLC                                     | 206944802.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6319 | PA      | $6018.94      | 0.00%             | 2029-03-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3913562.SRDUP                                      | L3913562.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22145 | PA      | $5806.75      | 0.00%             | 2028-08-04      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| L3956484.SRDUP                                      | L3956484.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4237 | PA      | $4186.86      | 0.00%             | 2026-09-05      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| 8873348.SRDSQ                                       | 8873348.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2195 | PA      | $2052.48      | 0.00%             | 2026-09-21      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| CBM3910160.SRDUP                                    | CBM3910160.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       654 | PA      | $645.00       | 0.00%             | 2028-08-02      | Fixed         | 28.35%                | Yes           |                  3 | On Loan: No      |
| 211802885.SRDLC                                     | 211802885.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11818 | PA      | $11752.72     | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 212093389.SRDLC                                     | 212093389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5771 | PA      | $5467.18      | 0.00%             | 2027-11-05      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213578828.SRDLC                                     | 213578828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7176 | PA      | $6974.65      | 0.00%             | 2027-01-27      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213726964.SRDLC                                     | 213726964.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12195 | PA      | $11658.00     | 0.00%             | 2030-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8791734.SRDSQ                                       | 8791734.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3918 | PA      | $3715.09      | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8792595.SRDSQ                                       | 8792595.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17173 | PA      | $16241.90     | 0.00%             | 2026-09-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 207184669.SRDLC                                     | 207184669.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6389 | PA      | $6075.10      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207187282.SRDLC                                     | 207187282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8892 | PA      | $794.92       | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8888511.SRDSQ                                       | 8888511.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $751.99       | 0.00%             | 2026-09-26      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8896567.SRDSQ                                       | 8896567.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12684 | PA      | $11868.00     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207970149.SRDLC                                     | 207970149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6784 | PA      | $6522.25      | 0.00%             | 2028-04-29      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210257743.SRDLC                                     | 210257743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7918 | PA      | $7400.17      | 0.00%             | 2027-09-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8787155.SRDSQ                                       | 8787155.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7335 | PA      | $6854.78      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789868.SRDSQ                                       | 8789868.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9635 | PA      | $9093.26      | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215016518.SRDLC                                     | 215016518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14620 | PA      | $14175.75     | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7472065.SRDSQ                                       | 7472065.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $74.05        | 0.00%             | 2025-08-07      | Fixed         | 5.43%                 | Yes           |                  3 | On Loan: No      |
| L4008262.SRDUP                                      | L4008262.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8095 | PA      | $8144.31      | 0.00%             | 2028-10-06      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| L4008337.SRDUP                                      | L4008337.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14710 | PA      | $7095.99      | 0.00%             | 2029-03-06      | Fixed         | 21.04%                | Yes           |                  3 | On Loan: No      |
| 7637720.SRDSQ                                       | 7637720.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10905 | PA      | $9941.87      | 0.00%             | 2025-09-28      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 8345318.SRDSQ                                       | 8345318.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       273 | PA      | $260.94       | 0.00%             | 2026-05-03      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 214442245.SRDLC                                     | 214442245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5905 | PA      | $5700.90      | 0.00%             | 2030-02-19      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 214623655.SRDLC                                     | 214623655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8885 | PA      | $8660.89      | 0.00%             | 2028-03-10      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207852113.SRDLC                                     | 207852113.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9205 | PA      | $8782.64      | 0.00%             | 2028-04-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210856415.SRDLC                                     | 210856415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22914 | PA      | $21719.95     | 0.00%             | 2028-09-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205276547.SRDLC                                     | 205276547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6186 | PA      | $6160.23      | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205602776.SRDLC                                     | 205602776.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5698 | PA      | $5677.61      | 0.00%             | 2027-12-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 8814976.SRDSQ                                       | 8814976.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5413 | PA      | $4901.88      | 0.00%             | 2026-09-08      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8827351.SRDSQ                                       | 8827351.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6370 | PA      | $5354.08      | 0.00%             | 2026-09-12      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 211504339.SRDLC                                     | 211504339.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       872 | PA      | $809.18       | 0.00%             | 2027-10-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211577712.SRDLC                                     | 211577712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15042 | PA      | $14210.59     | 0.00%             | 2029-10-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8790010.SRDSQ                                       | 8790010.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7866 | PA      | $7375.18      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8798132.SRDSQ                                       | 8798132.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5907 | PA      | $5616.18      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8365279.SRDSQ                                       | 8365279.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3057 | PA      | $2921.81      | 0.00%             | 2026-05-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8366917.SRDSQ                                       | 8366917.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4358 | PA      | $4202.82      | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212129603.SRDLC                                     | 212129603.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9111 | PA      | $9003.58      | 0.00%             | 2028-11-07      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212224062.SRDLC                                     | 212224062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9357 | PA      | $8877.69      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8808156.SRDSQ                                       | 8808156.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2956 | PA      | $2775.08      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8808962.SRDSQ                                       | 8808962.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $1653.22      | 0.00%             | 2026-09-06      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8876496.SRDSQ                                       | 8876496.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6078 | PA      | $5646.14      | 0.00%             | 2026-09-23      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8884987.SRDSQ                                       | 8884987.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1770 | PA      | $1659.30      | 0.00%             | 2026-09-25      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8407568.SRDSQ                                       | 8407568.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31720 | PA      | $30023.27     | 0.00%             | 2026-05-22      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8550167.SRDSQ                                       | 8550167.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5522 | PA      | $1034.53      | 0.00%             | 2026-07-01      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8348066.SRDSQ                                       | 8348066.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3615 | PA      | $3496.51      | 0.00%             | 2026-05-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8350558.SRDSQ                                       | 8350558.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11569 | PA      | $11138.27     | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L5002759.SRDUP                                      | L5002759.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2207.06      | 0.00%             | 2030-02-05      | Fixed         | 21.01%                | Yes           |                  3 | On Loan: No      |
| L5003046.SRDUP                                      | L5003046.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21329 | PA      | $21146.39     | 0.00%             | 2030-02-05      | Fixed         | 16.61%                | Yes           |                  3 | On Loan: No      |
| 205704646.SRDLC                                     | 205704646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14167 | PA      | $13945.74     | 0.00%             | 2026-12-01      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205712618.SRDLC                                     | 205712618.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4505 | PA      | $4494.00      | 0.00%             | 2025-12-20      | Fixed         | 6.23%                 | Yes           |                  3 | On Loan: No      |
| 211621156.SRDLC                                     | 211621156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3903 | PA      | $3776.56      | 0.00%             | 2026-10-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211678113.SRDLC                                     | 211678113.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2205 | PA      | $2059.26      | 0.00%             | 2027-10-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207819377.SRDLC                                     | 207819377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6477 | PA      | $6132.48      | 0.00%             | 2029-04-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207894447.SRDLC                                     | 207894447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17229 | PA      | $1540.29      | 0.00%             | 2026-04-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8550800.SRDSQ                                       | 8550800.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5495 | PA      | $5223.01      | 0.00%             | 2026-07-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8596405.SRDSQ                                       | 8596405.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15074 | PA      | $14159.77     | 0.00%             | 2026-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8343939.SRDSQ                                       | 8343939.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3672 | PA      | $3504.74      | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8344100.SRDSQ                                       | 8344100.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7187 | PA      | $6992.84      | 0.00%             | 2026-05-02      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8815200.SRDSQ                                       | 8815200.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7787 | PA      | $7192.70      | 0.00%             | 2026-09-08      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8816061.SRDSQ                                       | 8816061.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13016 | PA      | $12107.42     | 0.00%             | 2026-09-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L5009735.SRDUP                                      | L5009735.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4681 | PA      | $4659.35      | 0.00%             | 2030-02-07      | Fixed         | 12.57%                | Yes           |                  3 | On Loan: No      |
| L5178974.SRDUP                                      | L5178974.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1194.37      | 0.00%             | 2030-04-03      | Fixed         | 17.28%                | Yes           |                  3 | On Loan: No      |
| 8353772.SRDSQ                                       | 8353772.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2877 | PA      | $2128.51      | 0.00%             | 2026-05-06      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8367042.SRDSQ                                       | 8367042.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $1362.74      | 0.00%             | 2026-05-08      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8556950.SRDSQ                                       | 8556950.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $1939.59      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8590660.SRDSQ                                       | 8590660.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4087 | PA      | $3911.46      | 0.00%             | 2026-07-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 205213415.SRDLC                                     | 205213415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3171 | PA      | $3189.94      | 0.00%             | 2025-11-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205220327.SRDLC                                     | 205220327.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1573 | PA      | $1560.54      | 0.00%             | 2026-11-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210770762.SRDLC                                     | 210770762.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1875 | PA      | $1803.42      | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210821865.SRDLC                                     | 210821865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12328 | PA      | $11600.74     | 0.00%             | 2029-10-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8825612.SRDSQ                                       | 8825612.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13260 | PA      | $12393.56     | 0.00%             | 2026-09-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8838990.SRDSQ                                       | 8838990.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     56959 | PA      | $52936.52     | 0.00%             | 2026-09-13      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 212237741.SRDLC                                     | 212237741.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17261 | PA      | $17237.00     | 0.00%             | 2028-11-12      | Fixed         | 7.07%                 | Yes           |                  3 | On Loan: No      |
| 212270931.SRDLC                                     | 212270931.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2815 | PA      | $2674.34      | 0.00%             | 2028-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8603968.SRDSQ                                       | 8603968.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9207 | PA      | $8826.81      | 0.00%             | 2026-07-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8634648.SRDSQ                                       | 8634648.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5248 | PA      | $5082.34      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211923265.SRDLC                                     | 211923265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7534 | PA      | $7151.21      | 0.00%             | 2027-11-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211943330.SRDLC                                     | 211943330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9764 | PA      | $9186.12      | 0.00%             | 2029-11-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210600366.SRDLC                                     | 210600366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3712 | PA      | $3591.76      | 0.00%             | 2026-09-04      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210971273.SRDLC                                     | 210971273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12089 | PA      | $11471.83     | 0.00%             | 2028-10-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 214700094.SRDLC                                     | 214700094.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13656 | PA      | $13601.95     | 0.00%             | 2028-03-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214991259.SRDLC                                     | 214991259.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5791 | PA      | $5576.37      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 427.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-24120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 432.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8403362.SRDSQ                                       | 8403362.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7113 | PA      | $5412.39      | 0.00%             | 2026-05-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8408686.SRDSQ                                       | 8408686.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4045 | PA      | $3865.32      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8807926.SRDSQ                                       | 8807926.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17001 | PA      | $15856.15     | 0.00%             | 2026-09-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8808776.SRDSQ                                       | 8808776.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2388 | PA      | $2253.68      | 0.00%             | 2026-09-06      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 205229904.SRDLC                                     | 205229904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12822 | PA      | $13069.44     | 0.00%             | 2028-11-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205259433.SRDLC                                     | 205259433.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $2707.78      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207215838.SRDLC                                     | 207215838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8443 | PA      | $8140.61      | 0.00%             | 2027-03-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207395613.SRDLC                                     | 207395613.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5546 | PA      | $5443.62      | 0.00%             | 2027-03-28      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 211445593.SRDLC                                     | 211445593.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13795 | PA      | $13035.53     | 0.00%             | 2028-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211542707.SRDLC                                     | 211542707.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5385 | PA      | $5324.98      | 0.00%             | 2028-10-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 8796712.SRDSQ                                       | 8796712.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2796 | PA      | $2627.68      | 0.00%             | 2026-09-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8823293.SRDSQ                                       | 8823293.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30735 | PA      | $28910.94     | 0.00%             | 2026-09-11      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -240 | NC      | $-12162.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/18/26 P4000                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       126 | NC      | $1446480.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 215006981.SRDLC                                     | 215006981.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14878 | PA      | $14424.02     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8163496.SRDSQ                                       | 8163496.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1462 | PA      | $1331.31      | 0.00%             | 2026-03-08      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 205343264.SRDLC                                     | 205343264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17213 | PA      | $16888.75     | 0.00%             | 2026-11-20      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205377136.SRDLC                                     | 205377136.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7957 | PA      | $8000.57      | 0.00%             | 2027-11-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8887901.SRDSQ                                       | 8887901.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3150 | PA      | $2963.85      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3913461.SRDUP                                    | CBM3913461.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4005 | PA      | $4040.29      | 0.00%             | 2028-08-04      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| 207837332.SRDLC                                     | 207837332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8210 | PA      | $7733.84      | 0.00%             | 2027-04-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207988250.SRDLC                                     | 207988250.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2048 | PA      | $1967.52      | 0.00%             | 2028-04-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205779717.SRDLC                                     | 205779717.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1529 | PA      | $1521.53      | 0.00%             | 2025-12-18      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205792655.SRDLC                                     | 205792655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11681 | PA      | $11483.11     | 0.00%             | 2028-12-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211220370.SRDLC                                     | 211220370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21905 | PA      | $20607.91     | 0.00%             | 2027-10-11      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211353036.SRDLC                                     | 211353036.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3963 | PA      | $3747.55      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8417135.SRDSQ                                       | 8417135.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20499 | PA      | $17757.48     | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8423338.SRDSQ                                       | 8423338.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25693 | PA      | $24652.19     | 0.00%             | 2026-05-26      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8386400.SRDSQ                                       | 8386400.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2547 | PA      | $2470.25      | 0.00%             | 2026-05-15      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8391009.SRDSQ                                       | 8391009.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2342 | PA      | $2237.22      | 0.00%             | 2026-05-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 212111590.SRDLC                                     | 212111590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23374 | PA      | $22329.30     | 0.00%             | 2028-11-11      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 212111910.SRDLC                                     | 212111910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4548 | PA      | $4199.24      | 0.00%             | 2027-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210492609.SRDLC                                     | 210492609.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6797 | PA      | $6409.18      | 0.00%             | 2028-09-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210545811.SRDLC                                     | 210545811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16911 | PA      | $15811.90     | 0.00%             | 2027-09-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8345459.SRDSQ                                       | 8345459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3069 | PA      | $1927.97      | 0.00%             | 2026-05-03      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8348393.SRDSQ                                       | 8348393.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5106 | PA      | $4901.29      | 0.00%             | 2026-05-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8811195.SRDSQ                                       | 8811195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4344 | PA      | $3948.73      | 0.00%             | 2026-09-07      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8815006.SRDSQ                                       | 8815006.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5873 | PA      | $5562.54      | 0.00%             | 2026-09-08      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| CBM4998058.SRDUP                                    | CBM4998058.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3048 | PA      | $2942.64      | 0.00%             | 2030-02-04      | Fixed         | 29.22%                | Yes           |                  3 | On Loan: No      |
| DRB4998045.SRDUP                                    | DRB4998045.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $5409.65      | 0.00%             | 2030-02-04      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 210685880.SRDLC                                     | 210685880.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $1089.62      | 0.00%             | 2026-09-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210736180.SRDLC                                     | 210736180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16978 | PA      | $16781.44     | 0.00%             | 2027-09-09      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211420784.SRDLC                                     | 211420784.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9719 | PA      | $9058.37      | 0.00%             | 2027-10-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211470422.SRDLC                                     | 211470422.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18802 | PA      | $17757.18     | 0.00%             | 2029-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/18/26 P4050                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       120 | NC      | $1444200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5015                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 205569647.SRDLC                                     | 205569647.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13047 | PA      | $12861.63     | 0.00%             | 2026-12-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205616275.SRDLC                                     | 205616275.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15688 | PA      | $15407.42     | 0.00%             | 2028-12-15      | Fixed         | 11.01%                | Yes           |                  3 | On Loan: No      |
| 8543040.SRDSQ                                       | 8543040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26124 | PA      | $24896.44     | 0.00%             | 2026-06-30      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8557027.SRDSQ                                       | 8557027.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1478 | PA      | $1419.19      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211433000.SRDLC                                     | 211433000.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9943 | PA      | $9344.86      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211440483.SRDLC                                     | 211440483.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5712 | PA      | $5331.27      | 0.00%             | 2029-10-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8368548.SRDSQ                                       | 8368548.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4111 | PA      | $3964.61      | 0.00%             | 2026-05-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8373293.SRDSQ                                       | 8373293.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11548 | PA      | $11108.70     | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8408866.SRDSQ                                       | 8408866.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       630 | PA      | $620.20       | 0.00%             | 2026-05-22      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8411610.SRDSQ                                       | 8411610.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       800 | PA      | $767.52       | 0.00%             | 2026-05-22      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| DRB5178852.SRDUP                                    | DRB5178852.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22800 | PA      | $22475.97     | 0.00%             | 2030-04-03      | Fixed         | 25.95%                | Yes           |                  3 | On Loan: No      |
| DRB5181242.SRDUP                                    | DRB5181242.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3600 | PA      | $3549.06      | 0.00%             | 2028-04-04      | Fixed         | 30.38%                | Yes           |                  3 | On Loan: No      |
| 210935951.SRDLC                                     | 210935951.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8843 | PA      | $8746.84      | 0.00%             | 2028-09-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 210963744.SRDLC                                     | 210963744.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9530 | PA      | $8919.22      | 0.00%             | 2029-10-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913556.SRDUP                                    | CBM3913556.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4470 | PA      | $4536.12      | 0.00%             | 2028-08-04      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| CBM3954143.SRDUP                                    | CBM3954143.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4649 | PA      | $4626.20      | 0.00%             | 2028-09-01      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 8632395.SRDSQ                                       | 8632395.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7149 | PA      | $6665.67      | 0.00%             | 2026-07-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8637367.SRDSQ                                       | 8637367.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8236 | PA      | $7837.84      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8870741.SRDSQ                                       | 8870741.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3036 | PA      | $2854.51      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881294.SRDSQ                                       | 8881294.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $948.37       | 0.00%             | 2026-09-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211495861.SRDLC                                     | 211495861.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3532 | PA      | $3392.67      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211514751.SRDLC                                     | 211514751.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $1134.33      | 0.00%             | 2026-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8629602.SRDSQ                                       | 8629602.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11694 | PA      | $11362.17     | 0.00%             | 2026-07-17      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8630021.SRDSQ                                       | 8630021.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26974 | PA      | $25058.37     | 0.00%             | 2026-07-17      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 211164878.SRDLC                                     | 211164878.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13125 | PA      | $12294.39     | 0.00%             | 2027-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211238088.SRDLC                                     | 211238088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18395 | PA      | $17269.98     | 0.00%             | 2029-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211851211.SRDLC                                     | 211851211.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15789 | PA      | $15411.14     | 0.00%             | 2029-10-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211878341.SRDLC                                     | 211878341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10456 | PA      | $10026.01     | 0.00%             | 2029-11-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EXCHANGE PUT OPT 04/25 19250                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NASDAQ 100 E-MINI Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-418338.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 8845687.SRDSQ                                       | 8845687.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4229 | PA      | $3986.69      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8858047.SRDSQ                                       | 8858047.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10206 | PA      | $9567.51      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3955807.SRDUP                                    | CBM3955807.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2920 | PA      | $2950.85      | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| CBM4008282.SRDUP                                    | CBM4008282.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1649 | PA      | $1655.37      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| 8413193.SRDSQ                                       | 8413193.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3416 | PA      | $3278.57      | 0.00%             | 2026-05-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8417487.SRDSQ                                       | 8417487.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6662 | PA      | $2289.30      | 0.00%             | 2026-05-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW3344502.SRDUP                                     | FW3344502.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1210.36      | 0.00%             | 2027-08-10      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| FW3911549.SRDUP                                     | FW3911549.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1908 | PA      | $1941.39      | 0.00%             | 2028-08-03      | Fixed         | 13.22%                | Yes           |                  3 | On Loan: No      |
| FW3298309.SRDUP                                     | FW3298309.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       375 | PA      | $372.28       | 0.00%             | 2025-07-21      | Fixed         | 23.61%                | Yes           |                  3 | On Loan: No      |
| FW3500552.SRDUP                                     | FW3500552.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $633.34       | 0.00%             | 2025-10-13      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| 211317202.SRDLC                                     | 211317202.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       996 | PA      | $959.22       | 0.00%             | 2026-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211430811.SRDLC                                     | 211430811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6887 | PA      | $6743.68      | 0.00%             | 2027-10-08      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206572374.SRDLC                                     | 206572374.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22688 | PA      | $19824.28     | 0.00%             | 2029-07-13      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206692333.SRDLC                                     | 206692333.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14240 | PA      | $1273.08      | 0.00%             | 2028-09-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8828430.SRDSQ                                       | 8828430.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10515 | PA      | $9795.02      | 0.00%             | 2026-09-12      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8834391.SRDSQ                                       | 8834391.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19667 | PA      | $18501.07     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815991.SRDSQ                                       | 8815991.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2406 | PA      | $2089.34      | 0.00%             | 2026-09-09      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8856044.SRDSQ                                       | 8856044.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1898 | PA      | $1778.68      | 0.00%             | 2026-09-18      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| FW3500560.SRDUP                                     | FW3500560.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14725 | PA      | $15398.24     | 0.00%             | 2027-10-13      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| FW3910185.SRDUP                                     | FW3910185.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11233 | PA      | $11342.98     | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 194930783.SRDLC                                     | 194930783.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       649 | PA      | $648.85       | 0.00%             | 2025-10-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 195846687.SRDLC                                     | 195846687.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15683 | PA      | $8942.48      | 0.00%             | 2028-09-10      | Fixed         | 17.29%                | Yes           |                  3 | On Loan: No      |
| 8559235.SRDSQ                                       | 8559235.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4017 | PA      | $3896.06      | 0.00%             | 2026-07-04      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8643790.SRDSQ                                       | 8643790.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9531 | PA      | $8729.27      | 0.00%             | 2026-07-23      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW4011093.SRDUP                                     | FW4011093.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2355 | PA      | $2355.66      | 0.00%             | 2028-10-10      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW4011987.SRDUP                                     | FW4011987.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1402 | PA      | $1411.43      | 0.00%             | 2028-10-10      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| 8653841.SRDSQ                                       | 8653841.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6884 | PA      | $6584.05      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8662058.SRDSQ                                       | 8662058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $3825.86      | 0.00%             | 2026-07-29      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8556911.SRDSQ                                       | 8556911.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1749.95      | 0.00%             | 2026-07-03      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8605999.SRDSQ                                       | 8605999.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9093 | PA      | $8484.78      | 0.00%             | 2026-07-09      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 212155486.SRDLC                                     | 212155486.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9476 | PA      | $9092.32      | 0.00%             | 2026-11-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212318956.SRDLC                                     | 212318956.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6176 | PA      | $5856.32      | 0.00%             | 2028-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8840087.SRDSQ                                       | 8840087.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11307 | PA      | $10569.35     | 0.00%             | 2026-09-14      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8841504.SRDSQ                                       | 8841504.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3379 | PA      | $3124.46      | 0.00%             | 2026-09-14      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 195851937.SRDLC                                     | 195851937.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13095 | PA      | $1170.68      | 0.00%             | 2027-11-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203311377.SRDLC                                     | 203311377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3613 | PA      | $322.99       | 0.00%             | 2026-08-14      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8790703.SRDSQ                                       | 8790703.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2620 | PA      | $2180.07      | 0.00%             | 2026-09-02      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8796788.SRDSQ                                       | 8796788.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4369 | PA      | $4080.33      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 210766065.SRDLC                                     | 210766065.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10564 | PA      | $9801.01      | 0.00%             | 2027-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210829078.SRDLC                                     | 210829078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $1703.95      | 0.00%             | 2028-09-03      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW3956309.SRDUP                                     | FW3956309.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2927 | PA      | $2965.51      | 0.00%             | 2028-09-05      | Fixed         | 22.64%                | Yes           |                  3 | On Loan: No      |
| FW5188607.SRDUP                                     | FW5188607.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11549 | PA      | $11500.25     | 0.00%             | 2030-04-07      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 8606242.SRDSQ                                       | 8606242.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13394 | PA      | $12682.85     | 0.00%             | 2026-07-10      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8611385.SRDSQ                                       | 8611385.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16879 | PA      | $15767.66     | 0.00%             | 2026-07-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 211115354.SRDLC                                     | 211115354.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6818 | PA      | $1153.44      | 0.00%             | 2029-09-25      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211205884.SRDLC                                     | 211205884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       789 | PA      | $755.56       | 0.00%             | 2026-10-02      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 8638119.SRDSQ                                       | 8638119.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21392 | PA      | $20419.16     | 0.00%             | 2026-07-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8644443.SRDSQ                                       | 8644443.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7091 | PA      | $6820.81      | 0.00%             | 2026-07-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 74.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3309580.SRDUP                                      | L3309580.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1373 | PA      | $1420.23      | 0.00%             | 2027-07-26      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3395140.SRDUP                                      | L3395140.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       733 | PA      | $731.57       | 0.00%             | 2025-09-02      | Fixed         | 13.03%                | Yes           |                  3 | On Loan: No      |
| 211593489.SRDLC                                     | 211593489.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37005 | PA      | $36189.92     | 0.00%             | 2029-10-16      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 211660307.SRDLC                                     | 211660307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27473 | PA      | $27036.33     | 0.00%             | 2029-10-21      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 8614013.SRDSQ                                       | 8614013.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4024 | PA      | $3821.58      | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8617476.SRDSQ                                       | 8617476.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24062 | PA      | $22780.59     | 0.00%             | 2026-07-14      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 211454763.SRDLC                                     | 211454763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22569 | PA      | $14780.92     | 0.00%             | 2027-10-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211463330.SRDLC                                     | 211463330.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9097 | PA      | $8586.73      | 0.00%             | 2029-10-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8801665.SRDSQ                                       | 8801665.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6934 | PA      | $6088.44      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8809936.SRDSQ                                       | 8809936.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8567 | PA      | $8136.63      | 0.00%             | 2026-09-06      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| L3913495.SRDUP                                      | L3913495.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7558 | PA      | $7677.54      | 0.00%             | 2028-08-04      | Fixed         | 19.89%                | Yes           |                  3 | On Loan: No      |
| L3957561.SRDUP                                      | L3957561.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18189 | PA      | $18522.32     | 0.00%             | 2028-09-05      | Fixed         | 14.62%                | Yes           |                  3 | On Loan: No      |
| 211246418.SRDLC                                     | 211246418.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8776 | PA      | $8144.19      | 0.00%             | 2027-10-03      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211285649.SRDLC                                     | 211285649.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $8738.63      | 0.00%             | 2029-10-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8842414.SRDSQ                                       | 8842414.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18598 | PA      | $17441.63     | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8845733.SRDSQ                                       | 8845733.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19833 | PA      | $18298.79     | 0.00%             | 2026-09-15      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8859734.SRDSQ                                       | 8859734.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15656 | PA      | $14754.22     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8861479.SRDSQ                                       | 8861479.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22404 | PA      | $20316.95     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2022-1 Class A-1                                    | CUSIP: 89009PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    322000 | PA      | $321574.96    | 0.02%             | 2026-04-07      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class A                                      | CUSIP: 89009PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1009000 | PA      | $1013212.58   | 0.06%             | 2028-04-05      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| 205654400.SRDLC                                     | 205654400.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21952 | PA      | $21393.39     | 0.00%             | 2028-12-17      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| 205694550.SRDLC                                     | 205694550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6454 | PA      | $6360.35      | 0.00%             | 2026-12-13      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 212031731.SRDLC                                     | 212031731.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1803 | PA      | $1675.80      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212134873.SRDLC                                     | 212134873.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23063 | PA      | $22520.67     | 0.00%             | 2028-11-13      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 435                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-5190.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 300                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-243.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210549617.SRDLC                                     | 210549617.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2309 | PA      | $2152.17      | 0.00%             | 2027-12-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210681666.SRDLC                                     | 210681666.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4114 | PA      | $3826.03      | 0.00%             | 2027-09-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8810680.SRDSQ                                       | 8810680.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $4964.28      | 0.00%             | 2026-09-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8815087.SRDSQ                                       | 8815087.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16633 | PA      | $15673.68     | 0.00%             | 2026-09-08      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8647176.SRDSQ                                       | 8647176.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2254 | PA      | $1881.98      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8647930.SRDSQ                                       | 8647930.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2768 | PA      | $2643.60      | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211485599.SRDLC                                     | 211485599.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23365 | PA      | $21968.64     | 0.00%             | 2029-10-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211653693.SRDLC                                     | 211653693.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2885 | PA      | $2714.41      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2023-1 Class A                                    | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1225000 | PA      | $1247658.21   | 0.07%             | 2026-06-05      | Floating      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class A                                    | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3604000 | PA      | $3747642.83   | 0.23%             | 2027-06-07      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25C 75.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-2500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 54                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -47 | NC      | $-53110.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211438328.SRDLC                                     | 211438328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13453 | PA      | $12680.02     | 0.00%             | 2028-10-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211447593.SRDLC                                     | 211447593.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17522 | PA      | $16436.75     | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211529795.SRDLC                                     | 211529795.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1568 | PA      | $1506.30      | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211619235.SRDLC                                     | 211619235.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15129 | PA      | $14447.62     | 0.00%             | 2029-10-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211392274.SRDLC                                     | 211392274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6205 | PA      | $5857.95      | 0.00%             | 2029-10-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211641850.SRDLC                                     | 211641850.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4866 | PA      | $4522.67      | 0.00%             | 2029-10-31      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L5000484.SRDUP                                      | L5000484.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15220 | PA      | $15042.78     | 0.00%             | 2030-02-04      | Fixed         | 13.06%                | Yes           |                  3 | On Loan: No      |
| L5177104.SRDUP                                      | L5177104.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1577 | PA      | $1561.64      | 0.00%             | 2030-04-03      | Fixed         | 23.54%                | Yes           |                  3 | On Loan: No      |
| 205886423.SRDLC                                     | 205886423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3774 | PA      | $3617.33      | 0.00%             | 2027-01-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205912284.SRDLC                                     | 205912284.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1844.51      | 0.00%             | 2025-12-16      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 212140073.SRDLC                                     | 212140073.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14458 | PA      | $13556.76     | 0.00%             | 2029-11-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212213030.SRDLC                                     | 212213030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6863 | PA      | $6833.70      | 0.00%             | 2028-11-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205796742.SRDLC                                     | 205796742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12136 | PA      | $11719.65     | 0.00%             | 2029-09-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205799041.SRDLC                                     | 205799041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3131 | PA      | $2832.60      | 0.00%             | 2026-03-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8643220.SRDSQ                                       | 8643220.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5727 | PA      | $5498.99      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8795303.SRDSQ                                       | 8795303.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8712 | PA      | $8222.33      | 0.00%             | 2026-09-04      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COP/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-741528.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Aug25P 51                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215717340.SRDLC                                     | 215717340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2949.43      | 0.00%             | 2027-04-18      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 216037590.SRDLC                                     | 216037590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19672.04     | 0.00%             | 2028-04-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L5178978.SRDUP                                      | L5178978.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1095.65      | 0.00%             | 2028-04-03      | Fixed         | 12.81%                | Yes           |                  3 | On Loan: No      |
| L5179333.SRDUP                                      | L5179333.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4967.23      | 0.00%             | 2028-04-03      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 211654450.SRDLC                                     | 211654450.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3900 | PA      | $3711.74      | 0.00%             | 2027-10-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211772043.SRDLC                                     | 211772043.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5341 | PA      | $4978.24      | 0.00%             | 2027-10-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206504845.SRDLC                                     | 206504845.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17326 | PA      | $16646.73     | 0.00%             | 2029-02-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206521503.SRDLC                                     | 206521503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11874 | PA      | $11392.15     | 0.00%             | 2029-02-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L5180652.SRDUP                                      | L5180652.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1190.54      | 0.00%             | 2030-04-03      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| 7526434.SRDSQ                                       | 7526434.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        47 | PA      | $42.80        | 0.00%             | 2025-08-23      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 7670024.SRDSQ                                       | 7670024.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4872 | PA      | $382.00       | 0.00%             | 2025-10-08      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 206583320.SRDLC                                     | 206583320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12993 | PA      | $12462.59     | 0.00%             | 2029-01-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206749512.SRDLC                                     | 206749512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6507 | PA      | $6299.21      | 0.00%             | 2028-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210691388.SRDLC                                     | 210691388.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4489 | PA      | $4247.33      | 0.00%             | 2027-09-11      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 210935275.SRDLC                                     | 210935275.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5442 | PA      | $5229.63      | 0.00%             | 2026-09-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class B                                      | CUSIP: 89009PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1668000 | PA      | $1696263.43   | 0.10%             | 2028-04-05      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2021-1 Class A                                         | CUSIP: 89055TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    811000 | PA      | $745106.25    | 0.04%             | 2026-01-08      | Floating      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 305                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-270.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 307.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-270.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Aug25P 52                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -32 | NC      | $-48960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Aug25P 53                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-3440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212213665.SRDLC                                     | 212213665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5720 | PA      | $5470.66      | 0.00%             | 2026-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212262455.SRDLC                                     | 212262455.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11543 | PA      | $10952.80     | 0.00%             | 2027-11-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212368248.SRDLC                                     | 212368248.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7126 | PA      | $6799.33      | 0.00%             | 2027-11-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212474168.SRDLC                                     | 212474168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2449 | PA      | $2347.21      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class C                                    | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2299000 | PA      | $2298986.21   | 0.14%             | 2028-06-07      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36000000 | PA      | $35590693.32  | 2.14%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 186366745.SRDLC                                     | 186366745.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5160 | PA      | $461.27       | 0.00%             | 2025-02-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186907056.SRDLC                                     | 186907056.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       823 | PA      | $832.60       | 0.00%             | 2025-11-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8663684.SRDSQ                                       | 8663684.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38258 | PA      | $33036.24     | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8708994.SRDSQ                                       | 8708994.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    108020 | PA      | $102089.77    | 0.01%             | 2026-08-07      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 206765996.SRDLC                                     | 206765996.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4421 | PA      | $4273.41      | 0.00%             | 2029-02-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206795884.SRDLC                                     | 206795884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17036 | PA      | $3867.11      | 0.00%             | 2029-02-28      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212298409.SRDLC                                     | 212298409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10755 | PA      | $10142.74     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212525379.SRDLC                                     | 212525379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6694 | PA      | $6314.48      | 0.00%             | 2027-11-20      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 310                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-577.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 312.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       204 | NC      | $-84804.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jul25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213144753.SRDLC                                     | 213144753.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9855 | PA      | $9456.42      | 0.00%             | 2030-01-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213663584.SRDLC                                     | 213663584.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1439 | PA      | $1395.22      | 0.00%             | 2029-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8813979.SRDSQ                                       | 8813979.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9947 | PA      | $8946.81      | 0.00%             | 2026-09-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8849104.SRDSQ                                       | 8849104.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4299 | PA      | $4052.31      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $38436104.85  | 2.31%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22598932.44  | 1.36%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 186935363.SRDLC                                     | 186935363.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8495 | PA      | $9094.36      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187866389.SRDLC                                     | 187866389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2921 | PA      | $3069.88      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8375280.SRDSQ                                       | 8375280.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5058 | PA      | $4869.60      | 0.00%             | 2026-05-12      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8382980.SRDSQ                                       | 8382980.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1583 | PA      | $1532.93      | 0.00%             | 2026-05-14      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8869716.SRDSQ                                       | 8869716.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2393 | PA      | $2171.13      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8887803.SRDSQ                                       | 8887803.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3576 | PA      | $3323.69      | 0.00%             | 2026-09-26      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 187626903.SRDLC                                     | 187626903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9322 | PA      | $9810.29      | 0.00%             | 2027-04-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191346196.SRDLC                                     | 191346196.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7496 | PA      | $7918.68      | 0.00%             | 2027-07-28      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 8785634.SRDSQ                                       | 8785634.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12333 | PA      | $11113.11     | 0.00%             | 2026-08-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8789326.SRDSQ                                       | 8789326.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1731 | PA      | $1563.26      | 0.00%             | 2026-09-01      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 206895753.SRDLC                                     | 206895753.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9947 | PA      | $9530.67      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207508898.SRDLC                                     | 207508898.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14465 | PA      | $14452.20     | 0.00%             | 2028-04-02      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213755960.SRDLC                                     | 213755960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4168 | PA      | $4141.20      | 0.00%             | 2028-01-21      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 213905576.SRDLC                                     | 213905576.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10439 | PA      | $10395.34     | 0.00%             | 2029-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 315                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 317.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-1282.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212438214.SRDLC                                     | 212438214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9907 | PA      | $9276.75      | 0.00%             | 2027-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213394808.SRDLC                                     | 213394808.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7637 | PA      | $7376.70      | 0.00%             | 2029-01-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8816143.SRDSQ                                       | 8816143.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4715 | PA      | $4418.46      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8824903.SRDSQ                                       | 8824903.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1718 | PA      | $1609.67      | 0.00%             | 2026-09-11      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 191274191.SRDLC                                     | 191274191.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5185 | PA      | $463.51       | 0.00%             | 2025-08-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 192131702.SRDLC                                     | 192131702.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8970 | PA      | $8820.47      | 0.00%             | 2027-08-15      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| 8825785.SRDSQ                                       | 8825785.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30112 | PA      | $28325.59     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8830289.SRDSQ                                       | 8830289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16525 | PA      | $15506.43     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 7491593.SRDSQ                                       | 7491593.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2023 | PA      | $976.40       | 0.00%             | 2025-08-13      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-1 Class A                                     | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3403000 | PA      | $3350358.99   | 0.20%             | 2026-04-07      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| 210753773.SRDLC                                     | 210753773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13013 | PA      | $12290.85     | 0.00%             | 2029-09-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211017064.SRDLC                                     | 211017064.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2556 | PA      | $2407.20      | 0.00%             | 2027-09-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 203384876.SRDLC                                     | 203384876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22393 | PA      | $21891.44     | 0.00%             | 2028-08-03      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 203426984.SRDLC                                     | 203426984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3313 | PA      | $878.88       | 0.00%             | 2026-08-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212130013.SRDLC                                     | 212130013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12655 | PA      | $11947.34     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212226158.SRDLC                                     | 212226158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36554 | PA      | $36172.58     | 0.00%             | 2028-11-12      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 206465203.SRDLC                                     | 206465203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5465 | PA      | $5436.32      | 0.00%             | 2026-02-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206584912.SRDLC                                     | 206584912.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14653 | PA      | $1416.86      | 0.00%             | 2029-09-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8861990.SRDSQ                                       | 8861990.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7795 | PA      | $7331.26      | 0.00%             | 2026-09-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8872294.SRDSQ                                       | 8872294.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5683 | PA      | $5335.73      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8390578.SRDSQ                                       | 8390578.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7605 | PA      | $7216.53      | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8399516.SRDSQ                                       | 8399516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44106 | PA      | $41937.96     | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 330                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-2280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 332.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-5062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192691765.SRDLC                                     | 192691765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1078 | PA      | $96.36        | 0.00%             | 2025-08-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192792740.SRDLC                                     | 192792740.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2415 | PA      | $2415.61      | 0.00%             | 2025-08-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8840263.SRDSQ                                       | 8840263.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6147 | PA      | $5728.29      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845985.SRDSQ                                       | 8845985.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       873 | PA      | $818.36       | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-1 Class B                                     | CUSIP: 80000XAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    811000 | PA      | $777236.45    | 0.05%             | 2026-04-07      | Floating      | 14.88%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-3 Class A                                     | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    604000 | PA      | $619797.02    | 0.04%             | 2027-04-07      | Floating      | 10.56%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5175                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -85 | NC      | $-9562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5180                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -83 | NC      | $-9960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213958313.SRDLC                                     | 213958313.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11485 | PA      | $11386.31     | 0.00%             | 2028-02-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 213970925.SRDLC                                     | 213970925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16133 | PA      | $16065.54     | 0.00%             | 2029-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212085491.SRDLC                                     | 212085491.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6023 | PA      | $5704.09      | 0.00%             | 2028-11-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 212125309.SRDLC                                     | 212125309.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10773 | PA      | $10158.24     | 0.00%             | 2027-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211480286.SRDLC                                     | 211480286.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8122 | PA      | $7646.79      | 0.00%             | 2029-10-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211487683.SRDLC                                     | 211487683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23252 | PA      | $22035.18     | 0.00%             | 2028-10-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8644821.SRDSQ                                       | 8644821.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21625 | PA      | $20672.99     | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8652018.SRDSQ                                       | 8652018.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1826 | PA      | $1717.81      | 0.00%             | 2026-07-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| CBM3910281.SRDUP                                    | CBM3910281.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16733 | PA      | $16995.24     | 0.00%             | 2028-08-02      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| CBM3913228.SRDUP                                    | CBM3913228.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1389.13      | 0.00%             | 2028-08-04      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| 203461601.SRDLC                                     | 203461601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5113 | PA      | $5001.77      | 0.00%             | 2026-12-15      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 203495199.SRDLC                                     | 203495199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31106 | PA      | $30135.51     | 0.00%             | 2028-08-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 192776777.SRDLC                                     | 192776777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       773 | PA      | $780.49       | 0.00%             | 2025-11-11      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| 203487312.SRDLC                                     | 203487312.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28675 | PA      | $28717.99     | 0.00%             | 2027-09-01      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 206590969.SRDLC                                     | 206590969.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4317 | PA      | $4275.30      | 0.00%             | 2027-02-07      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 206763318.SRDLC                                     | 206763318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6831 | PA      | $1135.88      | 0.00%             | 2027-02-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8369459.SRDSQ                                       | 8369459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2058 | PA      | $1986.88      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8371047.SRDSQ                                       | 8371047.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21984 | PA      | $20997.01     | 0.00%             | 2026-05-11      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 211499974.SRDLC                                     | 211499974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2975 | PA      | $2883.89      | 0.00%             | 2026-10-01      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211859957.SRDLC                                     | 211859957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21194 | PA      | $20831.49     | 0.00%             | 2027-11-01      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 193348242.SRDLC                                     | 193348242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5094 | PA      | $5357.35      | 0.00%             | 2027-09-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 194541112.SRDLC                                     | 194541112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5847 | PA      | $5782.29      | 0.00%             | 2025-11-03      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 207513722.SRDLC                                     | 207513722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10400 | PA      | $9985.47      | 0.00%             | 2029-03-26      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 207722460.SRDLC                                     | 207722460.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20001 | PA      | $19077.50     | 0.00%             | 2028-04-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211555652.SRDLC                                     | 211555652.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4526 | PA      | $4379.36      | 0.00%             | 2026-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211643134.SRDLC                                     | 211643134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1232.85      | 0.00%             | 2027-10-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214125339.SRDLC                                     | 214125339.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37014 | PA      | $36754.81     | 0.00%             | 2030-02-04      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214266519.SRDLC                                     | 214266519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15843 | PA      | $15435.32     | 0.00%             | 2027-02-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jul25P 62                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB4996415.SRDUP                                    | DRB4996415.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44770 | PA      | $43656.21     | 0.00%             | 2030-02-03      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| 204533254.SRDLC                                     | 204533254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4839 | PA      | $4899.76      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205010193.SRDLC                                     | 205010193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11665 | PA      | $11447.77     | 0.00%             | 2028-11-24      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 8767828.SRDSQ                                       | 8767828.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     87529 | PA      | $81450.44     | 0.00%             | 2026-08-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8792437.SRDSQ                                       | 8792437.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4888 | PA      | $3829.07      | 0.00%             | 2026-09-03      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 206787116.SRDLC                                     | 206787116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6178 | PA      | $6040.08      | 0.00%             | 2027-02-20      | Fixed         | 13.23%                | Yes           |                  3 | On Loan: No      |
| 207054307.SRDLC                                     | 207054307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5966 | PA      | $332.27       | 0.00%             | 2026-08-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212202605.SRDLC                                     | 212202605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15999 | PA      | $15933.14     | 0.00%             | 2028-11-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212286537.SRDLC                                     | 212286537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5373 | PA      | $5063.79      | 0.00%             | 2027-11-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203504176.SRDLC                                     | 203504176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2748 | PA      | $2783.59      | 0.00%             | 2026-08-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 203779740.SRDLC                                     | 203779740.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2383 | PA      | $2347.53      | 0.00%             | 2026-08-26      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| FW4012438.SRDUP                                     | FW4012438.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7726 | PA      | $7724.82      | 0.00%             | 2029-03-10      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| FW5001619.SRDUP                                     | FW5001619.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5688 | PA      | $5609.59      | 0.00%             | 2030-02-05      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 211079333.SRDLC                                     | 211079333.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8756 | PA      | $8198.94      | 0.00%             | 2027-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211318352.SRDLC                                     | 211318352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13843 | PA      | $13082.53     | 0.00%             | 2028-10-11      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| CBM4008144.SRDUP                                    | CBM4008144.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6622 | PA      | $6651.30      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| CBM4011977.SRDUP                                    | CBM4011977.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12614 | PA      | $12719.37     | 0.00%             | 2028-10-10      | Fixed         | 14.32%                | Yes           |                  3 | On Loan: No      |
| 210720420.SRDLC                                     | 210720420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2970 | PA      | $2873.52      | 0.00%             | 2026-09-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210804171.SRDLC                                     | 210804171.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19789 | PA      | $19028.72     | 0.00%             | 2029-09-12      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 8849159.SRDSQ                                       | 8849159.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7399 | PA      | $6915.68      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8849459.SRDSQ                                       | 8849459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $3187.03      | 0.00%             | 2026-09-17      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8373111.SRDSQ                                       | 8373111.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2642 | PA      | $2492.88      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8374190.SRDSQ                                       | 8374190.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13257 | PA      | $12528.25     | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 214438288.SRDLC                                     | 214438288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13829 | PA      | $13719.10     | 0.00%             | 2028-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214458637.SRDLC                                     | 214458637.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9559 | PA      | $9412.15      | 0.00%             | 2028-02-19      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8592705.SRDSQ                                       | 8592705.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4007 | PA      | $3850.98      | 0.00%             | 2026-07-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8603242.SRDSQ                                       | 8603242.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       331 | PA      | $318.86       | 0.00%             | 2026-07-09      | Fixed         | 4.90%                 | Yes           |                  3 | On Loan: No      |
| 212214928.SRDLC                                     | 212214928.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7004 | PA      | $6959.76      | 0.00%             | 2027-11-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212272881.SRDLC                                     | 212272881.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18208 | PA      | $17512.58     | 0.00%             | 2026-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20572132.35  | 1.24%             | 2025-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84000000 | PA      | $82078767.96  | 4.93%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRB4999434.SRDUP                                    | DRB4999434.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15809 | PA      | $15727.86     | 0.00%             | 2030-02-04      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| DRB4999529.SRDUP                                    | DRB4999529.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1804.37      | 0.00%             | 2030-02-04      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| 204202854.SRDLC                                     | 204202854.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17111 | PA      | $16802.04     | 0.00%             | 2028-09-20      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| 204981896.SRDLC                                     | 204981896.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1476 | PA      | $1458.23      | 0.00%             | 2026-11-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8860663.SRDSQ                                       | 8860663.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2934 | PA      | $2765.10      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8871015.SRDSQ                                       | 8871015.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1901 | PA      | $1775.34      | 0.00%             | 2026-09-21      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| FW5008291.SRDUP                                     | FW5008291.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10404 | PA      | $10158.07     | 0.00%             | 2030-02-07      | Fixed         | 25.03%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 4.35                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -260 | NC      | $-60320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8606131.SRDSQ                                       | 8606131.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4671 | PA      | $4442.33      | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8612450.SRDSQ                                       | 8612450.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1062 | PA      | $1005.83      | 0.00%             | 2026-07-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| DRB5006349.SRDUP                                    | DRB5006349.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $1140.13      | 0.00%             | 2030-02-06      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5007111.SRDUP                                    | DRB5007111.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2146 | PA      | $2075.61      | 0.00%             | 2030-02-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| 215006675.SRDLC                                     | 215006675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9327 | PA      | $8991.21      | 0.00%             | 2028-03-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215411978.SRDLC                                     | 215411978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9716.79      | 0.00%             | 2028-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 335                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -95 | NC      | $-7125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 337.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -76 | NC      | $-6555.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205685408.SRDLC                                     | 205685408.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10807 | PA      | $10794.75     | 0.00%             | 2027-12-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205847386.SRDLC                                     | 205847386.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10196 | PA      | $10028.34     | 0.00%             | 2028-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 4.4                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -162 | NC      | $-33858.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25C 4.45                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -169 | NC      | $-31941.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214810770.SRDLC                                     | 214810770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39322 | PA      | $39170.15     | 0.00%             | 2029-03-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214820200.SRDLC                                     | 214820200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17761 | PA      | $17050.36     | 0.00%             | 2028-03-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8876128.SRDSQ                                       | 8876128.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13373 | PA      | $12508.49     | 0.00%             | 2026-09-23      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8883061.SRDSQ                                       | 8883061.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1670 | PA      | $1563.11      | 0.00%             | 2026-09-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8871941.SRDSQ                                       | 8871941.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1779 | PA      | $1656.37      | 0.00%             | 2026-09-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8872373.SRDSQ                                       | 8872373.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9619 | PA      | $8936.89      | 0.00%             | 2026-09-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214187491.SRDLC                                     | 214187491.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2885 | PA      | $2880.93      | 0.00%             | 2027-02-18      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 214354356.SRDLC                                     | 214354356.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14997 | PA      | $14681.00     | 0.00%             | 2030-02-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211461344.SRDLC                                     | 211461344.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7235 | PA      | $6783.95      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211500343.SRDLC                                     | 211500343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5786 | PA      | $5366.31      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 7712337.SRDSQ                                       | 7712337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2420 | PA      | $1385.59      | 0.00%             | 2025-10-23      | Fixed         | 4.75%                 | Yes           |                  3 | On Loan: No      |
| 8140218.SRDSQ                                       | 8140218.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       558 | PA      | $484.97       | 0.00%             | 2026-02-28      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 210924341.SRDLC                                     | 210924341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3695.16      | 0.00%             | 2026-09-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210935505.SRDLC                                     | 210935505.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14272 | PA      | $13476.82     | 0.00%             | 2029-09-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206380636.SRDLC                                     | 206380636.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22602 | PA      | $22049.63     | 0.00%             | 2029-02-14      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 206551118.SRDLC                                     | 206551118.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6180 | PA      | $5913.18      | 0.00%             | 2029-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8875356.SRDSQ                                       | 8875356.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7891 | PA      | $7185.44      | 0.00%             | 2026-09-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8876605.SRDSQ                                       | 8876605.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4688 | PA      | $4305.49      | 0.00%             | 2026-09-23      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.5                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-4400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.55                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-10600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215595722.SRDLC                                     | 215595722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5862.07      | 0.00%             | 2028-04-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215754538.SRDLC                                     | 215754538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11699.09     | 0.00%             | 2028-04-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB4999707.SRDUP                                    | DRB4999707.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23158 | PA      | $22359.77     | 0.00%             | 2028-02-04      | Fixed         | 26.75%                | Yes           |                  3 | On Loan: No      |
| DRB5004031.SRDUP                                    | DRB5004031.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6085 | PA      | $5934.40      | 0.00%             | 2028-02-05      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| 206595617.SRDLC                                     | 206595617.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2344 | PA      | $2305.65      | 0.00%             | 2026-02-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206862143.SRDLC                                     | 206862143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15435 | PA      | $15213.36     | 0.00%             | 2027-02-26      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 211033906.SRDLC                                     | 211033906.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4713 | PA      | $4411.61      | 0.00%             | 2027-09-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211046401.SRDLC                                     | 211046401.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24281 | PA      | $23574.62     | 0.00%             | 2029-09-30      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 214912024.SRDLC                                     | 214912024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38904 | PA      | $38854.05     | 0.00%             | 2028-03-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 214955925.SRDLC                                     | 214955925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8686 | PA      | $8507.35      | 0.00%             | 2027-03-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.6                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -177 | NC      | $-45135.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.65                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -161 | NC      | $-49427.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8877422.SRDSQ                                       | 8877422.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33698 | PA      | $31706.92     | 0.00%             | 2026-09-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881347.SRDSQ                                       | 8881347.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $1968.50      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8811880.SRDSQ                                       | 8811880.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6176 | PA      | $4455.29      | 0.00%             | 2026-09-07      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8814298.SRDSQ                                       | 8814298.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3010 | PA      | $2844.51      | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 206939430.SRDLC                                     | 206939430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26633 | PA      | $26512.49     | 0.00%             | 2028-02-27      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| 207969504.SRDLC                                     | 207969504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9287 | PA      | $830.26       | 0.00%             | 2027-04-29      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214959685.SRDLC                                     | 214959685.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8793 | PA      | $8723.88      | 0.00%             | 2028-03-12      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 215005670.SRDLC                                     | 215005670.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19837 | PA      | $19232.04     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8887772.SRDSQ                                       | 8887772.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1438 | PA      | $1327.59      | 0.00%             | 2026-09-26      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8888664.SRDSQ                                       | 8888664.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1513 | PA      | $1392.96      | 0.00%             | 2026-09-26      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8814880.SRDSQ                                       | 8814880.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13972 | PA      | $13115.06     | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815773.SRDSQ                                       | 8815773.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6656 | PA      | $6201.36      | 0.00%             | 2026-09-09      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 215771320.SRDLC                                     | 215771320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18000 | PA      | $17580.86     | 0.00%             | 2029-04-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 7493515.SRDSQ                                       | 7493515.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        98 | PA      | $75.49        | 0.00%             | 2025-08-14      | Fixed         | 4.75%                 | Yes           |                  3 | On Loan: No      |
| 8846293.SRDSQ                                       | 8846293.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3545 | PA      | $2934.63      | 0.00%             | 2026-09-16      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8856070.SRDSQ                                       | 8856070.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28752 | PA      | $27019.21     | 0.00%             | 2026-09-18      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 205073559.SRDLC                                     | 205073559.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6648 | PA      | $6648.74      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205109661.SRDLC                                     | 205109661.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14751 | PA      | $14431.01     | 0.00%             | 2029-08-24      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8388744.SRDSQ                                       | 8388744.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4114 | PA      | $3699.25      | 0.00%             | 2026-05-16      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8397402.SRDSQ                                       | 8397402.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5617 | PA      | $5299.21      | 0.00%             | 2026-05-20      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| DRB5008395.SRDUP                                    | DRB5008395.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12762 | PA      | $12345.12     | 0.00%             | 2030-02-07      | Fixed         | 25.40%                | Yes           |                  3 | On Loan: No      |
| DRB5009608.SRDUP                                    | DRB5009608.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8853 | PA      | $8558.86      | 0.00%             | 2030-02-07      | Fixed         | 30.21%                | Yes           |                  3 | On Loan: No      |
| DRB5010433.SRDUP                                    | DRB5010433.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5696 | PA      | $5509.21      | 0.00%             | 2030-02-07      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| DRB5179884.SRDUP                                    | DRB5179884.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3902 | PA      | $3847.96      | 0.00%             | 2028-04-03      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| 211063616.SRDLC                                     | 211063616.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $2023.95      | 0.00%             | 2027-09-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211318207.SRDLC                                     | 211318207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17522 | PA      | $16454.65     | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8163717.SRDSQ                                       | 8163717.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1610 | PA      | $1570.81      | 0.00%             | 2026-03-08      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8220603.SRDSQ                                       | 8220603.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       183 | PA      | $173.01       | 0.00%             | 2026-03-26      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| 8860629.SRDSQ                                       | 8860629.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3126 | PA      | $2939.25      | 0.00%             | 2026-09-19      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8877317.SRDSQ                                       | 8877317.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7453 | PA      | $6998.82      | 0.00%             | 2026-09-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215023769.SRDLC                                     | 215023769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3931 | PA      | $3788.15      | 0.00%             | 2028-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215050087.SRDLC                                     | 215050087.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13330 | PA      | $12936.84     | 0.00%             | 2029-03-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8818633.SRDSQ                                       | 8818633.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1713 | PA      | $1615.82      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8821315.SRDSQ                                       | 8821315.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6902 | PA      | $6507.71      | 0.00%             | 2026-09-11      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205196994.SRDLC                                     | 205196994.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5735 | PA      | $5599.83      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205203557.SRDLC                                     | 205203557.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17355 | PA      | $17676.50     | 0.00%             | 2028-11-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210917397.SRDLC                                     | 210917397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2628 | PA      | $2468.16      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210920458.SRDLC                                     | 210920458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8373 | PA      | $8115.39      | 0.00%             | 2027-09-17      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8340882.SRDSQ                                       | 8340882.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1383 | PA      | $1337.56      | 0.00%             | 2026-05-01      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8344093.SRDSQ                                       | 8344093.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       315 | PA      | $279.31       | 0.00%             | 2026-05-02      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 340                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-6843.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 342.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -61 | NC      | $-6633.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8881798.SRDSQ                                       | 8881798.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8390 | PA      | $7844.60      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8883854.SRDSQ                                       | 8883854.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     79713 | PA      | $74288.46     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205213504.SRDLC                                     | 205213504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1190 | PA      | $104.57       | 0.00%             | 2025-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205572033.SRDLC                                     | 205572033.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4599 | PA      | $4574.35      | 0.00%             | 2025-12-17      | Fixed         | 12.20%                | Yes           |                  3 | On Loan: No      |
| 211339687.SRDLC                                     | 211339687.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12815 | PA      | $12547.30     | 0.00%             | 2027-10-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211582963.SRDLC                                     | 211582963.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9393 | PA      | $9009.80      | 0.00%             | 2029-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| DRB5007468.SRDUP                                    | DRB5007468.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2309 | PA      | $2247.40      | 0.00%             | 2030-02-06      | Fixed         | 28.07%                | Yes           |                  3 | On Loan: No      |
| DRB5008496.SRDUP                                    | DRB5008496.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9006 | PA      | $8711.64      | 0.00%             | 2030-02-07      | Fixed         | 25.62%                | Yes           |                  3 | On Loan: No      |
| 212368843.SRDLC                                     | 212368843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5500.11      | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212377735.SRDLC                                     | 212377735.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4489 | PA      | $4229.49      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212216513.SRDLC                                     | 212216513.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2191.17      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212369277.SRDLC                                     | 212369277.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17925 | PA      | $16904.58     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215479965.SRDLC                                     | 215479965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3908.39      | 0.00%             | 2027-04-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 216037317.SRDLC                                     | 216037317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19638.06     | 0.00%             | 2030-04-24      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8352382.SRDSQ                                       | 8352382.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13592 | PA      | $13180.01     | 0.00%             | 2026-05-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8367772.SRDSQ                                       | 8367772.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       677 | PA      | $656.20       | 0.00%             | 2026-05-08      | Fixed         | 5.68%                 | Yes           |                  3 | On Loan: No      |
| 213685048.SRDLC                                     | 213685048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4438 | PA      | $4335.02      | 0.00%             | 2027-01-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 213759653.SRDLC                                     | 213759653.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24142 | PA      | $23825.31     | 0.00%             | 2030-01-21      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212571011.SRDLC                                     | 212571011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6942 | PA      | $6655.92      | 0.00%             | 2029-01-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213631429.SRDLC                                     | 213631429.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2064 | PA      | $2001.30      | 0.00%             | 2029-01-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8837903.SRDSQ                                       | 8837903.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       348 | PA      | $326.40       | 0.00%             | 2026-09-13      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8845660.SRDSQ                                       | 8845660.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6985 | PA      | $5932.24      | 0.00%             | 2026-09-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5186077.SRDUP                                    | DRB5186077.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19838.78     | 0.00%             | 2028-04-07      | Fixed         | 22.05%                | Yes           |                  3 | On Loan: No      |
| DRB5187690.SRDUP                                    | DRB5187690.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9200 | PA      | $9085.12      | 0.00%             | 2030-04-07      | Fixed         | 30.58%                | Yes           |                  3 | On Loan: No      |
| 8176780.SRDSQ                                       | 8176780.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4691 | PA      | $4478.25      | 0.00%             | 2026-03-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8189795.SRDSQ                                       | 8189795.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2791 | PA      | $2675.47      | 0.00%             | 2026-03-16      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8368901.SRDSQ                                       | 8368901.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4986 | PA      | $4803.42      | 0.00%             | 2026-05-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8373817.SRDSQ                                       | 8373817.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       546 | PA      | $521.25       | 0.00%             | 2026-05-12      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 7511508.SRDSQ                                       | 7511508.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $123.96       | 0.00%             | 2025-08-19      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| 7721401.SRDSQ                                       | 7721401.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1472 | PA      | $602.67       | 0.00%             | 2025-10-25      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 212381874.SRDLC                                     | 212381874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8737 | PA      | $8285.66      | 0.00%             | 2028-11-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212440716.SRDLC                                     | 212440716.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13413 | PA      | $12853.89     | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8894391.SRDSQ                                       | 8894391.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4061 | PA      | $3819.10      | 0.00%             | 2026-09-27      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| CBM3910097.SRDUP                                    | CBM3910097.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $995.20       | 0.00%             | 2028-08-02      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| 8862284.SRDSQ                                       | 8862284.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2451.00      | 0.00%             | 2026-09-19      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8867549.SRDSQ                                       | 8867549.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1540 | PA      | $1480.26      | 0.00%             | 2026-09-20      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 211681648.SRDLC                                     | 211681648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8605 | PA      | $8120.07      | 0.00%             | 2029-10-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211755710.SRDLC                                     | 211755710.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10847 | PA      | $2749.51      | 0.00%             | 2029-10-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8377087.SRDSQ                                       | 8377087.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1385 | PA      | $1249.92      | 0.00%             | 2026-05-13      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 8394607.SRDSQ                                       | 8394607.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4964 | PA      | $4724.48      | 0.00%             | 2026-05-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 211510701.SRDLC                                     | 211510701.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25076 | PA      | $24898.82     | 0.00%             | 2030-11-12      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211755456.SRDLC                                     | 211755456.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19071 | PA      | $18535.15     | 0.00%             | 2027-10-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 8211193.SRDSQ                                       | 8211193.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2654 | PA      | $2549.17      | 0.00%             | 2026-03-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8293922.SRDSQ                                       | 8293922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     84491 | PA      | $81510.16     | 0.00%             | 2026-04-17      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8894707.SRDSQ                                       | 8894707.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3706 | PA      | $3446.09      | 0.00%             | 2026-09-27      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| CBM3959168.SRDUP                                    | CBM3959168.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9201 | PA      | $9180.39      | 0.00%             | 2026-09-05      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| 8148391.SRDSQ                                       | 8148391.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4986 | PA      | $2705.96      | 0.00%             | 2026-03-03      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8174443.SRDSQ                                       | 8174443.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1932 | PA      | $1822.50      | 0.00%             | 2026-03-11      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 212481257.SRDLC                                     | 212481257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7406 | PA      | $6991.59      | 0.00%             | 2029-11-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212483697.SRDLC                                     | 212483697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5432 | PA      | $5115.68      | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212476233.SRDLC                                     | 212476233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13458 | PA      | $12738.75     | 0.00%             | 2027-11-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212508198.SRDLC                                     | 212508198.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5592 | PA      | $5162.65      | 0.00%             | 2027-12-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8888085.SRDSQ                                       | 8888085.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $5408.66      | 0.00%             | 2026-09-26      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8897948.SRDSQ                                       | 8897948.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2291 | PA      | $2144.15      | 0.00%             | 2026-09-27      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8306563.SRDSQ                                       | 8306563.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11923 | PA      | $11767.13     | 0.00%             | 2026-04-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8336777.SRDSQ                                       | 8336777.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8866 | PA      | $8312.96      | 0.00%             | 2026-04-30      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 211665392.SRDLC                                     | 211665392.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21221 | PA      | $21019.77     | 0.00%             | 2027-10-17      | Fixed         | 7.66%                 | Yes           |                  3 | On Loan: No      |
| 211678176.SRDLC                                     | 211678176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6154 | PA      | $5836.92      | 0.00%             | 2028-10-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8405015.SRDSQ                                       | 8405015.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1924 | PA      | $1861.94      | 0.00%             | 2026-05-21      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8413970.SRDSQ                                       | 8413970.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3025 | PA      | $2634.31      | 0.00%             | 2026-05-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212447463.SRDLC                                     | 212447463.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5859 | PA      | $5480.77      | 0.00%             | 2027-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212470208.SRDLC                                     | 212470208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14343 | PA      | $13562.60     | 0.00%             | 2029-11-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8364779.SRDSQ                                       | 8364779.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4509 | PA      | $4373.69      | 0.00%             | 2026-05-08      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8366314.SRDSQ                                       | 8366314.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15902 | PA      | $15441.81     | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 213694002.SRDLC                                     | 213694002.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4216 | PA      | $4041.62      | 0.00%             | 2028-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213780745.SRDLC                                     | 213780745.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20797 | PA      | $20565.24     | 0.00%             | 2029-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 212009885.SRDLC                                     | 212009885.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22060 | PA      | $21854.31     | 0.00%             | 2027-11-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212315272.SRDLC                                     | 212315272.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9392 | PA      | $8925.31      | 0.00%             | 2028-11-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212493555.SRDLC                                     | 212493555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2005 | PA      | $1920.94      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212535221.SRDLC                                     | 212535221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8073 | PA      | $7612.89      | 0.00%             | 2027-11-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 212085986.SRDLC                                     | 212085986.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3947 | PA      | $3777.95      | 0.00%             | 2026-11-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212089191.SRDLC                                     | 212089191.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20197 | PA      | $19152.62     | 0.00%             | 2027-11-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212143411.SRDLC                                     | 212143411.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10813 | PA      | $10589.87     | 0.00%             | 2029-11-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212166390.SRDLC                                     | 212166390.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8675 | PA      | $8192.00      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8795460.SRDSQ                                       | 8795460.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46004 | PA      | $43414.02     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8809861.SRDSQ                                       | 8809861.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $909.32       | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205648007.SRDLC                                     | 205648007.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7262 | PA      | $7249.55      | 0.00%             | 2027-12-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206475013.SRDLC                                     | 206475013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10621 | PA      | $10379.74     | 0.00%             | 2027-02-23      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8888675.SRDSQ                                       | 8888675.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10763 | PA      | $9970.84      | 0.00%             | 2026-09-26      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM3911489.SRDUP                                    | CBM3911489.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2964 | PA      | $2953.69      | 0.00%             | 2026-08-03      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| 206531534.SRDLC                                     | 206531534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10506 | PA      | $10065.76     | 0.00%             | 2028-02-09      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 206577142.SRDLC                                     | 206577142.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7459 | PA      | $7103.90      | 0.00%             | 2027-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211880263.SRDLC                                     | 211880263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42522 | PA      | $41656.24     | 0.00%             | 2027-10-28      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 211891052.SRDLC                                     | 211891052.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4711 | PA      | $4470.61      | 0.00%             | 2028-11-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211961550.SRDLC                                     | 211961550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8349 | PA      | $7774.33      | 0.00%             | 2029-10-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212052559.SRDLC                                     | 212052559.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2869 | PA      | $2771.65      | 0.00%             | 2026-11-04      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 8842167.SRDSQ                                       | 8842167.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30041 | PA      | $28236.88     | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846545.SRDSQ                                       | 8846545.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4455 | PA      | $4092.32      | 0.00%             | 2026-09-16      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 207206340.SRDLC                                     | 207206340.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7875 | PA      | $7763.72      | 0.00%             | 2027-03-25      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| 207217425.SRDLC                                     | 207217425.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2648 | PA      | $2641.47      | 0.00%             | 2026-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206795238.SRDLC                                     | 206795238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11162 | PA      | $10787.76     | 0.00%             | 2029-02-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 207179660.SRDLC                                     | 207179660.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8160 | PA      | $1349.32      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913355.SRDUP                                    | CBM3913355.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1849 | PA      | $1847.39      | 0.00%             | 2028-08-04      | Fixed         | 27.81%                | Yes           |                  3 | On Loan: No      |
| CBM3913406.SRDUP                                    | CBM3913406.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2317 | PA      | $2351.37      | 0.00%             | 2028-08-04      | Fixed         | 23.37%                | Yes           |                  3 | On Loan: No      |
| 212546095.SRDLC                                     | 212546095.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22159 | PA      | $21068.28     | 0.00%             | 2027-11-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212565179.SRDLC                                     | 212565179.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12027 | PA      | $11451.40     | 0.00%             | 2028-11-21      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 8591217.SRDSQ                                       | 8591217.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27879 | PA      | $26520.26     | 0.00%             | 2026-07-06      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8614633.SRDSQ                                       | 8614633.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15806 | PA      | $14816.49     | 0.00%             | 2026-07-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8852912.SRDSQ                                       | 8852912.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2946 | PA      | $2794.84      | 0.00%             | 2026-09-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Crncy Fut  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       949 | NC      | $390723.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 211706352.SRDLC                                     | 211706352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7886 | PA      | $7719.53      | 0.00%             | 2029-10-22      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211742495.SRDLC                                     | 211742495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8328 | PA      | $985.17       | 0.00%             | 2029-10-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| DRB5009544.SRDUP                                    | DRB5009544.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4341 | PA      | $2112.95      | 0.00%             | 2030-02-07      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB5178790.SRDUP                                    | DRB5178790.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2661.12      | 0.00%             | 2030-04-03      | Fixed         | 29.59%                | Yes           |                  3 | On Loan: No      |
| 212486970.SRDLC                                     | 212486970.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4912 | PA      | $4572.19      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212491349.SRDLC                                     | 212491349.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2695 | PA      | $2554.61      | 0.00%             | 2027-11-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8647019.SRDSQ                                       | 8647019.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2434 | PA      | $2350.97      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8655502.SRDSQ                                       | 8655502.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5687 | PA      | $5400.59      | 0.00%             | 2026-07-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8852992.SRDSQ                                       | 8852992.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8543 | PA      | $8026.52      | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8867830.SRDSQ                                       | 8867830.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11124 | PA      | $10355.29     | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 213686121.SRDLC                                     | 213686121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7496 | PA      | $7305.68      | 0.00%             | 2028-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214044318.SRDLC                                     | 214044318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7812 | PA      | $7558.67      | 0.00%             | 2029-01-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213647543.SRDLC                                     | 213647543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7635 | PA      | $7354.66      | 0.00%             | 2030-01-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213759605.SRDLC                                     | 213759605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9561 | PA      | $9289.87      | 0.00%             | 2028-02-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| DRB5010159.SRDUP                                    | DRB5010159.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2505 | PA      | $2418.95      | 0.00%             | 2028-02-07      | Fixed         | 30.71%                | Yes           |                  3 | On Loan: No      |
| DRB5010733.SRDUP                                    | DRB5010733.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9830 | PA      | $9505.72      | 0.00%             | 2030-02-07      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| CBM3911341.SRDUP                                    | CBM3911341.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1403 | PA      | $1420.75      | 0.00%             | 2028-08-02      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| CBM3913224.SRDUP                                    | CBM3913224.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2523 | PA      | $2502.99      | 0.00%             | 2026-08-04      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| 8612491.SRDSQ                                       | 8612491.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       797 | PA      | $758.85       | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8637472.SRDSQ                                       | 8637472.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       792 | PA      | $743.36       | 0.00%             | 2026-07-22      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 214525013.SRDLC                                     | 214525013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38673 | PA      | $38459.23     | 0.00%             | 2029-02-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214716149.SRDLC                                     | 214716149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10470 | PA      | $10108.66     | 0.00%             | 2028-03-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210777253.SRDLC                                     | 210777253.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13801 | PA      | $13036.44     | 0.00%             | 2028-09-11      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211393108.SRDLC                                     | 211393108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5354.49      | 0.00%             | 2029-10-08      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 8651301.SRDSQ                                       | 8651301.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1439 | PA      | $1370.25      | 0.00%             | 2026-07-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8655766.SRDSQ                                       | 8655766.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8206 | PA      | $7908.28      | 0.00%             | 2026-07-27      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 214233719.SRDLC                                     | 214233719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24518 | PA      | $23751.24     | 0.00%             | 2030-02-12      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214360707.SRDLC                                     | 214360707.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $4704.35      | 0.00%             | 2028-02-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8787393.SRDSQ                                       | 8787393.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4766 | PA      | $4437.09      | 0.00%             | 2026-08-28      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8789123.SRDSQ                                       | 8789123.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9721 | PA      | $9200.41      | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207181343.SRDLC                                     | 207181343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6368 | PA      | $6132.53      | 0.00%             | 2029-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207326146.SRDLC                                     | 207326146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19485 | PA      | $19392.69     | 0.00%             | 2029-03-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 211802808.SRDLC                                     | 211802808.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34455 | PA      | $33673.06     | 0.00%             | 2027-10-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211936508.SRDLC                                     | 211936508.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11236 | PA      | $10622.35     | 0.00%             | 2028-11-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 203499985.SRDLC                                     | 203499985.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4059 | PA      | $3999.37      | 0.00%             | 2026-08-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 203779390.SRDLC                                     | 203779390.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9674 | PA      | $9717.51      | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8873313.SRDSQ                                       | 8873313.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5088 | PA      | $4714.58      | 0.00%             | 2026-09-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8876801.SRDSQ                                       | 8876801.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       559 | PA      | $537.25       | 0.00%             | 2026-09-23      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 207392814.SRDLC                                     | 207392814.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10718 | PA      | $10164.91     | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210914041.SRDLC                                     | 210914041.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6544 | PA      | $6177.60      | 0.00%             | 2029-09-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214376667.SRDLC                                     | 214376667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2810 | PA      | $2721.08      | 0.00%             | 2027-02-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214969747.SRDLC                                     | 214969747.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48817 | PA      | $48619.13     | 0.00%             | 2028-03-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 8368309.SRDSQ                                       | 8368309.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17991 | PA      | $17370.45     | 0.00%             | 2026-05-09      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8370542.SRDSQ                                       | 8370542.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $3978.34      | 0.00%             | 2026-05-11      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 210592826.SRDLC                                     | 210592826.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1843 | PA      | $1719.15      | 0.00%             | 2027-09-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210702231.SRDLC                                     | 210702231.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       790 | PA      | $762.15       | 0.00%             | 2026-09-16      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8666117.SRDSQ                                       | 8666117.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $1919.30      | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8767147.SRDSQ                                       | 8767147.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    225953 | PA      | $213619.04    | 0.01%             | 2026-08-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207369529.SRDLC                                     | 207369529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12243 | PA      | $11501.96     | 0.00%             | 2028-04-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 207526774.SRDLC                                     | 207526774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3971 | PA      | $3512.15      | 0.00%             | 2026-07-09      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8790917.SRDSQ                                       | 8790917.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7047 | PA      | $6690.24      | 0.00%             | 2026-09-03      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8795405.SRDSQ                                       | 8795405.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7677 | PA      | $7261.41      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212050834.SRDLC                                     | 212050834.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $1013.58      | 0.00%             | 2027-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212367294.SRDLC                                     | 212367294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4298 | PA      | $4052.49      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8787460.SRDSQ                                       | 8787460.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12093 | PA      | $11361.38     | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789187.SRDSQ                                       | 8789187.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4902 | PA      | $4627.22      | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213795526.SRDLC                                     | 213795526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14580 | PA      | $14147.14     | 0.00%             | 2030-01-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213966703.SRDLC                                     | 213966703.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18748 | PA      | $18120.70     | 0.00%             | 2029-01-27      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213688224.SRDLC                                     | 213688224.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4842 | PA      | $4626.60      | 0.00%             | 2030-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213710808.SRDLC                                     | 213710808.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5630 | PA      | $5396.48      | 0.00%             | 2028-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212003950.SRDLC                                     | 212003950.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18192 | PA      | $16923.51     | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212057088.SRDLC                                     | 212057088.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1628 | PA      | $1572.38      | 0.00%             | 2026-11-05      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 210946673.SRDLC                                     | 210946673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3682 | PA      | $3571.96      | 0.00%             | 2026-09-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211069185.SRDLC                                     | 211069185.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6512 | PA      | $6083.67      | 0.00%             | 2027-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5020                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5025                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32160593.19  | 1.93%             | 2025-12-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69000000 | PA      | $67064850.84  | 4.03%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CBM3954333.SRDUP                                    | CBM3954333.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $1193.29      | 0.00%             | 2028-09-01      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| CBM4008334.SRDUP                                    | CBM4008334.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1747 | PA      | $1754.74      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| 215028857.SRDLC                                     | 215028857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $2727.03      | 0.00%             | 2027-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215044633.SRDLC                                     | 215044633.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4843 | PA      | $4752.62      | 0.00%             | 2027-03-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5178791.SRDUP                                    | DRB5178791.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24500 | PA      | $24147.90     | 0.00%             | 2030-04-03      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| DRB5179313.SRDUP                                    | DRB5179313.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2956.45      | 0.00%             | 2030-04-03      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| 8405963.SRDSQ                                       | 8405963.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3016 | PA      | $2847.66      | 0.00%             | 2026-05-21      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8594733.SRDSQ                                       | 8594733.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     71445 | PA      | $67392.70     | 0.00%             | 2026-07-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212116569.SRDLC                                     | 212116569.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5395 | PA      | $5021.07      | 0.00%             | 2027-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212216568.SRDLC                                     | 212216568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4274 | PA      | $4011.06      | 0.00%             | 2027-11-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211031283.SRDLC                                     | 211031283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4144 | PA      | $3878.93      | 0.00%             | 2027-09-25      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211042909.SRDLC                                     | 211042909.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6090 | PA      | $5705.48      | 0.00%             | 2027-10-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213925883.SRDLC                                     | 213925883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21162 | PA      | $20869.25     | 0.00%             | 2030-01-24      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213951092.SRDLC                                     | 213951092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29730 | PA      | $29389.14     | 0.00%             | 2027-02-01      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 8881303.SRDSQ                                       | 8881303.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1867 | PA      | $1746.13      | 0.00%             | 2026-09-25      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8888269.SRDSQ                                       | 8888269.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8945 | PA      | $8416.75      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 213718938.SRDLC                                     | 213718938.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10367 | PA      | $9869.95      | 0.00%             | 2028-01-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213736560.SRDLC                                     | 213736560.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2167.31      | 0.00%             | 2027-01-21      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214780454.SRDLC                                     | 214780454.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19554 | PA      | $19464.65     | 0.00%             | 2030-03-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 215023503.SRDLC                                     | 215023503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10686 | PA      | $10342.44     | 0.00%             | 2029-03-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5181450.SRDUP                                    | DRB5181450.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1558 | PA      | $1557.93      | 0.00%             | 2030-04-04      | Fixed         | 29.77%                | Yes           |                  3 | On Loan: No      |
| DRB5187366.SRDUP                                    | DRB5187366.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         3 | PA      | $3.09         | 0.00%             | 2028-04-07      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-2 Class A                                     | CUSIP: 80001EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2013000 | PA      | $2013503.25   | 0.12%             | 2025-06-07      | Floating      | 10.73%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-2 Class B                                     | CUSIP: 80001EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1749000 | PA      | $1751188.87   | 0.11%             | 2025-06-07      | Floating      | 12.74%                | Yes           |                  2 | On Loan: No      |
| 211074353.SRDLC                                     | 211074353.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4558.16      | 0.00%             | 2029-09-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211168038.SRDLC                                     | 211168038.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21465 | PA      | $20078.34     | 0.00%             | 2027-10-03      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5030                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5035                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 210915345.SRDLC                                     | 210915345.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3754 | PA      | $3616.77      | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211043036.SRDLC                                     | 211043036.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4705 | PA      | $4511.97      | 0.00%             | 2026-10-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212272608.SRDLC                                     | 212272608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5327 | PA      | $5064.84      | 0.00%             | 2027-11-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212445795.SRDLC                                     | 212445795.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2198 | PA      | $2055.33      | 0.00%             | 2027-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8889877.SRDSQ                                       | 8889877.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2020 | PA      | $1866.46      | 0.00%             | 2026-09-26      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8894047.SRDSQ                                       | 8894047.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4269 | PA      | $3905.59      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5040                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5045                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM3954449.SRDUP                                    | CBM3954449.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15788 | PA      | $15991.12     | 0.00%             | 2028-09-10      | Fixed         | 22.36%                | Yes           |                  3 | On Loan: No      |
| CBM3955802.SRDUP                                    | CBM3955802.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3458 | PA      | $3491.90      | 0.00%             | 2028-09-05      | Fixed         | 13.42%                | Yes           |                  3 | On Loan: No      |
| 8179926.SRDSQ                                       | 8179926.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1391 | PA      | $1372.64      | 0.00%             | 2026-03-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8304164.SRDSQ                                       | 8304164.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48553 | PA      | $47089.46     | 0.00%             | 2026-04-21      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 215052084.SRDLC                                     | 215052084.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16582 | PA      | $16519.77     | 0.00%             | 2028-03-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 215091471.SRDLC                                     | 215091471.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       978 | PA      | $967.51       | 0.00%             | 2028-03-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| DRB5176234.SRDUP                                    | DRB5176234.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40000 | PA      | $39728.21     | 0.00%             | 2028-04-02      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| DRB5178921.SRDUP                                    | DRB5178921.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8870.22      | 0.00%             | 2030-04-03      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| 207559433.SRDLC                                     | 207559433.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5841 | PA      | $5487.72      | 0.00%             | 2027-04-04      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207581402.SRDLC                                     | 207581402.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6072 | PA      | $5749.08      | 0.00%             | 2028-04-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211450682.SRDLC                                     | 211450682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8933 | PA      | $8304.77      | 0.00%             | 2027-10-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211490380.SRDLC                                     | 211490380.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34192 | PA      | $33552.75     | 0.00%             | 2027-10-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| CBM5008558.SRDUP                                    | CBM5008558.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1952 | PA      | $1929.29      | 0.00%             | 2030-02-07      | Fixed         | 16.43%                | Yes           |                  3 | On Loan: No      |
| CBM5010354.SRDUP                                    | CBM5010354.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1426.00      | 0.00%             | 2030-02-07      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| 212264601.SRDLC                                     | 212264601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14469 | PA      | $13665.30     | 0.00%             | 2029-11-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212395311.SRDLC                                     | 212395311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9597 | PA      | $9056.12      | 0.00%             | 2029-11-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211170147.SRDLC                                     | 211170147.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5718 | PA      | $5326.06      | 0.00%             | 2029-10-01      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211263871.SRDLC                                     | 211263871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7202 | PA      | $7165.73      | 0.00%             | 2028-10-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213836423.SRDLC                                     | 213836423.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12193 | PA      | $12159.79     | 0.00%             | 2027-01-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 213979204.SRDLC                                     | 213979204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48736 | PA      | $48393.10     | 0.00%             | 2030-02-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212077440.SRDLC                                     | 212077440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7944 | PA      | $7604.09      | 0.00%             | 2026-11-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212100565.SRDLC                                     | 212100565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5378 | PA      | $5043.71      | 0.00%             | 2027-11-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8597237.SRDSQ                                       | 8597237.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24267 | PA      | $23020.48     | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8605686.SRDSQ                                       | 8605686.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3516 | PA      | $3368.18      | 0.00%             | 2026-07-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8338886.SRDSQ                                       | 8338886.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3182 | PA      | $2182.20      | 0.00%             | 2026-04-30      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8344696.SRDSQ                                       | 8344696.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11091 | PA      | $10505.37     | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5179851.SRDUP                                    | DRB5179851.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1661.44      | 0.00%             | 2028-04-03      | Fixed         | 26.86%                | Yes           |                  3 | On Loan: No      |
| DRB5179866.SRDUP                                    | DRB5179866.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5913.28      | 0.00%             | 2030-04-03      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| 211284083.SRDLC                                     | 211284083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5688 | PA      | $5343.84      | 0.00%             | 2029-10-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211509193.SRDLC                                     | 211509193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10995 | PA      | $10333.26     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class A                                     | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    415000 | PA      | $422886.66    | 0.03%             | 2027-04-07      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class B                                     | CUSIP: 80001QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    518000 | PA      | $530819.72    | 0.03%             | 2027-04-07      | Floating      | 19.78%                | Yes           |                  2 | On Loan: No      |
| DRB4997968.SRDUP                                    | DRB4997968.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8348 | PA      | $8062.22      | 0.00%             | 2030-02-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB4998082.SRDUP                                    | DRB4998082.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3216 | PA      | $3126.93      | 0.00%             | 2030-02-05      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| 212500484.SRDLC                                     | 212500484.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1620 | PA      | $1516.22      | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213675537.SRDLC                                     | 213675537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12570 | PA      | $12109.43     | 0.00%             | 2030-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8363890.SRDSQ                                       | 8363890.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2076 | PA      | $1411.47      | 0.00%             | 2026-05-07      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8369209.SRDSQ                                       | 8369209.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3288 | PA      | $3152.76      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212438608.SRDLC                                     | 212438608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9150 | PA      | $8508.31      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213606716.SRDLC                                     | 213606716.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13975 | PA      | $13501.54     | 0.00%             | 2028-01-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211060070.SRDLC                                     | 211060070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5608 | PA      | $5311.30      | 0.00%             | 2027-10-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211311537.SRDLC                                     | 211311537.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20715 | PA      | $3306.94      | 0.00%             | 2027-10-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2023-Dec Class GL-R                            | CUSIP: 81369AEN8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       644 | PA      | $14358.86     | 0.00%             | 2028-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2024-Apr Class GL-R                            | CUSIP: 81369AEQ1<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     36551 | PA      | $1456212.89   | 0.09%             | 2028-12-01      | Floating      | 3.85%                 | Yes           |                  3 | On Loan: No      |
| 212495275.SRDLC                                     | 212495275.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11667 | PA      | $10997.65     | 0.00%             | 2027-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212516141.SRDLC                                     | 212516141.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10839 | PA      | $10378.52     | 0.00%             | 2029-11-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 8628688.SRDSQ                                       | 8628688.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4302 | PA      | $4003.83      | 0.00%             | 2026-07-17      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8637124.SRDSQ                                       | 8637124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2602 | PA      | $2445.18      | 0.00%             | 2026-07-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8876413.SRDSQ                                       | 8876413.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8697 | PA      | $8177.94      | 0.00%             | 2026-09-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8885167.SRDSQ                                       | 8885167.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       844 | PA      | $778.16       | 0.00%             | 2026-09-25      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 211667220.SRDLC                                     | 211667220.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8870 | PA      | $8789.33      | 0.00%             | 2027-10-24      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 213929943.SRDLC                                     | 213929943.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2743 | PA      | $2661.29      | 0.00%             | 2027-01-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8377505.SRDSQ                                       | 8377505.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5856 | PA      | $5545.43      | 0.00%             | 2026-05-13      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8399102.SRDSQ                                       | 8399102.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       910 | PA      | $657.13       | 0.00%             | 2026-05-20      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 215486949.SRDLC                                     | 215486949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11637.72     | 0.00%             | 2030-04-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215516977.SRDLC                                     | 215516977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6806 | PA      | $6674.05      | 0.00%             | 2029-03-25      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| CBM4008222.SRDUP                                    | CBM4008222.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5622 | PA      | $5673.06      | 0.00%             | 2028-10-06      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| CBM4009969.SRDUP                                    | CBM4009969.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4213 | PA      | $4239.25      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| 213970018.SRDLC                                     | 213970018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5538 | PA      | $5515.79      | 0.00%             | 2027-01-15      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 214207899.SRDLC                                     | 214207899.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9329 | PA      | $9037.47      | 0.00%             | 2027-02-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5325                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5335                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 212156139.SRDLC                                     | 212156139.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4311 | PA      | $768.68       | 0.00%             | 2026-11-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212202409.SRDLC                                     | 212202409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7100 | PA      | $6938.27      | 0.00%             | 2027-11-12      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 215691751.SRDLC                                     | 215691751.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $7613.81      | 0.00%             | 2029-04-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215812822.SRDLC                                     | 215812822.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2944.56      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211407677.SRDLC                                     | 211407677.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9557 | PA      | $8958.10      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211458360.SRDLC                                     | 211458360.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9520 | PA      | $1436.98      | 0.00%             | 2029-10-09      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 213634329.SRDLC                                     | 213634329.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15975 | PA      | $15308.54     | 0.00%             | 2028-01-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213728351.SRDLC                                     | 213728351.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37030 | PA      | $36786.51     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214353515.SRDLC                                     | 214353515.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8728 | PA      | $8468.18      | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214989910.SRDLC                                     | 214989910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4790 | PA      | $4672.06      | 0.00%             | 2027-03-17      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8403468.SRDSQ                                       | 8403468.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2246.56      | 0.00%             | 2026-05-21      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8410705.SRDSQ                                       | 8410705.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       694 | PA      | $641.66       | 0.00%             | 2026-05-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8637644.SRDSQ                                       | 8637644.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       533 | PA      | $500.13       | 0.00%             | 2026-07-22      | Fixed         | 4.91%                 | Yes           |                  3 | On Loan: No      |
| 8639774.SRDSQ                                       | 8639774.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     51644 | PA      | $47744.67     | 0.00%             | 2026-07-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5340                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5075                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-437.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213910651.SRDLC                                     | 213910651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18267 | PA      | $18125.12     | 0.00%             | 2030-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213947687.SRDLC                                     | 213947687.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6062 | PA      | $5874.44      | 0.00%             | 2028-01-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215734274.SRDLC                                     | 215734274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5890.81      | 0.00%             | 2028-04-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8160909.SRDSQ                                       | 8160909.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15245 | PA      | $13933.31     | 0.00%             | 2026-03-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 213744133.SRDLC                                     | 213744133.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4910 | PA      | $4797.11      | 0.00%             | 2027-01-21      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213908440.SRDLC                                     | 213908440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2817 | PA      | $2709.24      | 0.00%             | 2028-01-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212519135.SRDLC                                     | 212519135.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2261.41      | 0.00%             | 2028-11-25      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212520352.SRDLC                                     | 212520352.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6271 | PA      | $5885.05      | 0.00%             | 2028-12-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8413112.SRDSQ                                       | 8413112.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1603 | PA      | $1505.54      | 0.00%             | 2026-05-23      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8557180.SRDSQ                                       | 8557180.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9716 | PA      | $8941.64      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8647296.SRDSQ                                       | 8647296.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       617 | PA      | $563.04       | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8758737.SRDSQ                                       | 8758737.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    202814 | PA      | $191726.62    | 0.01%             | 2026-08-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2024-Dec Class GL-R                            | CUSIP: 81369AES7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |  27014400 | PA      | $27702616.96  | 1.66%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 8173998.SRDSQ                                       | 8173998.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $986.09       | 0.00%             | 2026-03-11      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| CBM3955833.SRDUP                                    | CBM3955833.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6807 | PA      | $2039.78      | 0.00%             | 2028-09-05      | Fixed         | 26.63%                | Yes           |                  3 | On Loan: No      |
| CBM4008874.SRDUP                                    | CBM4008874.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3633 | PA      | $3424.19      | 0.00%             | 2028-10-20      | Fixed         | 27.56%                | Yes           |                  3 | On Loan: No      |
| 212536138.SRDLC                                     | 212536138.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8311 | PA      | $7973.92      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212536891.SRDLC                                     | 212536891.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18964 | PA      | $18061.83     | 0.00%             | 2028-11-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5080                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-437.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5085                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46 | NC      | $-920.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8888655.SRDSQ                                       | 8888655.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $592.04       | 0.00%             | 2026-09-26      | Fixed         | 4.91%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 133.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-14437.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213681388.SRDLC                                     | 213681388.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4970 | PA      | $4783.49      | 0.00%             | 2027-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213898592.SRDLC                                     | 213898592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24840 | PA      | $24644.03     | 0.00%             | 2027-01-23      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 7664250.SRDSQ                                       | 7664250.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7554 | PA      | $6260.09      | 0.00%             | 2025-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 7666422.SRDSQ                                       | 7666422.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       232 | PA      | $229.29       | 0.00%             | 2025-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 211882128.SRDLC                                     | 211882128.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       904 | PA      | $900.43       | 0.00%             | 2027-10-28      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212468131.SRDLC                                     | 212468131.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8217 | PA      | $7795.36      | 0.00%             | 2028-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214243131.SRDLC                                     | 214243131.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4198 | PA      | $4134.03      | 0.00%             | 2028-02-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214364885.SRDLC                                     | 214364885.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2332 | PA      | $2265.21      | 0.00%             | 2027-02-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211532703.SRDLC                                     | 211532703.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2186 | PA      | $2053.08      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211788018.SRDLC                                     | 211788018.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10854 | PA      | $10807.53     | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 8810829.SRDSQ                                       | 8810829.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19526 | PA      | $16333.33     | 0.00%             | 2026-09-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8820597.SRDSQ                                       | 8820597.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $714.57       | 0.00%             | 2026-09-10      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8619493.SRDSQ                                       | 8619493.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1664 | PA      | $1615.51      | 0.00%             | 2026-07-15      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8633485.SRDSQ                                       | 8633485.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2475 | PA      | $2369.08      | 0.00%             | 2026-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5185                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -81 | NC      | $-10125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5190                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -44 | NC      | $-5720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214245781.SRDLC                                     | 214245781.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8613 | PA      | $8459.02      | 0.00%             | 2028-02-10      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214279186.SRDLC                                     | 214279186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27209 | PA      | $27011.76     | 0.00%             | 2031-02-25      | Fixed         | 21.25%                | Yes           |                  3 | On Loan: No      |
| 8624717.SRDSQ                                       | 8624717.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39291 | PA      | $36985.86     | 0.00%             | 2026-07-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8633379.SRDSQ                                       | 8633379.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6682 | PA      | $6378.00      | 0.00%             | 2026-07-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212540163.SRDLC                                     | 212540163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1182 | PA      | $1101.38      | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213719115.SRDLC                                     | 213719115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3217 | PA      | $3141.55      | 0.00%             | 2027-01-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211174993.SRDLC                                     | 211174993.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $815.44       | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211191410.SRDLC                                     | 211191410.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9512 | PA      | $9109.01      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 7667798.SRDSQ                                       | 7667798.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2361 | PA      | $2259.30      | 0.00%             | 2025-10-05      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7673546.SRDSQ                                       | 7673546.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2231 | PA      | $1357.13      | 0.00%             | 2025-10-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8635227.SRDSQ                                       | 8635227.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6198 | PA      | $5808.20      | 0.00%             | 2026-07-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8637199.SRDSQ                                       | 8637199.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1238 | PA      | $1130.97      | 0.00%             | 2026-07-21      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 214653489.SRDLC                                     | 214653489.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3453 | PA      | $3368.00      | 0.00%             | 2029-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214965732.SRDLC                                     | 214965732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11928 | PA      | $11617.16     | 0.00%             | 2030-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215522497.SRDLC                                     | 215522497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19527.06     | 0.00%             | 2029-04-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 215691157.SRDLC                                     | 215691157.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24513.97     | 0.00%             | 2029-04-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214381587.SRDLC                                     | 214381587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7715 | PA      | $7458.97      | 0.00%             | 2028-02-14      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214904497.SRDLC                                     | 214904497.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9815 | PA      | $9491.36      | 0.00%             | 2028-03-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211284934.SRDLC                                     | 211284934.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14752 | PA      | $12302.38     | 0.00%             | 2030-03-18      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211324245.SRDLC                                     | 211324245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8743 | PA      | $8188.19      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8136871.SRDSQ                                       | 8136871.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2544 | PA      | $2460.89      | 0.00%             | 2026-02-28      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8192083.SRDSQ                                       | 8192083.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6093 | PA      | $5193.76      | 0.00%             | 2026-03-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM3911670.SRDUP                                    | CBM3911670.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1863 | PA      | $269.05       | 0.00%             | 2027-01-18      | Fixed         | 22.35%                | Yes           |                  3 | On Loan: No      |
| CBM3954363.SRDUP                                    | CBM3954363.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38532 | PA      | $38947.35     | 0.00%             | 2028-09-01      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| 215005389.SRDLC                                     | 215005389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7945 | PA      | $7677.35      | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215025231.SRDLC                                     | 215025231.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2329 | PA      | $2281.23      | 0.00%             | 2027-03-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8637889.SRDSQ                                       | 8637889.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1457 | PA      | $360.97       | 0.00%             | 2026-07-22      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8649169.SRDSQ                                       | 8649169.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1159 | PA      | $1027.13      | 0.00%             | 2026-07-24      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| DRB5004342.SRDUP                                    | DRB5004342.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2165 | PA      | $2091.68      | 0.00%             | 2030-02-06      | Fixed         | 31.27%                | Yes           |                  3 | On Loan: No      |
| DRB5010149.SRDUP                                    | DRB5010149.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $2758.86      | 0.00%             | 2030-02-07      | Fixed         | 31.61%                | Yes           |                  3 | On Loan: No      |
| 7463273.SRDSQ                                       | 7463273.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21979 | PA      | $4422.38      | 0.00%             | 2025-08-03      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7524737.SRDSQ                                       | 7524737.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5294 | PA      | $3713.17      | 0.00%             | 2025-08-22      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| DRB5193218.SRDUP                                    | DRB5193218.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38000 | PA      | $37527.10     | 0.00%             | 2028-04-07      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| FW3290213.SRDUP                                     | FW3290213.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8654 | PA      | $8802.11      | 0.00%             | 2027-07-18      | Fixed         | 20.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 134                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-15750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 134.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -49 | NC      | $-12250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7531582.SRDSQ                                       | 7531582.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $1543.90      | 0.00%             | 2025-08-26      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| 8143796.SRDSQ                                       | 8143796.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1056 | PA      | $1027.81      | 0.00%             | 2026-03-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8320368.SRDSQ                                       | 8320368.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47010 | PA      | $45625.00     | 0.00%             | 2026-04-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8332062.SRDSQ                                       | 8332062.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       349 | PA      | $336.82       | 0.00%             | 2026-04-30      | Fixed         | 6.69%                 | Yes           |                  3 | On Loan: No      |
| 204050055.SRDLC                                     | 204050055.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2749 | PA      | $2723.21      | 0.00%             | 2026-09-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204557255.SRDLC                                     | 204557255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4295 | PA      | $4302.29      | 0.00%             | 2026-10-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214978908.SRDLC                                     | 214978908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7750 | PA      | $7518.60      | 0.00%             | 2027-03-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214978920.SRDLC                                     | 214978920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19830 | PA      | $19228.32     | 0.00%             | 2030-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8650925.SRDSQ                                       | 8650925.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1558 | PA      | $848.36       | 0.00%             | 2026-07-25      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8785829.SRDSQ                                       | 8785829.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1056.83      | 0.00%             | 2026-08-28      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 7710771.SRDSQ                                       | 7710771.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3478 | PA      | $3163.10      | 0.00%             | 2025-10-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8137702.SRDSQ                                       | 8137702.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1408 | PA      | $1386.56      | 0.00%             | 2026-02-28      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| CBM4011033.SRDUP                                    | CBM4011033.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1939 | PA      | $1955.82      | 0.00%             | 2028-10-10      | Fixed         | 15.46%                | Yes           |                  3 | On Loan: No      |
| CBM5000396.SRDUP                                    | CBM5000396.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14999 | PA      | $14832.22     | 0.00%             | 2028-02-06      | Fixed         | 13.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.7                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -420 | NC      | $-154560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.75                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -590 | NC      | $-259600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 60.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-83000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 61                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -70 | NC      | $-215600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211364789.SRDLC                                     | 211364789.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5736 | PA      | $5369.23      | 0.00%             | 2029-10-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211486325.SRDLC                                     | 211486325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8025 | PA      | $7666.24      | 0.00%             | 2026-10-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5090                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5095                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -57 | NC      | $-1282.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8382952.SRDSQ                                       | 8382952.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1837 | PA      | $1771.63      | 0.00%             | 2026-05-14      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 8561180.SRDSQ                                       | 8561180.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $846.26       | 0.00%             | 2026-07-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| DRB5003496.SRDUP                                    | DRB5003496.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4829 | PA      | $4710.45      | 0.00%             | 2030-02-05      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5008331.SRDUP                                    | DRB5008331.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6763 | PA      | $6541.04      | 0.00%             | 2030-02-07      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5100                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -48 | NC      | $-1080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5105                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $-1012.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211493683.SRDLC                                     | 211493683.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7276 | PA      | $6894.40      | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211500503.SRDLC                                     | 211500503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2512 | PA      | $2419.23      | 0.00%             | 2027-10-10      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8787249.SRDSQ                                       | 8787249.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8706 | PA      | $6383.86      | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8810329.SRDSQ                                       | 8810329.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2297 | PA      | $2165.02      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8345079.SRDSQ                                       | 8345079.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7959 | PA      | $7578.14      | 0.00%             | 2026-05-03      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8346446.SRDSQ                                       | 8346446.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24685 | PA      | $22047.81     | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8785065.SRDSQ                                       | 8785065.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1254 | PA      | $881.00       | 0.00%             | 2026-08-28      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8787289.SRDSQ                                       | 8787289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4675 | PA      | $4212.76      | 0.00%             | 2026-08-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8634562.SRDSQ                                       | 8634562.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3966 | PA      | $3759.66      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8651997.SRDSQ                                       | 8651997.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1115 | PA      | $1079.82      | 0.00%             | 2026-07-26      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8794238.SRDSQ                                       | 8794238.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24780 | PA      | $20903.60     | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8809993.SRDSQ                                       | 8809993.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32556 | PA      | $30727.57     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8187433.SRDSQ                                       | 8187433.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1138 | PA      | $1121.14      | 0.00%             | 2026-03-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8393564.SRDSQ                                       | 8393564.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24990 | PA      | $23887.79     | 0.00%             | 2026-05-19      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5195                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $-2660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5200                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-2655.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8779311.SRDSQ                                       | 8779311.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9249 | PA      | $8733.83      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789490.SRDSQ                                       | 8789490.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23732 | PA      | $22383.61     | 0.00%             | 2026-09-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8791188.SRDSQ                                       | 8791188.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12718 | PA      | $11907.17     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8794211.SRDSQ                                       | 8794211.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1919 | PA      | $1816.65      | 0.00%             | 2026-09-03      | Fixed         | 4.70%                 | Yes           |                  3 | On Loan: No      |
| 8816040.SRDSQ                                       | 8816040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3117 | PA      | $2895.04      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8825707.SRDSQ                                       | 8825707.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1721 | PA      | $1619.87      | 0.00%             | 2026-09-12      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214984244.SRDLC                                     | 214984244.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6853 | PA      | $6616.89      | 0.00%             | 2030-03-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215003562.SRDLC                                     | 215003562.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6860 | PA      | $6660.36      | 0.00%             | 2028-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8369911.SRDSQ                                       | 8369911.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2535 | PA      | $2471.51      | 0.00%             | 2026-05-10      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8389510.SRDSQ                                       | 8389510.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       808 | PA      | $763.04       | 0.00%             | 2026-05-17      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| DRB5010432.SRDUP                                    | DRB5010432.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       960 | PA      | $929.08       | 0.00%             | 2030-02-07      | Fixed         | 26.20%                | Yes           |                  3 | On Loan: No      |
| DRB5177398.SRDUP                                    | DRB5177398.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2364.83      | 0.00%             | 2028-04-03      | Fixed         | 30.51%                | Yes           |                  3 | On Loan: No      |
| 8820317.SRDSQ                                       | 8820317.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2930 | PA      | $2755.06      | 0.00%             | 2026-09-10      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8820995.SRDSQ                                       | 8820995.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4117 | PA      | $2029.82      | 0.00%             | 2026-09-10      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 213945371.SRDLC                                     | 213945371.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23737 | PA      | $23540.89     | 0.00%             | 2029-01-27      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214143051.SRDLC                                     | 214143051.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10026 | PA      | $9876.47      | 0.00%             | 2028-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 212282102.SRDLC                                     | 212282102.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19228 | PA      | $19075.76     | 0.00%             | 2027-11-14      | Fixed         | 7.66%                 | Yes           |                  3 | On Loan: No      |
| 212351572.SRDLC                                     | 212351572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13644 | PA      | $12692.64     | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 135                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -48 | NC      | $-8700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 135.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -36 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211015663.SRDLC                                     | 211015663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10069 | PA      | $9567.10      | 0.00%             | 2028-09-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211104404.SRDLC                                     | 211104404.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5254 | PA      | $4978.66      | 0.00%             | 2027-10-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 212531029.SRDLC                                     | 212531029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7300 | PA      | $6825.61      | 0.00%             | 2027-11-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212722882.SRDLC                                     | 212722882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22783 | PA      | $22490.60     | 0.00%             | 2029-12-02      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211513375.SRDLC                                     | 211513375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3336 | PA      | $3157.09      | 0.00%             | 2028-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211531284.SRDLC                                     | 211531284.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4125 | PA      | $3969.51      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214004035.SRDLC                                     | 214004035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4683 | PA      | $4511.37      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214078710.SRDLC                                     | 214078710.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9786 | PA      | $9499.17      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8827342.SRDSQ                                       | 8827342.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1062.41      | 0.00%             | 2026-09-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8838124.SRDSQ                                       | 8838124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4960 | PA      | $4672.29      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845010.SRDSQ                                       | 8845010.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3259 | PA      | $3021.09      | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8861763.SRDSQ                                       | 8861763.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4833 | PA      | $4140.17      | 0.00%             | 2026-09-19      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.8                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -409 | NC      | $-213907.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.85                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -260 | NC      | $-160940.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008532.SRDUP                                    | DRB5008532.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10157 | PA      | $9846.43      | 0.00%             | 2028-02-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5008540.SRDUP                                    | DRB5008540.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20401 | PA      | $20169.41     | 0.00%             | 2030-02-07      | Fixed         | 14.30%                | Yes           |                  3 | On Loan: No      |
| 215012017.SRDLC                                     | 215012017.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14555 | PA      | $14211.60     | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 7493542.SRDSQ                                       | 7493542.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       441 | PA      | $334.81       | 0.00%             | 2025-08-14      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| DRB5008171.SRDUP                                    | DRB5008171.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5807 | PA      | $5613.42      | 0.00%             | 2030-02-07      | Fixed         | 31.98%                | Yes           |                  3 | On Loan: No      |
| DRB5008402.SRDUP                                    | DRB5008402.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49081 | PA      | $47479.51     | 0.00%             | 2030-02-07      | Fixed         | 25.29%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 61.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -76 | NC      | $-215080.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 61.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -285 | NC      | $-738150.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 8862050.SRDSQ                                       | 8862050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10662 | PA      | $9992.55      | 0.00%             | 2026-09-19      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8875903.SRDSQ                                       | 8875903.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1446 | PA      | $1369.76      | 0.00%             | 2026-09-22      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 211603051.SRDLC                                     | 211603051.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $2464.47      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212000556.SRDLC                                     | 212000556.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4626 | PA      | $4383.64      | 0.00%             | 2028-11-06      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 8845080.SRDSQ                                       | 8845080.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8990 | PA      | $8282.11      | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8845130.SRDSQ                                       | 8845130.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5145 | PA      | $4808.20      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 204860745.SRDLC                                     | 204860745.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12361 | PA      | $2127.70      | 0.00%             | 2027-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204978844.SRDLC                                     | 204978844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6016 | PA      | $5967.46      | 0.00%             | 2026-11-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211121214.SRDLC                                     | 211121214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4755 | PA      | $4493.72      | 0.00%             | 2027-10-03      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211147918.SRDLC                                     | 211147918.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7666 | PA      | $7327.13      | 0.00%             | 2028-09-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3298471.SRDUP                                     | FW3298471.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6464 | PA      | $933.38       | 0.00%             | 2025-07-21      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| FW3300534.SRDUP                                     | FW3300534.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       756 | PA      | $791.89       | 0.00%             | 2027-07-22      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| 8881146.SRDSQ                                       | 8881146.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13041 | PA      | $10846.79     | 0.00%             | 2026-09-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8881710.SRDSQ                                       | 8881710.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15033 | PA      | $14118.01     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33923608.95  | 2.04%             | 2026-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148000000 | PA      | $143044635.88 | 8.60%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 213421520.SRDLC                                     | 213421520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1077.93      | 0.00%             | 2028-01-14      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213725771.SRDLC                                     | 213725771.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37145 | PA      | $36896.40     | 0.00%             | 2028-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 61.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -181 | NC      | $-425350.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 62                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -203 | NC      | $-428330.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.9                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -82 | NC      | $-59778.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 2.95                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -113 | NC      | $-96389.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 212138570.SRDLC                                     | 212138570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9321 | PA      | $8755.54      | 0.00%             | 2027-11-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212223239.SRDLC                                     | 212223239.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6997 | PA      | $6710.06      | 0.00%             | 2026-11-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8397474.SRDSQ                                       | 8397474.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3450 | PA      | $3310.88      | 0.00%             | 2026-05-20      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8414000.SRDSQ                                       | 8414000.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2280 | PA      | $2087.37      | 0.00%             | 2026-05-24      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| CBM4992912.SRDUP                                    | CBM4992912.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2270 | PA      | $2212.69      | 0.00%             | 2030-02-04      | Fixed         | 31.42%                | Yes           |                  3 | On Loan: No      |
| CBM5177139.SRDUP                                    | CBM5177139.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14559 | PA      | $14349.93     | 0.00%             | 2030-04-03      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| 212491651.SRDLC                                     | 212491651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16782 | PA      | $16082.69     | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212518235.SRDLC                                     | 212518235.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14026 | PA      | $13307.89     | 0.00%             | 2028-11-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211166372.SRDLC                                     | 211166372.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6995 | PA      | $6555.53      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211245612.SRDLC                                     | 211245612.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14778 | PA      | $13879.21     | 0.00%             | 2028-10-01      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| DRB5004375.SRDUP                                    | DRB5004375.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1868 | PA      | $1805.13      | 0.00%             | 2030-02-06      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| DRB5186843.SRDUP                                    | DRB5186843.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32900 | PA      | $32486.95     | 0.00%             | 2030-04-07      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| FW3309864.SRDUP                                     | FW3309864.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6866 | PA      | $7119.54      | 0.00%             | 2027-07-26      | Fixed         | 19.92%                | Yes           |                  3 | On Loan: No      |
| FW3310524.SRDUP                                     | FW3310524.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2411 | PA      | $2461.39      | 0.00%             | 2027-07-26      | Fixed         | 13.89%                | Yes           |                  3 | On Loan: No      |
| 7653230.SRDSQ                                       | 7653230.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1788 | PA      | $140.21       | 0.00%             | 2025-10-02      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 7660438.SRDSQ                                       | 7660438.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1376 | PA      | $1278.50      | 0.00%             | 2025-10-04      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 213665510.SRDLC                                     | 213665510.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16361 | PA      | $15973.80     | 0.00%             | 2030-01-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213853192.SRDLC                                     | 213853192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3523 | PA      | $3380.70      | 0.00%             | 2029-02-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214086410.SRDLC                                     | 214086410.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13390 | PA      | $13104.71     | 0.00%             | 2027-01-31      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214346109.SRDLC                                     | 214346109.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9603 | PA      | $9589.27      | 0.00%             | 2027-03-01      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 8543758.SRDSQ                                       | 8543758.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10733 | PA      | $9782.02      | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8610613.SRDSQ                                       | 8610613.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25263 | PA      | $24474.95     | 0.00%             | 2026-07-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5177070.SRDUP                                    | DRB5177070.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19500 | PA      | $19410.16     | 0.00%             | 2030-04-03      | Fixed         | 15.43%                | Yes           |                  3 | On Loan: No      |
| DRB5177688.SRDUP                                    | DRB5177688.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2168.42      | 0.00%             | 2030-04-03      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| FW3324961.SRDUP                                     | FW3324961.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2021 | PA      | $2097.08      | 0.00%             | 2027-08-02      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| FW3956878.SRDUP                                     | FW3956878.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1910.80      | 0.00%             | 2028-09-05      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| 211267565.SRDLC                                     | 211267565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4438 | PA      | $4129.57      | 0.00%             | 2027-10-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211369256.SRDLC                                     | 211369256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13889 | PA      | $13086.96     | 0.00%             | 2028-10-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214132206.SRDLC                                     | 214132206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47099 | PA      | $46294.57     | 0.00%             | 2029-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214151563.SRDLC                                     | 214151563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16467 | PA      | $16339.06     | 0.00%             | 2029-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| FW3323950.SRDUP                                     | FW3323950.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2663 | PA      | $1632.98      | 0.00%             | 2027-08-02      | Fixed         | 27.81%                | Yes           |                  3 | On Loan: No      |
| FW3328577.SRDUP                                     | FW3328577.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6032 | PA      | $6251.05      | 0.00%             | 2027-08-03      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| 8818656.SRDSQ                                       | 8818656.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5399 | PA      | $5090.65      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8820671.SRDSQ                                       | 8820671.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11755 | PA      | $10853.41     | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8794507.SRDSQ                                       | 8794507.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38019 | PA      | $35755.78     | 0.00%             | 2026-09-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8799944.SRDSQ                                       | 8799944.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18370 | PA      | $17347.45     | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                       | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $91585317.15  | 5.50%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                      | Upgrade Master Pass-Thru Trust Series 2023-PT1                    | CUSIP: 91533JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16740165 | PA      | $15298911.84  | 0.92%             | 2029-09-15      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| 211397382.SRDLC                                     | 211397382.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9415 | PA      | $9232.48      | 0.00%             | 2026-10-07      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 211468131.SRDLC                                     | 211468131.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10185 | PA      | $9620.13      | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 214260261.SRDLC                                     | 214260261.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16745 | PA      | $16311.57     | 0.00%             | 2027-02-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214398546.SRDLC                                     | 214398546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18687 | PA      | $18073.50     | 0.00%             | 2030-02-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3312490.SRDUP                                      | L3312490.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6640 | PA      | $6775.17      | 0.00%             | 2027-07-27      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| L3322357.SRDUP                                      | L3322357.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       675 | PA      | $691.20       | 0.00%             | 2027-08-02      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| Upgrade Master Credit Pass-Thr                      | Upgrade Master Credit Pass-Thru Trust Series 2021-ST3             | CUSIP: 91533XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419000 | PA      | $11407.38     | 0.00%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2021-ST4                        | CUSIP: 91534HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | PA      | $252258.84    | 0.02%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 214377452.SRDLC                                     | 214377452.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12483 | PA      | $12061.36     | 0.00%             | 2028-02-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214377660.SRDLC                                     | 214377660.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12756 | PA      | $12616.21     | 0.00%             | 2030-02-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211471928.SRDLC                                     | 211471928.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6770 | PA      | $6197.69      | 0.00%             | 2027-03-11      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 211489395.SRDLC                                     | 211489395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8126 | PA      | $7637.62      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213902620.SRDLC                                     | 213902620.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14489 | PA      | $14247.75     | 0.00%             | 2030-01-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213972258.SRDLC                                     | 213972258.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4566 | PA      | $4363.95      | 0.00%             | 2028-01-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8857880.SRDSQ                                       | 8857880.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9921 | PA      | $9338.78      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8859031.SRDSQ                                       | 8859031.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15166 | PA      | $14186.22     | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 7680211.SRDSQ                                       | 7680211.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       190 | PA      | $14.91        | 0.00%             | 2025-10-10      | Fixed         | 5.45%                 | Yes           |                  3 | On Loan: No      |
| 8148622.SRDSQ                                       | 8148622.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $1499.92      | 0.00%             | 2026-03-03      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 212254897.SRDLC                                     | 212254897.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14412 | PA      | $13542.64     | 0.00%             | 2029-11-12      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 212424233.SRDLC                                     | 212424233.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1661 | PA      | $1592.51      | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 124                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -35 | NC      | $-218.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3902241.SRDUP                                    | CBM3902241.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1169.83      | 0.00%             | 2028-08-04      | Fixed         | 20.11%                | Yes           |                  3 | On Loan: No      |
| CBM4008367.SRDUP                                    | CBM4008367.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7154 | PA      | $7185.14      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| CBM4011616.SRDUP                                    | CBM4011616.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3127 | PA      | $3155.65      | 0.00%             | 2028-10-10      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| 8828383.SRDSQ                                       | 8828383.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1297 | PA      | $1231.89      | 0.00%             | 2026-09-12      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8837813.SRDSQ                                       | 8837813.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4585 | PA      | $4319.54      | 0.00%             | 2026-09-13      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/12/25 P4500                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $11250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.13                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-5700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3332323.SRDUP                                      | L3332323.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1594 | PA      | $1634.26      | 0.00%             | 2027-08-04      | Fixed         | 24.15%                | Yes           |                  3 | On Loan: No      |
| L3334967.SRDUP                                      | L3334967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9550 | PA      | $9808.01      | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 214515025.SRDLC                                     | 214515025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6761 | PA      | $6745.53      | 0.00%             | 2029-02-25      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214528488.SRDLC                                     | 214528488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3260 | PA      | $3256.69      | 0.00%             | 2027-02-24      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 214905149.SRDLC                                     | 214905149.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33000 | PA      | $32933.70     | 0.00%             | 2028-03-22      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 214920909.SRDLC                                     | 214920909.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3456 | PA      | $3348.96      | 0.00%             | 2029-03-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8156496.SRDSQ                                       | 8156496.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5985 | PA      | $5822.49      | 0.00%             | 2026-03-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8166543.SRDSQ                                       | 8166543.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1554 | PA      | $1530.78      | 0.00%             | 2026-03-09      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 214022921.SRDLC                                     | 214022921.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       946 | PA      | $902.87       | 0.00%             | 2028-01-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214242434.SRDLC                                     | 214242434.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9804 | PA      | $9602.70      | 0.00%             | 2030-02-12      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212464205.SRDLC                                     | 212464205.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6204 | PA      | $5899.10      | 0.00%             | 2027-11-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212495119.SRDLC                                     | 212495119.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1672 | PA      | $1600.59      | 0.00%             | 2026-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8843674.SRDSQ                                       | 8843674.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12850 | PA      | $12087.08     | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846947.SRDSQ                                       | 8846947.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1528 | PA      | $1441.95      | 0.00%             | 2026-09-16      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L3344403.SRDUP                                      | L3344403.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1206 | PA      | $1240.52      | 0.00%             | 2027-08-10      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| L5000108.SRDUP                                      | L5000108.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $2108.43      | 0.00%             | 2030-02-04      | Fixed         | 18.57%                | Yes           |                  3 | On Loan: No      |
| 207763271.SRDLC                                     | 207763271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9686 | PA      | $1662.25      | 0.00%             | 2029-04-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207764031.SRDLC                                     | 207764031.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5041 | PA      | $4756.58      | 0.00%             | 2027-04-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM4012533.SRDUP                                    | CBM4012533.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2894 | PA      | $2873.59      | 0.00%             | 2026-10-10      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| CBM4998524.SRDUP                                    | CBM4998524.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41285 | PA      | $39861.14     | 0.00%             | 2030-02-04      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| 211493368.SRDLC                                     | 211493368.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6827 | PA      | $6445.39      | 0.00%             | 2029-10-31      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211502706.SRDLC                                     | 211502706.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1578 | PA      | $1491.84      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8852824.SRDSQ                                       | 8852824.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $1569.87      | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8875422.SRDSQ                                       | 8875422.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2257 | PA      | $2135.91      | 0.00%             | 2026-09-22      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 212553178.SRDLC                                     | 212553178.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       891 | PA      | $846.92       | 0.00%             | 2027-11-20      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 213676681.SRDLC                                     | 213676681.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13785 | PA      | $13356.37     | 0.00%             | 2030-01-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L5177179.SRDUP                                      | L5177179.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6448.75      | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| 8194812.SRDSQ                                       | 8194812.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        53 | PA      | $52.55        | 0.00%             | 2026-03-18      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8337652.SRDSQ                                       | 8337652.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $786.59       | 0.00%             | 2026-04-30      | Fixed         | 5.93%                 | Yes           |                  3 | On Loan: No      |
| 8876264.SRDSQ                                       | 8876264.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13392 | PA      | $12607.48     | 0.00%             | 2026-09-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8876472.SRDSQ                                       | 8876472.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2830 | PA      | $2623.03      | 0.00%             | 2026-09-23      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 213991689.SRDLC                                     | 213991689.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13705 | PA      | $13673.98     | 0.00%             | 2028-02-29      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 214054361.SRDLC                                     | 214054361.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       935 | PA      | $908.87       | 0.00%             | 2027-02-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EURO STOXX 50     Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       734 | NC      | $-1044523.22  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE CHINA A50    May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |     -1881 | NC      | $371037.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM5187251.SRDUP                                    | CBM5187251.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2182.26      | 0.00%             | 2028-04-07      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| DRB5008497.SRDUP                                    | DRB5008497.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2971 | PA      | $2901.78      | 0.00%             | 2030-02-07      | Fixed         | 27.91%                | Yes           |                  3 | On Loan: No      |
| 211546763.SRDLC                                     | 211546763.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14161 | PA      | $2341.78      | 0.00%             | 2027-10-31      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211786210.SRDLC                                     | 211786210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7310 | PA      | $7179.66      | 0.00%             | 2027-10-24      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 214577603.SRDLC                                     | 214577603.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25961 | PA      | $25902.40     | 0.00%             | 2028-03-24      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 214864130.SRDLC                                     | 214864130.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9192 | PA      | $9134.97      | 0.00%             | 2029-03-10      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 8876533.SRDSQ                                       | 8876533.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4562 | PA      | $4290.83      | 0.00%             | 2026-09-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8883428.SRDSQ                                       | 8883428.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1349 | PA      | $1276.81      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5009794.SRDUP                                    | DRB5009794.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2755 | PA      | $2663.43      | 0.00%             | 2030-02-07      | Fixed         | 31.14%                | Yes           |                  3 | On Loan: No      |
| DRB5010035.SRDUP                                    | DRB5010035.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3147 | PA      | $3042.73      | 0.00%             | 2030-02-07      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| 8341775.SRDSQ                                       | 8341775.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5155 | PA      | $4924.92      | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8344653.SRDSQ                                       | 8344653.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5804 | PA      | $3967.61      | 0.00%             | 2026-05-02      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8611930.SRDSQ                                       | 8611930.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23023 | PA      | $18710.46     | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8654097.SRDSQ                                       | 8654097.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16071 | PA      | $15676.41     | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214893140.SRDLC                                     | 214893140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13814 | PA      | $13790.08     | 0.00%             | 2031-03-22      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214893296.SRDLC                                     | 214893296.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8300 | PA      | $8022.09      | 0.00%             | 2029-03-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8860702.SRDSQ                                       | 8860702.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15391 | PA      | $14324.69     | 0.00%             | 2026-09-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8882110.SRDSQ                                       | 8882110.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6055 | PA      | $5610.48      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5188085.SRDUP                                    | DRB5188085.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4500 | PA      | $4463.98      | 0.00%             | 2028-04-07      | Fixed         | 20.89%                | Yes           |                  3 | On Loan: No      |
| FW3391463.SRDUP                                     | FW3391463.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4970 | PA      | $5134.30      | 0.00%             | 2027-09-01      | Fixed         | 34.41%                | Yes           |                  3 | On Loan: No      |
| 8199456.SRDSQ                                       | 8199456.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11294 | PA      | $7872.23      | 0.00%             | 2026-03-19      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8209906.SRDSQ                                       | 8209906.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3027 | PA      | $2939.51      | 0.00%             | 2026-03-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8345242.SRDSQ                                       | 8345242.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8507 | PA      | $8054.89      | 0.00%             | 2026-05-03      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8353412.SRDSQ                                       | 8353412.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4829 | PA      | $4428.55      | 0.00%             | 2026-05-06      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun25P 3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -191 | NC      | $-189663.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 545                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177193.SRDUP                                    | DRB5177193.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15600 | PA      | $15378.53     | 0.00%             | 2030-04-03      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| DRB5177388.SRDUP                                    | DRB5177388.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1971.46      | 0.00%             | 2030-04-03      | Fixed         | 27.04%                | Yes           |                  3 | On Loan: No      |
| 8295006.SRDSQ                                       | 8295006.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     91443 | PA      | $87617.61     | 0.01%             | 2026-04-18      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8347834.SRDSQ                                       | 8347834.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16241 | PA      | $15395.00     | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8654500.SRDSQ                                       | 8654500.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2968 | PA      | $2843.67      | 0.00%             | 2026-07-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8662673.SRDSQ                                       | 8662673.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3813 | PA      | $3618.16      | 0.00%             | 2026-07-29      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8356315.SRDSQ                                       | 8356315.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10121 | PA      | $9245.69      | 0.00%             | 2026-05-06      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8365845.SRDSQ                                       | 8365845.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6246 | PA      | $6017.66      | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8884404.SRDSQ                                       | 8884404.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9415 | PA      | $7388.58      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8884679.SRDSQ                                       | 8884679.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29869 | PA      | $27926.59     | 0.00%             | 2026-09-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8353739.SRDSQ                                       | 8353739.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1268.26      | 0.00%             | 2026-05-06      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8354907.SRDSQ                                       | 8354907.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7050 | PA      | $6764.76      | 0.00%             | 2026-05-06      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 215041882.SRDLC                                     | 215041882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4938 | PA      | $4792.25      | 0.00%             | 2029-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215046834.SRDLC                                     | 215046834.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14226 | PA      | $13804.03     | 0.00%             | 2029-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 546                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-3437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 547                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-3575.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178644.SRDUP                                    | DRB5178644.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5813.55      | 0.00%             | 2028-04-03      | Fixed         | 30.47%                | Yes           |                  3 | On Loan: No      |
| DRB5179864.SRDUP                                    | DRB5179864.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2365.42      | 0.00%             | 2030-04-03      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| 8369241.SRDSQ                                       | 8369241.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7476 | PA      | $7181.63      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8373843.SRDSQ                                       | 8373843.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $1436.57      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8184448.SRDSQ                                       | 8184448.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2595 | PA      | $2514.67      | 0.00%             | 2026-03-14      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8341312.SRDSQ                                       | 8341312.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9490 | PA      | $9224.04      | 0.00%             | 2026-05-01      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8377102.SRDSQ                                       | 8377102.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5371 | PA      | $5105.39      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8377852.SRDSQ                                       | 8377852.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $896.08       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8894107.SRDSQ                                       | 8894107.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2402 | PA      | $2240.75      | 0.00%             | 2026-09-27      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| CBM3908662.SRDUP                                    | CBM3908662.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       768 | PA      | $778.05       | 0.00%             | 2028-08-02      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| FW3342031.SRDUP                                     | FW3342031.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3145 | PA      | $454.16       | 0.00%             | 2027-08-09      | Fixed         | 27.21%                | Yes           |                  3 | On Loan: No      |
| FW3382367.SRDUP                                     | FW3382367.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1695 | PA      | $1756.55      | 0.00%             | 2027-09-01      | Fixed         | 33.18%                | Yes           |                  3 | On Loan: No      |
| 214156062.SRDLC                                     | 214156062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20559 | PA      | $20255.26     | 0.00%             | 2028-02-05      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 214296884.SRDLC                                     | 214296884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10147 | PA      | $10116.44     | 0.00%             | 2027-02-14      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 548                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 549                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215054013.SRDLC                                     | 215054013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10778 | PA      | $10468.96     | 0.00%             | 2028-03-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215094011.SRDLC                                     | 215094011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12798 | PA      | $12781.38     | 0.00%             | 2029-03-27      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 8376533.SRDSQ                                       | 8376533.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2107 | PA      | $2032.48      | 0.00%             | 2026-05-13      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8388110.SRDSQ                                       | 8388110.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22953 | PA      | $21087.01     | 0.00%             | 2026-05-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW3292022.SRDUP                                     | FW3292022.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       314 | PA      | $317.33       | 0.00%             | 2027-07-19      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| FW3295818.SRDUP                                     | FW3295818.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2777 | PA      | $2831.78      | 0.00%             | 2027-08-01      | Fixed         | 13.96%                | Yes           |                  3 | On Loan: No      |
| 8393396.SRDSQ                                       | 8393396.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13531 | PA      | $13105.32     | 0.00%             | 2026-05-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8403607.SRDSQ                                       | 8403607.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1108.10      | 0.00%             | 2026-05-21      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| CBM3954098.SRDUP                                    | CBM3954098.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3157 | PA      | $3124.80      | 0.00%             | 2026-09-01      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| CBM4008158.SRDUP                                    | CBM4008158.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28461 | PA      | $28696.05     | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| Solomon Re Ltd.                                     | Solomon Re 2023-1 Class A                                         | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    402000 | PA      | $410314.37    | 0.02%             | 2026-06-08      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| 8354991.SRDSQ                                       | 8354991.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1302 | PA      | $1096.02      | 0.00%             | 2026-05-06      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 215711748.SRDLC                                     | 215711748.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24000 | PA      | $23412.78     | 0.00%             | 2030-04-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 7502888.SRDSQ                                       | 7502888.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3645 | PA      | $2833.23      | 0.00%             | 2025-08-15      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | FTSE 100 IDX FUT  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       226 | NC      | $-505301.28   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4995063.SRDUP                                    | CBM4995063.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3437 | PA      | $3317.60      | 0.00%             | 2030-02-03      | Fixed         | 26.05%                | Yes           |                  3 | On Loan: No      |
| CBM5178968.SRDUP                                    | CBM5178968.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2169 | PA      | $2138.13      | 0.00%             | 2030-04-03      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| 8421674.SRDSQ                                       | 8421674.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17897 | PA      | $13477.56     | 0.00%             | 2026-05-26      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8552464.SRDSQ                                       | 8552464.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1477 | PA      | $1420.66      | 0.00%             | 2026-07-02      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| FW3542919.SRDUP                                     | FW3542919.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1496 | PA      | $1536.07      | 0.00%             | 2027-11-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| FW4014443.SRDUP                                     | FW4014443.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1912 | PA      | $1925.12      | 0.00%             | 2028-10-10      | Fixed         | 28.95%                | Yes           |                  3 | On Loan: No      |
| CBM5010059.SRDUP                                    | CBM5010059.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1331.11      | 0.00%             | 2030-02-07      | Fixed         | 29.45%                | Yes           |                  3 | On Loan: No      |
| DRB4998364.SRDUP                                    | DRB4998364.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11731 | PA      | $11329.63     | 0.00%             | 2030-02-04      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| DRB5178856.SRDUP                                    | DRB5178856.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3700 | PA      | $3646.24      | 0.00%             | 2030-04-03      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5181487.SRDUP                                    | DRB5181487.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1873.35      | 0.00%             | 2030-04-04      | Fixed         | 31.95%                | Yes           |                  3 | On Loan: No      |
| 8644284.SRDSQ                                       | 8644284.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5197 | PA      | $4929.47      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8656020.SRDSQ                                       | 8656020.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9768 | PA      | $9408.40      | 0.00%             | 2026-07-27      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 211830375.SRDLC                                     | 211830375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4478 | PA      | $4221.36      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212076054.SRDLC                                     | 212076054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3156 | PA      | $3049.37      | 0.00%             | 2026-11-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 8824751.SRDSQ                                       | 8824751.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6428 | PA      | $6105.12      | 0.00%             | 2026-09-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8836110.SRDSQ                                       | 8836110.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1191 | PA      | $1113.19      | 0.00%             | 2026-09-13      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 214391883.SRDLC                                     | 214391883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10824 | PA      | $10442.58     | 0.00%             | 2030-02-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214523865.SRDLC                                     | 214523865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13815 | PA      | $13779.74     | 0.00%             | 2027-02-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 213492359.SRDLC                                     | 213492359.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9336 | PA      | $9032.02      | 0.00%             | 2028-01-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213594966.SRDLC                                     | 213594966.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1923 | PA      | $1847.21      | 0.00%             | 2029-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| CBM5180060.SRDUP                                    | CBM5180060.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13500 | PA      | $13302.43     | 0.00%             | 2028-04-03      | Fixed         | 30.13%                | Yes           |                  3 | On Loan: No      |
| DRB4998012.SRDUP                                    | DRB4998012.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8931 | PA      | $8710.77      | 0.00%             | 2030-02-04      | Fixed         | 24.76%                | Yes           |                  3 | On Loan: No      |
| FW3391392.SRDUP                                     | FW3391392.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1118 | PA      | $1143.08      | 0.00%             | 2027-09-01      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| FW3500131.SRDUP                                     | FW3500131.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23148 | PA      | $3342.53      | 0.00%             | 2028-03-13      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| CBM3910045.SRDUP                                    | CBM3910045.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12930 | PA      | $13035.42     | 0.00%             | 2028-08-17      | Fixed         | 27.13%                | Yes           |                  3 | On Loan: No      |
| CBM3911897.SRDUP                                    | CBM3911897.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1571 | PA      | $1564.93      | 0.00%             | 2026-08-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214365974.SRDLC                                     | 214365974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $946.71       | 0.00%             | 2028-02-14      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 214409478.SRDLC                                     | 214409478.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10622 | PA      | $10555.97     | 0.00%             | 2029-02-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 550                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 600                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-1350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3291622.SRDUP                                     | FW3291622.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1254 | PA      | $1311.57      | 0.00%             | 2027-07-19      | Fixed         | 29.25%                | Yes           |                  3 | On Loan: No      |
| FW3295083.SRDUP                                     | FW3295083.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5735 | PA      | $5992.13      | 0.00%             | 2027-07-20      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| CBM3955684.SRDUP                                    | CBM3955684.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10304 | PA      | $10453.35     | 0.00%             | 2028-09-05      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| CBM4014422.SRDUP                                    | CBM4014422.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1061.22      | 0.00%             | 2028-10-10      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| 8686529.SRDSQ                                       | 8686529.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     81353 | PA      | $76941.03     | 0.00%             | 2026-08-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8697347.SRDSQ                                       | 8697347.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     92399 | PA      | $86974.99     | 0.01%             | 2026-08-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8845856.SRDSQ                                       | 8845856.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5016 | PA      | $4714.04      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8849613.SRDSQ                                       | 8849613.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       691 | PA      | $664.99       | 0.00%             | 2026-09-17      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 214419541.SRDLC                                     | 214419541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9638 | PA      | $9235.16      | 0.00%             | 2028-02-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214439082.SRDLC                                     | 214439082.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11898 | PA      | $11860.37     | 0.00%             | 2028-03-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| FW5008473.SRDUP                                     | FW5008473.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4915 | PA      | $4753.03      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW5176896.SRDUP                                     | FW5176896.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14400 | PA      | $14191.42     | 0.00%             | 2030-04-03      | Fixed         | 31.30%                | Yes           |                  3 | On Loan: No      |
| 8808914.SRDSQ                                       | 8808914.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2447 | PA      | $2312.68      | 0.00%             | 2026-09-06      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8814143.SRDSQ                                       | 8814143.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       325 | PA      | $309.82       | 0.00%             | 2026-09-07      | Fixed         | 4.90%                 | Yes           |                  3 | On Loan: No      |
| 8789195.SRDSQ                                       | 8789195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15018 | PA      | $13900.09     | 0.00%             | 2026-09-01      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8806392.SRDSQ                                       | 8806392.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5015 | PA      | $4726.75      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214444425.SRDLC                                     | 214444425.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20324 | PA      | $20211.48     | 0.00%             | 2029-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214954111.SRDLC                                     | 214954111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23317 | PA      | $23230.74     | 0.00%             | 2028-03-19      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-2                               | CUSIP: 91679TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2851094 | PA      | $2473524.38   | 0.15%             | 2032-05-20      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-1                               | CUSIP: 91679WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $2338510.86   | 0.14%             | 2032-03-20      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| 214886249.SRDLC                                     | 214886249.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37358 | PA      | $37132.60     | 0.00%             | 2029-03-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 215115742.SRDLC                                     | 215115742.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9793 | PA      | $9678.21      | 0.00%             | 2028-03-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| CBM3910113.SRDUP                                    | CBM3910113.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2362 | PA      | $2389.80      | 0.00%             | 2028-08-02      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| CBM4008227.SRDUP                                    | CBM4008227.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       971 | PA      | $968.90       | 0.00%             | 2026-10-06      | Fixed         | 19.33%                | Yes           |                  3 | On Loan: No      |
| 8558985.SRDSQ                                       | 8558985.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7741 | PA      | $7320.78      | 0.00%             | 2026-07-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8569642.SRDSQ                                       | 8569642.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8969 | PA      | $8526.00      | 0.00%             | 2026-07-06      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 215577085.SRDLC                                     | 215577085.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24388.40     | 0.00%             | 2029-04-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215912336.SRDLC                                     | 215912336.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14500 | PA      | $14194.24     | 0.00%             | 2029-04-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3542332.SRDUP                                     | FW3542332.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5353 | PA      | $5506.57      | 0.00%             | 2027-11-01      | Fixed         | 25.85%                | Yes           |                  3 | On Loan: No      |
| FW3542860.SRDUP                                     | FW3542860.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3098 | PA      | $3142.46      | 0.00%             | 2027-11-02      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| DRB4998701.SRDUP                                    | DRB4998701.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8400 | PA      | $2378.31      | 0.00%             | 2030-02-04      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| DRB5002237.SRDUP                                    | DRB5002237.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37733 | PA      | $36795.30     | 0.00%             | 2028-02-05      | Fixed         | 30.55%                | Yes           |                  3 | On Loan: No      |
| 8158399.SRDSQ                                       | 8158399.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1016 | PA      | $983.88       | 0.00%             | 2026-03-05      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8174650.SRDSQ                                       | 8174650.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6466 | PA      | $6256.72      | 0.00%             | 2026-03-11      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW3298544.SRDUP                                     | FW3298544.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2460 | PA      | $355.22       | 0.00%             | 2027-07-21      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| FW3310566.SRDUP                                     | FW3310566.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1226 | PA      | $1264.23      | 0.00%             | 2027-07-26      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $187284.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -311 | NC      | $54812.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8422754.SRDSQ                                       | 8422754.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7965 | PA      | $7617.77      | 0.00%             | 2026-05-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8815333.SRDSQ                                       | 8815333.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3393 | PA      | $3207.57      | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212196573.SRDLC                                     | 212196573.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $2374.65      | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 212223334.SRDLC                                     | 212223334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20977 | PA      | $20783.95     | 0.00%             | 2030-11-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| FW3542920.SRDUP                                     | FW3542920.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $165.20       | 0.00%             | 2025-11-02      | Fixed         | 27.40%                | Yes           |                  3 | On Loan: No      |
| FW3911505.SRDUP                                     | FW3911505.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $2256.08      | 0.00%             | 2026-08-03      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| 207922466.SRDLC                                     | 207922466.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10290 | PA      | $9701.93      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210051844.SRDLC                                     | 210051844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5479 | PA      | $5308.55      | 0.00%             | 2026-09-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214996225.SRDLC                                     | 214996225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9894 | PA      | $9761.26      | 0.00%             | 2030-03-14      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 215012776.SRDLC                                     | 215012776.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2939 | PA      | $2854.12      | 0.00%             | 2028-03-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8372918.SRDSQ                                       | 8372918.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16609 | PA      | $7781.19      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8377184.SRDSQ                                       | 8377184.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15187 | PA      | $12617.18     | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5004259.SRDUP                                    | DRB5004259.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17645 | PA      | $17067.20     | 0.00%             | 2030-02-06      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| DRB5006518.SRDUP                                    | DRB5006518.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6299 | PA      | $6085.82      | 0.00%             | 2030-02-06      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 62.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -103 | NC      | $-192610.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 62.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -44 | NC      | $-72160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177057.SRDUP                                    | DRB5177057.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19799.80     | 0.00%             | 2030-04-03      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| DRB5177106.SRDUP                                    | DRB5177106.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1084.21      | 0.00%             | 2030-04-03      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5110                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5115                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -62 | NC      | $-1395.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8377892.SRDSQ                                       | 8377892.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13875 | PA      | $13373.31     | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8388671.SRDSQ                                       | 8388671.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       313 | PA      | $308.21       | 0.00%             | 2026-05-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW4008045.SRDUP                                     | FW4008045.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3109 | PA      | $3127.80      | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| FW5009943.SRDUP                                     | FW5009943.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20743 | PA      | $20059.93     | 0.00%             | 2030-02-07      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| 212127095.SRDLC                                     | 212127095.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4072 | PA      | $4010.35      | 0.00%             | 2026-11-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 212360226.SRDLC                                     | 212360226.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4696 | PA      | $1099.32      | 0.00%             | 2027-11-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215001860.SRDLC                                     | 215001860.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14364.19     | 0.00%             | 2030-03-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215020024.SRDLC                                     | 215020024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9600 | PA      | $9268.26      | 0.00%             | 2030-03-31      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 345                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-2280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25P 355                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-5343.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8587259.SRDSQ                                       | 8587259.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3121 | PA      | $3045.95      | 0.00%             | 2026-07-06      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8610127.SRDSQ                                       | 8610127.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1897 | PA      | $1007.72      | 0.00%             | 2026-07-11      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 215021203.SRDLC                                     | 215021203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2372.25      | 0.00%             | 2028-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215103730.SRDLC                                     | 215103730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42455 | PA      | $42134.39     | 0.00%             | 2030-03-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| DRB5007569.SRDUP                                    | DRB5007569.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1519.71      | 0.00%             | 2030-02-06      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| DRB5008658.SRDUP                                    | DRB5008658.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1278 | PA      | $1235.77      | 0.00%             | 2030-02-07      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2020-ST5                        | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $114333.88    | 0.01%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2021-ST3                        | CUSIP: 91681PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $204419.76    | 0.01%             | 2027-05-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5120                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5125                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212382255.SRDLC                                     | 212382255.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2508 | PA      | $2399.83      | 0.00%             | 2026-11-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212485749.SRDLC                                     | 212485749.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1865 | PA      | $1786.94      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB4998485.SRDUP                                    | DRB4998485.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1926 | PA      | $1857.20      | 0.00%             | 2028-02-04      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| DRB5003146.SRDUP                                    | DRB5003146.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5401 | PA      | $5218.72      | 0.00%             | 2030-02-05      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       257 | NC      | $745619.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3297380.SRDUP                                      | L3297380.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $712.54       | 0.00%             | 2027-07-21      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| DRB5009924.SRDUP                                    | DRB5009924.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5596 | PA      | $5413.76      | 0.00%             | 2030-02-07      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| DRB5176596.SRDUP                                    | DRB5176596.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5816.31      | 0.00%             | 2030-04-03      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 400                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-141397.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-1132580.93  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5181455.SRDUP                                    | DRB5181455.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4900 | PA      | $4831.87      | 0.00%             | 2028-04-04      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| DRB5181466.SRDUP                                    | DRB5181466.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2914 | PA      | $2875.02      | 0.00%             | 2028-04-04      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 213701146.SRDLC                                     | 213701146.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14574 | PA      | $13917.55     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213711874.SRDLC                                     | 213711874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1157 | PA      | $1113.35      | 0.00%             | 2029-01-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 7513046.SRDSQ                                       | 7513046.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10469 | PA      | $7333.09      | 0.00%             | 2025-08-20      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 8316549.SRDSQ                                       | 8316549.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     53921 | PA      | $51961.97     | 0.00%             | 2026-04-24      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8872648.SRDSQ                                       | 8872648.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31324 | PA      | $29272.91     | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8873773.SRDSQ                                       | 8873773.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3971 | PA      | $3678.68      | 0.00%             | 2026-09-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5375                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27 | NC      | $-17820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/02/25 P5400                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42 | NC      | $-38640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212528704.SRDLC                                     | 212528704.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5669 | PA      | $5357.35      | 0.00%             | 2029-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213750027.SRDLC                                     | 213750027.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9309 | PA      | $9035.82      | 0.00%             | 2027-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212518686.SRDLC                                     | 212518686.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13885 | PA      | $13081.26     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213493334.SRDLC                                     | 213493334.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3870 | PA      | $3707.70      | 0.00%             | 2029-01-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212532549.SRDLC                                     | 212532549.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32390 | PA      | $32150.51     | 0.00%             | 2027-11-25      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 213675774.SRDLC                                     | 213675774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2257 | PA      | $2149.13      | 0.00%             | 2028-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3312241.SRDUP                                      | L3312241.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3995 | PA      | $4145.23      | 0.00%             | 2027-07-27      | Fixed         | 19.65%                | Yes           |                  3 | On Loan: No      |
| L3325345.SRDUP                                      | L3325345.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       826 | PA      | $839.79       | 0.00%             | 2027-08-02      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| Orange Capital Re DAC                               | Orange Capital Re 2023-1 Class A                                  | CUSIP: 000000000<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |    293000 | PA      | $336822.71    | 0.02%             | 2027-01-08      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Quercus Re DAC                                      | Quercus Re DAC                                                    | CUSIP: 000000000<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |    315000 | PA      | $363775.34    | 0.02%             | 2027-07-08      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| CBM5008477.SRDUP                                    | CBM5008477.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8457 | PA      | $8174.52      | 0.00%             | 2030-02-07      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 55                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-43230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3332231.SRDUP                                      | L3332231.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1258 | PA      | $1280.16      | 0.00%             | 2027-08-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L5008671.SRDUP                                      | L5008671.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1156 | PA      | $1133.35      | 0.00%             | 2030-02-07      | Fixed         | 19.90%                | Yes           |                  3 | On Loan: No      |
| 8888455.SRDSQ                                       | 8888455.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1116 | PA      | $886.83       | 0.00%             | 2026-09-26      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8897970.SRDSQ                                       | 8897970.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2029 | PA      | $1910.87      | 0.00%             | 2026-09-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 215097311.SRDLC                                     | 215097311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29596 | PA      | $29453.62     | 0.00%             | 2029-03-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215269547.SRDLC                                     | 215269547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11855 | PA      | $11574.69     | 0.00%             | 2029-03-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| CBM4012132.SRDUP                                    | CBM4012132.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $915.93       | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| CBM5178805.SRDUP                                    | CBM5178805.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22000 | PA      | $21782.24     | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| 214245711.SRDLC                                     | 214245711.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9626 | PA      | $9262.69      | 0.00%             | 2028-02-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214357455.SRDLC                                     | 214357455.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7955 | PA      | $7852.79      | 0.00%             | 2028-02-18      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| DRB5177220.SRDUP                                    | DRB5177220.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3350.58      | 0.00%             | 2030-04-03      | Fixed         | 32.29%                | Yes           |                  3 | On Loan: No      |
| DRB5177241.SRDUP                                    | DRB5177241.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44400 | PA      | $43769.20     | 0.00%             | 2030-04-03      | Fixed         | 25.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 55.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -45 | NC      | $-63450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 56                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -82 | NC      | $-124640.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5186221.SRDUP                                    | DRB5186221.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11300 | PA      | $11157.12     | 0.00%             | 2028-04-07      | Fixed         | 30.18%                | Yes           |                  3 | On Loan: No      |
| DRB5187673.SRDUP                                    | DRB5187673.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2182.07      | 0.00%             | 2028-04-07      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| 213696869.SRDLC                                     | 213696869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21579 | PA      | $21258.82     | 0.00%             | 2030-01-21      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 213829962.SRDLC                                     | 213829962.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9375 | PA      | $9070.93      | 0.00%             | 2028-01-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214167645.SRDLC                                     | 214167645.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21451 | PA      | $21206.60     | 0.00%             | 2030-02-12      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214186313.SRDLC                                     | 214186313.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15658 | PA      | $15404.24     | 0.00%             | 2030-02-05      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| CBM5187073.SRDUP                                    | CBM5187073.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4813 | PA      | $4754.17      | 0.00%             | 2030-04-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB4987083.SRDUP                                    | DRB4987083.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6685 | PA      | $6451.05      | 0.00%             | 2030-02-03      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| 8814730.SRDSQ                                       | 8814730.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15264 | PA      | $14327.29     | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8828161.SRDSQ                                       | 8828161.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2518.66      | 0.00%             | 2026-09-12      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| DRB5179460.SRDUP                                    | DRB5179460.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2857.89      | 0.00%             | 2030-04-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| DRB5181364.SRDUP                                    | DRB5181364.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4930.49      | 0.00%             | 2030-04-04      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| 215619495.SRDLC                                     | 215619495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2332.70      | 0.00%             | 2028-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215635089.SRDLC                                     | 215635089.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6369.91      | 0.00%             | 2029-04-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214862123.SRDLC                                     | 214862123.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27791 | PA      | $27312.24     | 0.00%             | 2030-03-21      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214902054.SRDLC                                     | 214902054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14897 | PA      | $14346.32     | 0.00%             | 2030-03-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3955815.SRDUP                                    | CBM3955815.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17940 | PA      | $18167.09     | 0.00%             | 2028-09-10      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| CBM5008121.SRDUP                                    | CBM5008121.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6890 | PA      | $6659.64      | 0.00%             | 2030-02-07      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| DRB5178216.SRDUP                                    | DRB5178216.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $1783.36      | 0.00%             | 2028-04-03      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| FW3310909.SRDUP                                     | FW3310909.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1947 | PA      | $659.79       | 0.00%             | 2027-07-27      | Fixed         | 27.36%                | Yes           |                  3 | On Loan: No      |
| 213831576.SRDLC                                     | 213831576.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25064 | PA      | $24412.91     | 0.00%             | 2030-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 213939105.SRDLC                                     | 213939105.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11466 | PA      | $11349.10     | 0.00%             | 2029-01-27      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| DRB5003634.SRDUP                                    | DRB5003634.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5831 | PA      | $5638.26      | 0.00%             | 2030-02-05      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| DRB5004615.SRDUP                                    | DRB5004615.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2750 | PA      | $2657.48      | 0.00%             | 2030-02-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| DRB5191628.SRDUP                                    | DRB5191628.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3060.69      | 0.00%             | 2028-04-07      | Fixed         | 30.89%                | Yes           |                  3 | On Loan: No      |
| FW3295689.SRDUP                                     | FW3295689.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3128 | PA      | $3179.61      | 0.00%             | 2027-07-25      | Fixed         | 18.90%                | Yes           |                  3 | On Loan: No      |
| 8844378.SRDSQ                                       | 8844378.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6191 | PA      | $5783.45      | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8847058.SRDSQ                                       | 8847058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2905 | PA      | $2729.86      | 0.00%             | 2026-09-16      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| L5177738.SRDUP                                      | L5177738.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1980.26      | 0.00%             | 2030-04-03      | Fixed         | 22.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 71.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-71000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 63                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -123 | NC      | $-148830.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 63.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-37350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3318619.SRDUP                                     | FW3318619.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1092 | PA      | $1132.56      | 0.00%             | 2027-08-03      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| FW3329588.SRDUP                                     | FW3329588.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       435 | PA      | $433.30       | 0.00%             | 2025-08-03      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| DRB5004864.SRDUP                                    | DRB5004864.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $5456.92      | 0.00%             | 2030-02-06      | Fixed         | 21.66%                | Yes           |                  3 | On Loan: No      |
| DRB5007576.SRDUP                                    | DRB5007576.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2872 | PA      | $2803.73      | 0.00%             | 2030-02-06      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -85 | NC      | $-89250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 72.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -171 | NC      | $-126540.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298360.SRDUP                                     | FW3298360.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8372 | PA      | $8527.70      | 0.00%             | 2027-07-21      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| FW3302594.SRDUP                                     | FW3302594.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16344 | PA      | $15892.12     | 0.00%             | 2027-12-22      | Fixed         | 27.14%                | Yes           |                  3 | On Loan: No      |
| 214965547.SRDLC                                     | 214965547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5209 | PA      | $5100.71      | 0.00%             | 2027-03-13      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214997908.SRDLC                                     | 214997908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20282 | PA      | $19941.72     | 0.00%             | 2027-03-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205038192.SRDLC                                     | 205038192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5076 | PA      | $5014.54      | 0.00%             | 2026-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205083237.SRDLC                                     | 205083237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5010 | PA      | $447.89       | 0.00%             | 2028-11-07      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186116099.SRDLC                                     | 186116099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3791 | PA      | $3761.71      | 0.00%             | 2027-02-10      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 205227887.SRDLC                                     | 205227887.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3835 | PA      | $3883.73      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3312539.SRDUP                                     | FW3312539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5664 | PA      | $5878.25      | 0.00%             | 2027-07-27      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| FW3325611.SRDUP                                     | FW3325611.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1637.48      | 0.00%             | 2027-08-02      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| FW3499856.SRDUP                                     | FW3499856.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       745 | PA      | $758.80       | 0.00%             | 2027-10-13      | Fixed         | 26.88%                | Yes           |                  3 | On Loan: No      |
| FW3500553.SRDUP                                     | FW3500553.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       433 | PA      | $432.42       | 0.00%             | 2025-10-13      | Fixed         | 27.33%                | Yes           |                  3 | On Loan: No      |
| 215020370.SRDLC                                     | 215020370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11620 | PA      | $11228.14     | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215070317.SRDLC                                     | 215070317.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $2840.80      | 0.00%             | 2028-03-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| DRB5007929.SRDUP                                    | DRB5007929.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $593.42       | 0.00%             | 2030-02-07      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5175881.SRDUP                                    | DRB5175881.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9872 | PA      | $9725.13      | 0.00%             | 2030-04-02      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| 207819257.SRDLC                                     | 207819257.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32383 | PA      | $31938.08     | 0.00%             | 2028-04-24      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 211094158.SRDLC                                     | 211094158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9491 | PA      | $9092.12      | 0.00%             | 2026-10-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW3302940.SRDUP                                     | FW3302940.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1234 | PA      | $1293.15      | 0.00%             | 2027-07-22      | Fixed         | 27.54%                | Yes           |                  3 | On Loan: No      |
| FW3304498.SRDUP                                     | FW3304498.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4349 | PA      | $4415.12      | 0.00%             | 2027-07-27      | Fixed         | 13.39%                | Yes           |                  3 | On Loan: No      |
| 213722585.SRDLC                                     | 213722585.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18768 | PA      | $18028.85     | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214203962.SRDLC                                     | 214203962.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27858 | PA      | $27769.41     | 0.00%             | 2027-02-25      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 215263140.SRDLC                                     | 215263140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2339.61      | 0.00%             | 2029-04-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215429543.SRDLC                                     | 215429543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14538.27     | 0.00%             | 2029-04-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211222017.SRDLC                                     | 211222017.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21523 | PA      | $20344.87     | 0.00%             | 2027-10-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211833043.SRDLC                                     | 211833043.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37151 | PA      | $36361.55     | 0.00%             | 2029-10-25      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 8782075.SRDSQ                                       | 8782075.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2712 | PA      | $2568.67      | 0.00%             | 2026-08-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8789380.SRDSQ                                       | 8789380.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15445 | PA      | $14575.06     | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213758849.SRDLC                                     | 213758849.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18712 | PA      | $18400.48     | 0.00%             | 2028-01-21      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 213798997.SRDLC                                     | 213798997.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38906 | PA      | $38623.76     | 0.00%             | 2031-01-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| DRB5176918.SRDUP                                    | DRB5176918.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6875 | PA      | $6777.99      | 0.00%             | 2030-04-03      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| DRB5178895.SRDUP                                    | DRB5178895.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11363 | PA      | $11201.18     | 0.00%             | 2030-04-03      | Fixed         | 28.13%                | Yes           |                  3 | On Loan: No      |
| Hexagon IV Re Ltd.                                  | Hexagon IV Re 2023-1 Class A                                      | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   1044000 | PA      | $1201306.07   | 0.07%             | 2028-01-21      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Azzurro Re II                                       | Azzurro Re II DAC 2024-1 Class A                                  | CUSIP: 000000000<br>LEI: 635400NZWVDIAI82JP08 | Long             | DBT              | CORP              | IE        |    941000 | PA      | $1073075.58   | 0.06%             | 2028-04-20      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| 212438980.SRDLC                                     | 212438980.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15723 | PA      | $14830.70     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213633922.SRDLC                                     | 213633922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13133 | PA      | $12675.47     | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| FW3332008.SRDUP                                     | FW3332008.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       876 | PA      | $897.38       | 0.00%             | 2027-08-04      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| FW3332296.SRDUP                                     | FW3332296.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       903 | PA      | $896.64       | 0.00%             | 2025-08-04      | Fixed         | 18.25%                | Yes           |                  3 | On Loan: No      |
| 213508920.SRDLC                                     | 213508920.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6876 | PA      | $6575.80      | 0.00%             | 2030-01-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 213569278.SRDLC                                     | 213569278.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11277 | PA      | $10850.36     | 0.00%             | 2028-01-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3319854.SRDUP                                     | FW3319854.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20314 | PA      | $20891.40     | 0.00%             | 2027-08-01      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| FW3373195.SRDUP                                     | FW3373195.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1794 | PA      | $1863.97      | 0.00%             | 2027-09-02      | Fixed         | 26.30%                | Yes           |                  3 | On Loan: No      |
| 213639503.SRDLC                                     | 213639503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14684 | PA      | $14027.35     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213653532.SRDLC                                     | 213653532.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       937 | PA      | $879.01       | 0.00%             | 2028-01-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 56.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -92 | NC      | $-150880.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul25P 57                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -57 | NC      | $-100320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5181399.SRDUP                                    | DRB5181399.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4536.36      | 0.00%             | 2030-04-04      | Fixed         | 28.12%                | Yes           |                  3 | On Loan: No      |
| FW3292078.SRDUP                                     | FW3292078.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1875 | PA      | $402.23       | 0.00%             | 2027-07-19      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| 214036881.SRDLC                                     | 214036881.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7389 | PA      | $7364.23      | 0.00%             | 2028-01-29      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 214339871.SRDLC                                     | 214339871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14310 | PA      | $14184.64     | 0.00%             | 2028-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213717895.SRDLC                                     | 213717895.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2695 | PA      | $2605.40      | 0.00%             | 2027-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214193858.SRDLC                                     | 214193858.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8781 | PA      | $8453.77      | 0.00%             | 2029-02-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW3342476.SRDUP                                     | FW3342476.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $1887.05      | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| FW3343908.SRDUP                                     | FW3343908.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1228 | PA      | $1279.49      | 0.00%             | 2027-08-10      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| FW3393906.SRDUP                                     | FW3393906.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       419 | PA      | $417.21       | 0.00%             | 2025-09-02      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| FW3394585.SRDUP                                     | FW3394585.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       937 | PA      | $972.45       | 0.00%             | 2027-09-02      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| 8862252.SRDSQ                                       | 8862252.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2802 | PA      | $2614.59      | 0.00%             | 2026-09-19      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8871470.SRDSQ                                       | 8871470.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2856 | PA      | $2720.10      | 0.00%             | 2026-09-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW3402447.SRDUP                                     | FW3402447.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       613 | PA      | $88.58        | 0.00%             | 2025-10-06      | Fixed         | 15.12%                | Yes           |                  3 | On Loan: No      |
| FW3500398.SRDUP                                     | FW3500398.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1220 | PA      | $1215.11      | 0.00%             | 2025-10-13      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| 7690040.SRDSQ                                       | 7690040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9492 | PA      | $8483.65      | 0.00%             | 2025-10-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8159391.SRDSQ                                       | 8159391.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2509 | PA      | $2433.44      | 0.00%             | 2026-03-06      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 205095746.SRDLC                                     | 205095746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       563 | PA      | $568.20       | 0.00%             | 2025-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205145072.SRDLC                                     | 205145072.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15237 | PA      | $15440.85     | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 213835179.SRDLC                                     | 213835179.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1427 | PA      | $1414.08      | 0.00%             | 2029-01-21      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213967001.SRDLC                                     | 213967001.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4425 | PA      | $4399.33      | 0.00%             | 2027-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 213662442.SRDLC                                     | 213662442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4123 | PA      | $3961.61      | 0.00%             | 2028-01-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213728961.SRDLC                                     | 213728961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24271 | PA      | $23383.13     | 0.00%             | 2030-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| FW3391636.SRDUP                                     | FW3391636.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1230 | PA      | $1264.98      | 0.00%             | 2027-09-01      | Fixed         | 20.85%                | Yes           |                  3 | On Loan: No      |
| FW3500736.SRDUP                                     | FW3500736.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       824 | PA      | $851.16       | 0.00%             | 2027-10-13      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| 214003369.SRDLC                                     | 214003369.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8983 | PA      | $8680.03      | 0.00%             | 2029-01-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214089573.SRDLC                                     | 214089573.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       944 | PA      | $903.07       | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3295797.SRDUP                                     | FW3295797.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1129 | PA      | $1129.82      | 0.00%             | 2025-07-20      | Fixed         | 23.54%                | Yes           |                  3 | On Loan: No      |
| FW3301790.SRDUP                                     | FW3301790.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        62 | PA      | $62.00        | 0.00%             | 2025-07-22      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-3                               | CUSIP: 91683TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3385846.80   | 0.20%             | 2032-06-20      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Upstart Asset Trust I                               | Upstart Asset Trust I Series 2023-1-GS                            | CUSIP: 91684GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22907553 | PA      | $21883391.00  | 1.32%             | 2053-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| 213669584.SRDLC                                     | 213669584.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3693.91      | 0.00%             | 2028-01-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213705392.SRDLC                                     | 213705392.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14207 | PA      | $13434.23     | 0.00%             | 2028-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8812153.SRDSQ                                       | 8812153.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29692 | PA      | $27776.72     | 0.00%             | 2026-09-07      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8813636.SRDSQ                                       | 8813636.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24976 | PA      | $21975.74     | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205174880.SRDLC                                     | 205174880.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       641 | PA      | $653.38       | 0.00%             | 2025-11-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205201201.SRDLC                                     | 205201201.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1599.27      | 0.00%             | 2026-11-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 64                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-8670.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 64.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -100 | NC      | $-29000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3543067.SRDUP                                     | FW3543067.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1342.06      | 0.00%             | 2027-11-02      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| FW3911754.SRDUP                                     | FW3911754.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1371 | PA      | $1381.35      | 0.00%             | 2028-08-03      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| 214004509.SRDLC                                     | 214004509.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7406 | PA      | $7362.84      | 0.00%             | 2028-01-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214240242.SRDLC                                     | 214240242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       146 | PA      | $145.91       | 0.00%             | 2031-02-13      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| 215090365.SRDLC                                     | 215090365.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6804 | PA      | $6778.14      | 0.00%             | 2028-03-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-I Class 14                                    | CUSIP: 76091BAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    651000 | PA      | $624956.42    | 0.04%             | 2028-06-06      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| 214690170.SRDLC                                     | 214690170.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2893 | PA      | $2833.85      | 0.00%             | 2027-03-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214818924.SRDLC                                     | 214818924.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24446 | PA      | $23843.37     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215427062.SRDLC                                     | 215427062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5889.29      | 0.00%             | 2027-04-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 215714134.SRDLC                                     | 215714134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8000 | PA      | $7865.65      | 0.00%             | 2027-04-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5004029.SRDUP                                    | DRB5004029.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $2696.98      | 0.00%             | 2030-02-05      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| DRB5006536.SRDUP                                    | DRB5006536.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4517 | PA      | $4368.95      | 0.00%             | 2030-02-07      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| FW4008518.SRDUP                                     | FW4008518.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45287 | PA      | $0.00         | 0.00%             | 2029-03-06      | Fixed         | 23.44%                | Yes           |                  3 | On Loan: No      |
| FW4012356.SRDUP                                     | FW4012356.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1575 | PA      | $1586.02      | 0.00%             | 2028-10-10      | Fixed         | 28.34%                | Yes           |                  3 | On Loan: No      |
| 214361732.SRDLC                                     | 214361732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9670 | PA      | $9343.83      | 0.00%             | 2028-02-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214363024.SRDLC                                     | 214363024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1395 | PA      | $1358.38      | 0.00%             | 2027-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust                                      | CUSIP: 91684NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4890405.00   | 0.29%             | 2034-11-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | FTSE/JSE TOP 40   Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |      -919 | NC      | $-1173761.18  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| 214998126.SRDLC                                     | 214998126.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20616 | PA      | $20572.38     | 0.00%             | 2029-03-14      | Fixed         | 6.57%                 | Yes           |                  3 | On Loan: No      |
| 215735163.SRDLC                                     | 215735163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6500 | PA      | $6367.10      | 0.00%             | 2028-04-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8819781.SRDSQ                                       | 8819781.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48348 | PA      | $45198.75     | 0.00%             | 2026-09-10      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8820367.SRDSQ                                       | 8820367.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16522 | PA      | $15510.20     | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3304771.SRDUP                                     | FW3304771.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3691 | PA      | $3833.33      | 0.00%             | 2027-12-25      | Fixed         | 20.26%                | Yes           |                  3 | On Loan: No      |
| FW3309698.SRDUP                                     | FW3309698.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1027 | PA      | $1063.03      | 0.00%             | 2027-07-26      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| DRB5010391.SRDUP                                    | DRB5010391.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9067 | PA      | $8765.21      | 0.00%             | 2028-02-07      | Fixed         | 30.75%                | Yes           |                  3 | On Loan: No      |
| DRB5177275.SRDUP                                    | DRB5177275.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2842 | PA      | $2802.14      | 0.00%             | 2030-04-03      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| 205237436.SRDLC                                     | 205237436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3421 | PA      | $3469.68      | 0.00%             | 2025-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205265680.SRDLC                                     | 205265680.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2283.08      | 0.00%             | 2026-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW4013730.SRDUP                                     | FW4013730.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3760 | PA      | $3784.36      | 0.00%             | 2028-10-10      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| FW5008422.SRDUP                                     | FW5008422.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3248 | PA      | $3139.70      | 0.00%             | 2030-02-07      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| FW3312758.SRDUP                                     | FW3312758.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $178.62       | 0.00%             | 2027-08-01      | Fixed         | 25.16%                | Yes           |                  3 | On Loan: No      |
| FW3329317.SRDUP                                     | FW3329317.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       206 | PA      | $205.06       | 0.00%             | 2025-08-03      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| 8844126.SRDSQ                                       | 8844126.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2155 | PA      | $2024.85      | 0.00%             | 2026-09-14      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8845164.SRDSQ                                       | 8845164.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15860 | PA      | $14905.51     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8185634.SRDSQ                                       | 8185634.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1773 | PA      | $1705.03      | 0.00%             | 2026-03-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8207259.SRDSQ                                       | 8207259.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11688 | PA      | $11087.49     | 0.00%             | 2026-03-22      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 214894506.SRDLC                                     | 214894506.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11844 | PA      | $11807.56     | 0.00%             | 2029-03-20      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 214967856.SRDLC                                     | 214967856.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18000 | PA      | $17632.85     | 0.00%             | 2028-04-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW5178646.SRDUP                                     | FW5178646.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $2063.94      | 0.00%             | 2030-04-03      | Fixed         | 31.34%                | Yes           |                  3 | On Loan: No      |
| FW5178903.SRDUP                                     | FW5178903.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9756.54      | 0.00%             | 2030-04-03      | Fixed         | 31.42%                | Yes           |                  3 | On Loan: No      |
| 8845711.SRDSQ                                       | 8845711.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1986 | PA      | $1847.08      | 0.00%             | 2026-09-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8846617.SRDSQ                                       | 8846617.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2483 | PA      | $2336.23      | 0.00%             | 2026-09-16      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 215780420.SRDLC                                     | 215780420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9802.52      | 0.00%             | 2029-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7479459.SRDSQ                                       | 7479459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3247 | PA      | $1837.74      | 0.00%             | 2025-08-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 215018575.SRDLC                                     | 215018575.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4901 | PA      | $4758.45      | 0.00%             | 2028-03-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215278526.SRDLC                                     | 215278526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4910.90      | 0.00%             | 2027-04-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8212266.SRDSQ                                       | 8212266.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1082.52      | 0.00%             | 2026-03-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8284944.SRDSQ                                       | 8284944.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60279 | PA      | $58051.26     | 0.00%             | 2026-04-16      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5188582.SRDUP                                    | DRB5188582.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4400 | PA      | $4345.47      | 0.00%             | 2030-04-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| DRB5188846.SRDUP                                    | DRB5188846.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2666.11      | 0.00%             | 2030-04-07      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| 214430915.SRDLC                                     | 214430915.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10732 | PA      | $10392.04     | 0.00%             | 2029-02-19      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214434526.SRDLC                                     | 214434526.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9294 | PA      | $9243.77      | 0.00%             | 2030-02-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L3298448.SRDUP                                      | L3298448.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27326 | PA      | $27846.90     | 0.00%             | 2027-07-21      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| L3298608.SRDUP                                      | L3298608.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1068 | PA      | $1088.36      | 0.00%             | 2027-07-21      | Fixed         | 13.55%                | Yes           |                  3 | On Loan: No      |
| DRB5186094.SRDUP                                    | DRB5186094.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9800 | PA      | $9716.41      | 0.00%             | 2030-04-07      | Fixed         | 22.14%                | Yes           |                  3 | On Loan: No      |
| FW3304678.SRDUP                                     | FW3304678.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11625 | PA      | $12047.53     | 0.00%             | 2027-07-25      | Fixed         | 22.28%                | Yes           |                  3 | On Loan: No      |
| DRB5004072.SRDUP                                    | DRB5004072.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2651 | PA      | $2561.49      | 0.00%             | 2030-02-05      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| DRB5009952.SRDUP                                    | DRB5009952.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4817 | PA      | $4651.56      | 0.00%             | 2028-02-07      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| 215602457.SRDLC                                     | 215602457.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3933.22      | 0.00%             | 2027-04-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215751828.SRDLC                                     | 215751828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6864.81      | 0.00%             | 2028-04-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8610150.SRDSQ                                       | 8610150.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1088 | PA      | $793.11       | 0.00%             | 2026-07-11      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8655673.SRDSQ                                       | 8655673.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4623 | PA      | $4299.32      | 0.00%             | 2026-07-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205266680.SRDLC                                     | 205266680.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12018 | PA      | $12195.99     | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205269803.SRDLC                                     | 205269803.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6168 | PA      | $6143.81      | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 7485793.SRDSQ                                       | 7485793.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       346 | PA      | $235.78       | 0.00%             | 2025-08-12      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| 7488383.SRDSQ                                       | 7488383.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $110.64       | 0.00%             | 2025-08-13      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 65                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -79 | NC      | $-11060.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 65.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -98 | NC      | $-5880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214926596.SRDLC                                     | 214926596.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18067 | PA      | $17942.06     | 0.00%             | 2028-03-17      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 215063836.SRDLC                                     | 215063836.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5187 | PA      | $5177.48      | 0.00%             | 2027-03-17      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| 213750203.SRDLC                                     | 213750203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23539 | PA      | $22449.09     | 0.00%             | 2028-01-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214204315.SRDLC                                     | 214204315.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2807 | PA      | $2710.37      | 0.00%             | 2027-02-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 2                                    | CUSIP: 76112AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    706000 | PA      | $735449.73    | 0.04%             | 2028-12-06      | Floating      | 17.53%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 3                                    | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2361000 | PA      | $2400042.68   | 0.14%             | 2028-12-06      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| 215243503.SRDLC                                     | 215243503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6272.78      | 0.00%             | 2027-04-01      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 215371722.SRDLC                                     | 215371722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40000 | PA      | $39526.22     | 0.00%             | 2030-03-31      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| FW5181234.SRDUP                                     | FW5181234.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11700 | PA      | $11535.99     | 0.00%             | 2030-04-04      | Fixed         | 31.77%                | Yes           |                  3 | On Loan: No      |
| L3298607.SRDUP                                      | L3298607.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11104 | PA      | $11499.32     | 0.00%             | 2027-07-26      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| 7673635.SRDSQ                                       | 7673635.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       224 | PA      | $220.85       | 0.00%             | 2025-10-09      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| 8342786.SRDSQ                                       | 8342786.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1733 | PA      | $1701.38      | 0.00%             | 2026-05-01      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 7478325.SRDSQ                                       | 7478325.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3308 | PA      | $2113.26      | 0.00%             | 2025-08-08      | Fixed         | 5.76%                 | Yes           |                  3 | On Loan: No      |
| 7513883.SRDSQ                                       | 7513883.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2692 | PA      | $1421.42      | 0.00%             | 2025-08-20      | Fixed         | 5.18%                 | Yes           |                  3 | On Loan: No      |
| 215097682.SRDLC                                     | 215097682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17172 | PA      | $17108.10     | 0.00%             | 2028-03-19      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 215572399.SRDLC                                     | 215572399.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8832.40      | 0.00%             | 2028-04-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 4                                    | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1910000 | PA      | $1935832.75   | 0.12%             | 2028-12-06      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 12                                    | CUSIP: 76114NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1458000 | PA      | $510300.00    | 0.03%             | 2025-06-06      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| L3304312.SRDUP                                      | L3304312.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3499 | PA      | $3568.96      | 0.00%             | 2027-07-25      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3305130.SRDUP                                      | L3305130.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15753 | PA      | $16326.18     | 0.00%             | 2027-07-25      | Fixed         | 21.96%                | Yes           |                  3 | On Loan: No      |
| DRB5179885.SRDUP                                    | DRB5179885.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13200 | PA      | $13008.44     | 0.00%             | 2030-04-03      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| DRB5179962.SRDUP                                    | DRB5179962.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24400 | PA      | $24046.08     | 0.00%             | 2030-04-03      | Fixed         | 31.70%                | Yes           |                  3 | On Loan: No      |
| 210972851.SRDLC                                     | 210972851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1724 | PA      | $1610.61      | 0.00%             | 2027-09-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211043858.SRDLC                                     | 211043858.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4136 | PA      | $3870.14      | 0.00%             | 2027-09-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8332068.SRDSQ                                       | 8332068.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8176 | PA      | $7010.94      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8341144.SRDSQ                                       | 8341144.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2030 | PA      | $1878.76      | 0.00%             | 2026-05-01      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8372394.SRDSQ                                       | 8372394.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3889 | PA      | $975.93       | 0.00%             | 2026-05-12      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8382934.SRDSQ                                       | 8382934.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       783 | PA      | $763.42       | 0.00%             | 2026-05-14      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| FW3909823.SRDUP                                     | FW3909823.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1361.57      | 0.00%             | 2028-08-03      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| FW3910012.SRDUP                                     | FW3910012.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1607.46      | 0.00%             | 2028-08-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8348140.SRDSQ                                       | 8348140.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2762 | PA      | $2589.20      | 0.00%             | 2026-05-04      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8352862.SRDSQ                                       | 8352862.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3390 | PA      | $2452.60      | 0.00%             | 2026-05-05      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 13                                    | CUSIP: 76114NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    695000 | PA      | $625569.50    | 0.04%             | 2025-06-06      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 14                                    | CUSIP: 76114NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    898000 | PA      | $888416.54    | 0.05%             | 2025-06-06      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| FW3301807.SRDUP                                     | FW3301807.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2855 | PA      | $960.69       | 0.00%             | 2027-07-22      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3302687.SRDUP                                     | FW3302687.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13562 | PA      | $13813.08     | 0.00%             | 2027-07-22      | Fixed         | 12.86%                | Yes           |                  3 | On Loan: No      |
| FW3332213.SRDUP                                     | FW3332213.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1292 | PA      | $1340.82      | 0.00%             | 2027-08-04      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3335412.SRDUP                                     | FW3335412.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       823 | PA      | $855.33       | 0.00%             | 2027-08-05      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| 205495061.SRDLC                                     | 205495061.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23630 | PA      | $23269.46     | 0.00%             | 2026-12-05      | Fixed         | 9.61%                 | Yes           |                  3 | On Loan: No      |
| 205790694.SRDLC                                     | 205790694.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3215 | PA      | $3101.91      | 0.00%             | 2026-12-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3304599.SRDUP                                     | FW3304599.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       694 | PA      | $727.71       | 0.00%             | 2027-07-25      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3310837.SRDUP                                     | FW3310837.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18234 | PA      | $18971.60     | 0.00%             | 2028-05-26      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| 8353006.SRDSQ                                       | 8353006.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1785.69      | 0.00%             | 2026-05-05      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8353817.SRDSQ                                       | 8353817.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4026 | PA      | $3778.24      | 0.00%             | 2026-05-06      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| FW3913574.SRDUP                                     | FW3913574.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20222 | PA      | $20441.47     | 0.00%             | 2029-01-04      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| FW4998246.SRDUP                                     | FW4998246.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19293 | PA      | $18619.79     | 0.00%             | 2030-02-04      | Fixed         | 32.10%                | Yes           |                  3 | On Loan: No      |
| 8806459.SRDSQ                                       | 8806459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1693 | PA      | $1586.49      | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8814697.SRDSQ                                       | 8814697.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1488 | PA      | $1384.08      | 0.00%             | 2026-09-07      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8354133.SRDSQ                                       | 8354133.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4204 | PA      | $3127.54      | 0.00%             | 2026-05-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8356117.SRDSQ                                       | 8356117.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3660.74      | 0.00%             | 2026-05-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L3305566.SRDUP                                      | L3305566.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21811 | PA      | $4552.22      | 0.00%             | 2027-12-25      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| L3312274.SRDUP                                      | L3312274.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       825 | PA      | $839.67       | 0.00%             | 2027-07-27      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| 8360690.SRDSQ                                       | 8360690.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2298 | PA      | $2218.44      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8361893.SRDSQ                                       | 8361893.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2285 | PA      | $2168.09      | 0.00%             | 2026-05-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8370693.SRDSQ                                       | 8370693.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3964 | PA      | $3770.13      | 0.00%             | 2026-05-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8374905.SRDSQ                                       | 8374905.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6847 | PA      | $6638.90      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW3910278.SRDUP                                     | FW3910278.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10194 | PA      | $10336.57     | 0.00%             | 2028-08-02      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| FW3913393.SRDUP                                     | FW3913393.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1374 | PA      | $1362.41      | 0.00%             | 2026-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| 205845842.SRDLC                                     | 205845842.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6091 | PA      | $5980.23      | 0.00%             | 2026-12-28      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 205858271.SRDLC                                     | 205858271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6090 | PA      | $6007.99      | 0.00%             | 2026-12-26      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215565817.SRDLC                                     | 215565817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9743.46      | 0.00%             | 2030-04-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215767321.SRDLC                                     | 215767321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10783.96     | 0.00%             | 2027-04-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8821283.SRDSQ                                       | 8821283.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2562 | PA      | $2398.47      | 0.00%             | 2026-09-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8845029.SRDSQ                                       | 8845029.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6935 | PA      | $6523.96      | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8172102.SRDSQ                                       | 8172102.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3695 | PA      | $2810.00      | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8189320.SRDSQ                                       | 8189320.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1444 | PA      | $1371.84      | 0.00%             | 2026-03-16      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| L3320181.SRDUP                                      | L3320181.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4069 | PA      | $587.60       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3324977.SRDUP                                      | L3324977.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2308 | PA      | $2359.04      | 0.00%             | 2027-08-02      | Fixed         | 24.10%                | Yes           |                  3 | On Loan: No      |
| FW3956414.SRDUP                                     | FW3956414.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1065 | PA      | $1074.09      | 0.00%             | 2028-09-05      | Fixed         | 30.66%                | Yes           |                  3 | On Loan: No      |
| FW4008415.SRDUP                                     | FW4008415.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4945 | PA      | $4930.73      | 0.00%             | 2026-10-06      | Fixed         | 24.15%                | Yes           |                  3 | On Loan: No      |
| 8369484.SRDSQ                                       | 8369484.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4442 | PA      | $4238.31      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8374326.SRDSQ                                       | 8374326.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1538.73      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205900664.SRDLC                                     | 205900664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11989 | PA      | $11713.05     | 0.00%             | 2028-12-28      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 206483928.SRDLC                                     | 206483928.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2356 | PA      | $2315.59      | 0.00%             | 2026-02-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Riverfront Re Ltd                                   | Riverfront Re 2025 Class A                                        | CUSIP: 76870YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1457000 | PA      | $1456911.12   | 0.09%             | 2029-01-08      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| 7694917.SRDSQ                                       | 7694917.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       558 | PA      | $43.72        | 0.00%             | 2025-10-16      | Fixed         | 4.75%                 | Yes           |                  3 | On Loan: No      |
| 8417068.SRDSQ                                       | 8417068.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       469 | PA      | $453.53       | 0.00%             | 2026-05-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| Stabilitas Re Ltd.                                  | Stabilitas Re 2023-1 Class A                                      | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1415000 | PA      | $1452738.76   | 0.09%             | 2026-06-05      | Floating      | 12.78%                | Yes           |                  2 | On Loan: No      |
| 8383088.SRDSQ                                       | 8383088.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2175 | PA      | $2075.19      | 0.00%             | 2026-05-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8383678.SRDSQ                                       | 8383678.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4004 | PA      | $2944.17      | 0.00%             | 2026-05-14      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8339333.SRDSQ                                       | 8339333.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4211 | PA      | $3044.32      | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8365406.SRDSQ                                       | 8365406.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1109 | PA      | $750.11       | 0.00%             | 2026-05-08      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8872353.SRDSQ                                       | 8872353.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2101.30      | 0.00%             | 2026-09-21      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8873116.SRDSQ                                       | 8873116.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $2195.31      | 0.00%             | 2026-09-21      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8336738.SRDSQ                                       | 8336738.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2188.77      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8338441.SRDSQ                                       | 8338441.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3080 | PA      | $2962.80      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8849354.SRDSQ                                       | 8849354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4521 | PA      | $4229.99      | 0.00%             | 2026-09-17      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8854246.SRDSQ                                       | 8854246.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     83803 | PA      | $78812.40     | 0.00%             | 2026-09-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3325413.SRDUP                                      | L3325413.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1719 | PA      | $1761.11      | 0.00%             | 2027-08-02      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L3332282.SRDUP                                      | L3332282.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       736 | PA      | $746.12       | 0.00%             | 2027-08-04      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| L3345011.SRDUP                                      | L3345011.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12884 | PA      | $2648.16      | 0.00%             | 2027-08-10      | Fixed         | 24.01%                | Yes           |                  3 | On Loan: No      |
| L3390824.SRDUP                                      | L3390824.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13189 | PA      | $13565.21     | 0.00%             | 2027-09-01      | Fixed         | 20.97%                | Yes           |                  3 | On Loan: No      |
| 206523850.SRDLC                                     | 206523850.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4617 | PA      | $4524.51      | 0.00%             | 2026-02-06      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206582932.SRDLC                                     | 206582932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6605 | PA      | $6307.85      | 0.00%             | 2027-02-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3309707.SRDUP                                     | FW3309707.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1510 | PA      | $1587.30      | 0.00%             | 2027-07-26      | Fixed         | 25.32%                | Yes           |                  3 | On Loan: No      |
| FW3316977.SRDUP                                     | FW3316977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1798 | PA      | $1861.85      | 0.00%             | 2027-08-01      | Fixed         | 25.55%                | Yes           |                  3 | On Loan: No      |
| FW3332326.SRDUP                                     | FW3332326.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2038 | PA      | $2086.09      | 0.00%             | 2027-08-04      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| FW3344392.SRDUP                                     | FW3344392.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3156 | PA      | $3254.63      | 0.00%             | 2027-08-10      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| 8856311.SRDSQ                                       | 8856311.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3715 | PA      | $3478.99      | 0.00%             | 2026-09-18      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8871635.SRDSQ                                       | 8871635.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29655 | PA      | $27932.06     | 0.00%             | 2026-09-21      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| Sabine Re Ltd.                                      | Sabine Re 2024-1 Class A                                          | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |    726000 | PA      | $742614.87    | 0.04%             | 2027-04-07      | Floating      | 12.54%                | Yes           |                  2 | On Loan: No      |
| Sakura Re Ltd.                                      | Sakura Re 2022-1 Class A                                          | CUSIP: 79381MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    685000 | PA      | $710935.13    | 0.04%             | 2026-01-05      | Floating      | 17.79%                | Yes           |                  2 | On Loan: No      |
| L3328810.SRDUP                                      | L3328810.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1025 | PA      | $1051.40      | 0.00%             | 2027-08-03      | Fixed         | 22.40%                | Yes           |                  3 | On Loan: No      |
| L3402012.SRDUP                                      | L3402012.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1462 | PA      | $1484.20      | 0.00%             | 2027-09-06      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| FW3320406.SRDUP                                     | FW3320406.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       840 | PA      | $870.19       | 0.00%             | 2027-08-01      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3329630.SRDUP                                     | FW3329630.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5329 | PA      | $5525.82      | 0.00%             | 2027-08-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW4996205.SRDUP                                     | FW4996205.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $391.42       | 0.00%             | 2030-02-03      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| FW5175682.SRDUP                                     | FW5175682.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11800 | PA      | $11622.65     | 0.00%             | 2030-04-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3337769.SRDUP                                      | L3337769.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10132 | PA      | $10274.44     | 0.00%             | 2027-08-08      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L3340846.SRDUP                                      | L3340846.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $8509.96      | 0.00%             | 2027-08-09      | Fixed         | 14.80%                | Yes           |                  3 | On Loan: No      |
| 214176988.SRDLC                                     | 214176988.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1909 | PA      | $1887.48      | 0.00%             | 2028-02-05      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 214180050.SRDLC                                     | 214180050.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14037 | PA      | $13497.21     | 0.00%             | 2029-02-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8599143.SRDSQ                                       | 8599143.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31781 | PA      | $30713.49     | 0.00%             | 2026-07-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8634614.SRDSQ                                       | 8634614.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       400 | PA      | $379.92       | 0.00%             | 2026-07-21      | Fixed         | 4.89%                 | Yes           |                  3 | On Loan: No      |
| 8875654.SRDSQ                                       | 8875654.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5579 | PA      | $5238.27      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8881606.SRDSQ                                       | 8881606.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16215 | PA      | $14969.38     | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L3500423.SRDUP                                      | L3500423.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3723 | PA      | $3790.87      | 0.00%             | 2027-10-13      | Fixed         | 16.29%                | Yes           |                  3 | On Loan: No      |
| L3501266.SRDUP                                      | L3501266.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       708 | PA      | $730.43       | 0.00%             | 2027-10-13      | Fixed         | 23.82%                | Yes           |                  3 | On Loan: No      |
| L3292141.SRDUP                                      | L3292141.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10702 | PA      | $10888.62     | 0.00%             | 2027-07-19      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| L3295719.SRDUP                                      | L3295719.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       934 | PA      | $965.42       | 0.00%             | 2027-07-20      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| L3391489.SRDUP                                      | L3391489.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4179 | PA      | $4288.23      | 0.00%             | 2027-09-01      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| L3391613.SRDUP                                      | L3391613.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3389 | PA      | $3517.69      | 0.00%             | 2027-09-01      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| 8845991.SRDSQ                                       | 8845991.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34766 | PA      | $32856.98     | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8873222.SRDSQ                                       | 8873222.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2144 | PA      | $2009.15      | 0.00%             | 2026-09-21      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8368961.SRDSQ                                       | 8368961.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8638 | PA      | $8111.31      | 0.00%             | 2026-05-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8369596.SRDSQ                                       | 8369596.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       833 | PA      | $804.33       | 0.00%             | 2026-05-10      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| 8869289.SRDSQ                                       | 8869289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       575 | PA      | $536.42       | 0.00%             | 2026-09-20      | Fixed         | 4.97%                 | Yes           |                  3 | On Loan: No      |
| 8876684.SRDSQ                                       | 8876684.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1772 | PA      | $1611.72      | 0.00%             | 2026-09-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 215794395.SRDLC                                     | 215794395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24510.18     | 0.00%             | 2029-04-23      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 7467066.SRDSQ                                       | 7467066.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       437 | PA      | $430.30       | 0.00%             | 2025-08-05      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8889969.SRDSQ                                       | 8889969.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5084 | PA      | $4690.54      | 0.00%             | 2026-09-26      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8897788.SRDSQ                                       | 8897788.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13055 | PA      | $11456.70     | 0.00%             | 2026-09-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8406826.SRDSQ                                       | 8406826.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38403 | PA      | $36998.98     | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8410711.SRDSQ                                       | 8410711.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10258 | PA      | $9896.79      | 0.00%             | 2026-05-22      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| DRB5177150.SRDUP                                    | DRB5177150.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5618.26      | 0.00%             | 2028-04-03      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| DRB5178988.SRDUP                                    | DRB5178988.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.79      | 0.00%             | 2030-04-03      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| 8370832.SRDSQ                                       | 8370832.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23023 | PA      | $22355.57     | 0.00%             | 2026-05-11      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8371481.SRDSQ                                       | 8371481.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43391 | PA      | $41657.75     | 0.00%             | 2026-05-11      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5178200.SRDUP                                    | DRB5178200.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16000 | PA      | $15771.38     | 0.00%             | 2030-04-03      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| FW3292451.SRDUP                                     | FW3292451.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1776.48      | 0.00%             | 2027-07-19      | Fixed         | 15.45%                | Yes           |                  3 | On Loan: No      |
| 8347023.SRDSQ                                       | 8347023.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3951 | PA      | $3813.22      | 0.00%             | 2026-05-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8349318.SRDSQ                                       | 8349318.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       596 | PA      | $554.35       | 0.00%             | 2026-05-04      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| L3320275.SRDUP                                      | L3320275.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1859 | PA      | $1890.54      | 0.00%             | 2027-08-01      | Fixed         | 12.92%                | Yes           |                  3 | On Loan: No      |
| L3320281.SRDUP                                      | L3320281.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14750 | PA      | $14964.74     | 0.00%             | 2028-01-01      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| FW3292526.SRDUP                                     | FW3292526.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5605 | PA      | $5793.96      | 0.00%             | 2027-07-19      | Fixed         | 20.12%                | Yes           |                  3 | On Loan: No      |
| FW3296166.SRDUP                                     | FW3296166.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       655 | PA      | $672.75       | 0.00%             | 2027-07-20      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| FW3312739.SRDUP                                     | FW3312739.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2939 | PA      | $3045.95      | 0.00%             | 2027-07-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3325256.SRDUP                                     | FW3325256.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1336 | PA      | $1388.99      | 0.00%             | 2028-01-02      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| 8377391.SRDSQ                                       | 8377391.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $709.78       | 0.00%             | 2026-05-13      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8385031.SRDSQ                                       | 8385031.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7733 | PA      | $7407.97      | 0.00%             | 2026-05-15      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 7500971.SRDSQ                                       | 7500971.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10778 | PA      | $3693.68      | 0.00%             | 2025-08-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7728129.SRDSQ                                       | 7728129.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $660.30       | 0.00%             | 2025-10-26      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8882867.SRDSQ                                       | 8882867.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2606 | PA      | $2418.24      | 0.00%             | 2026-09-25      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| CBM3910374.SRDUP                                    | CBM3910374.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11266 | PA      | $11286.60     | 0.00%             | 2028-08-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| 8886382.SRDSQ                                       | 8886382.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3579 | PA      | $3355.80      | 0.00%             | 2026-09-26      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3954201.SRDUP                                    | CBM3954201.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17768 | PA      | $17919.43     | 0.00%             | 2028-09-01      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| 214405777.SRDLC                                     | 214405777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29966 | PA      | $29807.44     | 0.00%             | 2031-02-26      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 214490995.SRDLC                                     | 214490995.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28646 | PA      | $28334.28     | 0.00%             | 2028-02-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUD/JPY PUT 88 16-JUN-25                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 120000000 | NC      | $640778.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUD/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-868802.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FW3345176.SRDUP                                     | FW3345176.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15445 | PA      | $4816.51      | 0.00%             | 2028-01-10      | Fixed         | 25.55%                | Yes           |                  3 | On Loan: No      |
| FW3391682.SRDUP                                     | FW3391682.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2439 | PA      | $2528.70      | 0.00%             | 2027-09-01      | Fixed         | 33.15%                | Yes           |                  3 | On Loan: No      |
| 211130675.SRDLC                                     | 211130675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14341 | PA      | $13392.66     | 0.00%             | 2029-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211148091.SRDLC                                     | 211148091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3057 | PA      | $2884.69      | 0.00%             | 2027-09-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8656596.SRDSQ                                       | 8656596.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     55264 | PA      | $51016.58     | 0.00%             | 2026-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8793280.SRDSQ                                       | 8793280.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7601 | PA      | $7101.63      | 0.00%             | 2026-09-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8388068.SRDSQ                                       | 8388068.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2469 | PA      | $2407.35      | 0.00%             | 2026-05-16      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8392812.SRDSQ                                       | 8392812.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       630 | PA      | $49.39        | 0.00%             | 2026-05-18      | Fixed         | 5.01%                 | Yes           |                  3 | On Loan: No      |
| 8370684.SRDSQ                                       | 8370684.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       611 | PA      | $565.64       | 0.00%             | 2026-05-11      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8400226.SRDSQ                                       | 8400226.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5878 | PA      | $4981.73      | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8185530.SRDSQ                                       | 8185530.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1638 | PA      | $1575.19      | 0.00%             | 2026-03-15      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8194646.SRDSQ                                       | 8194646.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1507 | PA      | $1070.82      | 0.00%             | 2026-03-18      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8542941.SRDSQ                                       | 8542941.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11814 | PA      | $11338.41     | 0.00%             | 2026-06-30      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8543681.SRDSQ                                       | 8543681.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3122 | PA      | $2995.64      | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5009777.SRDUP                                    | DRB5009777.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4536 | PA      | $4390.13      | 0.00%             | 2030-02-07      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| DRB5178942.SRDUP                                    | DRB5178942.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14785.16     | 0.00%             | 2028-04-03      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| CBM3960184.SRDUP                                    | CBM3960184.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13724 | PA      | $13866.28     | 0.00%             | 2028-09-05      | Fixed         | 25.03%                | Yes           |                  3 | On Loan: No      |
| DRB5002561.SRDUP                                    | DRB5002561.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5573 | PA      | $5443.10      | 0.00%             | 2028-02-05      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| 211151788.SRDLC                                     | 211151788.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28204 | PA      | $27911.48     | 0.00%             | 2029-09-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211250724.SRDLC                                     | 211250724.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4778 | PA      | $4447.94      | 0.00%             | 2029-10-01      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| FW3336668.SRDUP                                     | FW3336668.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       822 | PA      | $854.41       | 0.00%             | 2027-08-08      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| FW3341835.SRDUP                                     | FW3341835.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1231.55      | 0.00%             | 2027-08-09      | Fixed         | 9.73%                 | Yes           |                  3 | On Loan: No      |
| 8361048.SRDSQ                                       | 8361048.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28603 | PA      | $26627.89     | 0.00%             | 2026-05-07      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8362984.SRDSQ                                       | 8362984.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15821 | PA      | $15149.05     | 0.00%             | 2026-05-07      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8403943.SRDSQ                                       | 8403943.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7521 | PA      | $7117.07      | 0.00%             | 2026-05-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8550212.SRDSQ                                       | 8550212.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7187 | PA      | $6611.00      | 0.00%             | 2026-07-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5179830.SRDUP                                    | DRB5179830.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1970.89      | 0.00%             | 2028-04-03      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| DRB5187054.SRDUP                                    | DRB5187054.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1871 | PA      | $1848.68      | 0.00%             | 2030-04-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 8801509.SRDSQ                                       | 8801509.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11078 | PA      | $10453.01     | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8802343.SRDSQ                                       | 8802343.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7405 | PA      | $6993.06      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5008730.SRDUP                                     | FW5008730.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2559 | PA      | $2473.86      | 0.00%             | 2030-02-07      | Fixed         | 31.52%                | Yes           |                  3 | On Loan: No      |
| L3911996.SRDUP                                      | L3911996.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20988 | PA      | $21197.65     | 0.00%             | 2028-08-03      | Fixed         | 15.89%                | Yes           |                  3 | On Loan: No      |
| L3295812.SRDUP                                      | L3295812.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1533.22      | 0.00%             | 2027-07-20      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| L3304686.SRDUP                                      | L3304686.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4295 | PA      | $620.24       | 0.00%             | 2027-07-25      | Fixed         | 14.98%                | Yes           |                  3 | On Loan: No      |
| FW3393950.SRDUP                                     | FW3393950.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $486.66       | 0.00%             | 2027-09-02      | Fixed         | 33.75%                | Yes           |                  3 | On Loan: No      |
| FW3500283.SRDUP                                     | FW3500283.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1080 | PA      | $1112.26      | 0.00%             | 2027-10-13      | Fixed         | 29.57%                | Yes           |                  3 | On Loan: No      |
| L3337599.SRDUP                                      | L3337599.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       601 | PA      | $599.32       | 0.00%             | 2027-08-08      | Fixed         | 18.51%                | Yes           |                  3 | On Loan: No      |
| L3338050.SRDUP                                      | L3338050.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       859 | PA      | $883.80       | 0.00%             | 2027-08-08      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| 8554050.SRDSQ                                       | 8554050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       906 | PA      | $832.65       | 0.00%             | 2026-07-02      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8560661.SRDSQ                                       | 8560661.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5994 | PA      | $5500.87      | 0.00%             | 2026-07-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8555316.SRDSQ                                       | 8555316.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39074 | PA      | $37019.21     | 0.00%             | 2026-07-03      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8596822.SRDSQ                                       | 8596822.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3455 | PA      | $2976.09      | 0.00%             | 2026-07-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3910037.SRDUP                                    | CBM3910037.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1633.48      | 0.00%             | 2028-08-02      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| CBM3914443.SRDUP                                    | CBM3914443.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42619 | PA      | $40938.47     | 0.00%             | 2029-01-04      | Fixed         | 26.56%                | Yes           |                  3 | On Loan: No      |
| FW3345025.SRDUP                                     | FW3345025.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       707 | PA      | $717.64       | 0.00%             | 2027-08-10      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| FW3391879.SRDUP                                     | FW3391879.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5419 | PA      | $502.16       | 0.00%             | 2027-09-01      | Fixed         | 21.68%                | Yes           |                  3 | On Loan: No      |
| FW3500298.SRDUP                                     | FW3500298.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       742 | PA      | $776.26       | 0.00%             | 2027-10-13      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3542159.SRDUP                                     | FW3542159.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $1046.84      | 0.00%             | 2025-11-01      | Fixed         | 22.35%                | Yes           |                  3 | On Loan: No      |
| 8618262.SRDSQ                                       | 8618262.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6649 | PA      | $6368.72      | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8632377.SRDSQ                                       | 8632377.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1736 | PA      | $1648.83      | 0.00%             | 2026-07-18      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 211252774.SRDLC                                     | 211252774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9331 | PA      | $9014.30      | 0.00%             | 2026-10-03      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211495900.SRDLC                                     | 211495900.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5292 | PA      | $4932.51      | 0.00%             | 2027-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8599753.SRDSQ                                       | 8599753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15173 | PA      | $14498.53     | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8605648.SRDSQ                                       | 8605648.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1117 | PA      | $1087.08      | 0.00%             | 2026-07-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211496319.SRDLC                                     | 211496319.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7333 | PA      | $6948.80      | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211515343.SRDLC                                     | 211515343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6225 | PA      | $5977.21      | 0.00%             | 2026-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3309888.SRDUP                                      | L3309888.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3122 | PA      | $3182.21      | 0.00%             | 2027-07-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L3319824.SRDUP                                      | L3319824.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3311.35      | 0.00%             | 2027-08-01      | Fixed         | 21.32%                | Yes           |                  3 | On Loan: No      |
| FW3312164.SRDUP                                     | FW3312164.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5368 | PA      | $5639.95      | 0.00%             | 2027-07-27      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| FW3312768.SRDUP                                     | FW3312768.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       427 | PA      | $428.64       | 0.00%             | 2025-07-27      | Fixed         | 26.81%                | Yes           |                  3 | On Loan: No      |
| FW3542904.SRDUP                                     | FW3542904.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3591 | PA      | $518.56       | 0.00%             | 2027-11-02      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW3910117.SRDUP                                     | FW3910117.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2079.47      | 0.00%             | 2029-01-17      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| 8846627.SRDSQ                                       | 8846627.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11699 | PA      | $10968.40     | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8847038.SRDSQ                                       | 8847038.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2813 | PA      | $2632.55      | 0.00%             | 2026-09-16      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 211518650.SRDLC                                     | 211518650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6039 | PA      | $5722.53      | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211562123.SRDLC                                     | 211562123.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19238 | PA      | $18233.21     | 0.00%             | 2028-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8386518.SRDSQ                                       | 8386518.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9410 | PA      | $6993.14      | 0.00%             | 2026-05-15      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8388956.SRDSQ                                       | 8388956.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4856 | PA      | $4597.46      | 0.00%             | 2026-05-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8211354.SRDSQ                                       | 8211354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1606 | PA      | $1504.76      | 0.00%             | 2026-03-23      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8309510.SRDSQ                                       | 8309510.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47803 | PA      | $46412.52     | 0.00%             | 2026-04-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 132 Class A                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3738843.46   | 0.22%             | 2028-04-24      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 133 Class B                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    983000 | PA      | $985441.77    | 0.06%             | 2028-04-24      | Floating      | 15.62%                | Yes           |                  2 | On Loan: No      |
| 8205306.SRDSQ                                       | 8205306.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3304 | PA      | $3178.59      | 0.00%             | 2026-03-20      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8205503.SRDSQ                                       | 8205503.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       459 | PA      | $444.96       | 0.00%             | 2026-03-20      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| L3541799.SRDUP                                      | L3541799.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4259 | PA      | $4342.36      | 0.00%             | 2027-11-01      | Fixed         | 15.10%                | Yes           |                  3 | On Loan: No      |
| L3958578.SRDUP                                      | L3958578.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $873.36       | 0.00%             | 2028-09-05      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| 215671582.SRDLC                                     | 215671582.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1953.19      | 0.00%             | 2028-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 216006676.SRDLC                                     | 216006676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10819.19     | 0.00%             | 2027-04-23      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3329383.SRDUP                                     | FW3329383.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3340 | PA      | $1051.87      | 0.00%             | 2027-08-03      | Fixed         | 29.72%                | Yes           |                  3 | On Loan: No      |
| FW3331979.SRDUP                                     | FW3331979.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $3255.23      | 0.00%             | 2027-08-04      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| 8553925.SRDSQ                                       | 8553925.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1296 | PA      | $1074.38      | 0.00%             | 2026-07-02      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8592134.SRDSQ                                       | 8592134.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15764 | PA      | $14812.41     | 0.00%             | 2026-07-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8326198.SRDSQ                                       | 8326198.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    143816 | PA      | $134716.35    | 0.01%             | 2026-04-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8338216.SRDSQ                                       | 8338216.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7060 | PA      | $6645.86      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 211581875.SRDLC                                     | 211581875.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9497 | PA      | $9124.61      | 0.00%             | 2026-10-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211610325.SRDLC                                     | 211610325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14358 | PA      | $13546.83     | 0.00%             | 2029-10-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 7456634.SRDSQ                                       | 7456634.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $7763.50      | 0.00%             | 2025-08-01      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7473152.SRDSQ                                       | 7473152.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       490 | PA      | $346.12       | 0.00%             | 2025-08-07      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| L4995197.SRDUP                                      | L4995197.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5583 | PA      | $5467.48      | 0.00%             | 2030-02-04      | Fixed         | 20.69%                | Yes           |                  3 | On Loan: No      |
| L5001203.SRDUP                                      | L5001203.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4540 | PA      | $4438.53      | 0.00%             | 2028-02-04      | Fixed         | 19.58%                | Yes           |                  3 | On Loan: No      |
| FW3334948.SRDUP                                     | FW3334948.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3164 | PA      | $3286.36      | 0.00%             | 2027-08-05      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3344875.SRDUP                                     | FW3344875.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6236 | PA      | $6503.39      | 0.00%             | 2027-08-10      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| 8344971.SRDSQ                                       | 8344971.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       824 | PA      | $799.48       | 0.00%             | 2026-05-03      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8347199.SRDSQ                                       | 8347199.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       824 | PA      | $772.69       | 0.00%             | 2026-05-04      | Fixed         | 5.93%                 | Yes           |                  3 | On Loan: No      |
| 8607717.SRDSQ                                       | 8607717.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5504 | PA      | $5325.28      | 0.00%             | 2026-07-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8612662.SRDSQ                                       | 8612662.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29170 | PA      | $27699.59     | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8347149.SRDSQ                                       | 8347149.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2814 | PA      | $2256.95      | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8365689.SRDSQ                                       | 8365689.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4559 | PA      | $4388.89      | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 214383430.SRDLC                                     | 214383430.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3706 | PA      | $3585.14      | 0.00%             | 2028-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214892038.SRDLC                                     | 214892038.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19422.37     | 0.00%             | 2030-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5179491.SRDUP                                      | L5179491.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4400 | PA      | $4365.02      | 0.00%             | 2030-04-03      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 211621206.SRDLC                                     | 211621206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2670 | PA      | $2482.09      | 0.00%             | 2027-10-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211638298.SRDLC                                     | 211638298.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4645 | PA      | $4404.41      | 0.00%             | 2028-10-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3401741.SRDUP                                     | FW3401741.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1564 | PA      | $1626.58      | 0.00%             | 2027-09-06      | Fixed         | 32.70%                | Yes           |                  3 | On Loan: No      |
| FW3499323.SRDUP                                     | FW3499323.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $107.51       | 0.00%             | 2027-10-13      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| 8616941.SRDSQ                                       | 8616941.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2249 | PA      | $2003.07      | 0.00%             | 2026-07-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| Stone Ridge High Yield Reinsur                      | Stone Ridge High Yield Reinsurance Risk Premium Fund              | CUSIP: 861728400<br>LEI: 549300S91Z6XXFPO9W37 | Long             | EC               | RF                | US        |   2002760 | NS      | $17784505.35  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L3912865.SRDUP                                      | L3912865.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37448 | PA      | $37773.94     | 0.00%             | 2028-08-03      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| L4998724.SRDUP                                      | L4998724.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3334 | PA      | $3221.36      | 0.00%             | 2030-02-04      | Fixed         | 23.11%                | Yes           |                  3 | On Loan: No      |
| 7533182.SRDSQ                                       | 7533182.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4558 | PA      | $3406.88      | 0.00%             | 2025-08-26      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 7637159.SRDSQ                                       | 7637159.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       178 | PA      | $155.46       | 0.00%             | 2025-09-28      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 134 Class C                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2826555.34   | 0.17%             | 2028-04-24      | Floating      | 18.10%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 136                                                      | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $4111979.42   | 0.25%             | 2027-12-29      | Floating      | 11.61%                | Yes           |                  2 | On Loan: No      |
| 8368782.SRDSQ                                       | 8368782.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1696 | PA      | $1595.83      | 0.00%             | 2026-05-09      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8399424.SRDSQ                                       | 8399424.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1808 | PA      | $1732.55      | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM3913427.SRDUP                                    | CBM3913427.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       971 | PA      | $978.52       | 0.00%             | 2028-08-04      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| CBM3913451.SRDUP                                    | CBM3913451.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17792 | PA      | $18032.62     | 0.00%             | 2028-08-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3500397.SRDUP                                     | FW3500397.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2698 | PA      | $2822.80      | 0.00%             | 2027-10-13      | Fixed         | 29.48%                | Yes           |                  3 | On Loan: No      |
| FW3542659.SRDUP                                     | FW3542659.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1386 | PA      | $1459.85      | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| L3327523.SRDUP                                      | L3327523.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3362 | PA      | $3455.86      | 0.00%             | 2027-08-03      | Fixed         | 21.93%                | Yes           |                  3 | On Loan: No      |
| L3328781.SRDUP                                      | L3328781.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4052 | PA      | $4118.71      | 0.00%             | 2027-08-03      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| 211666657.SRDLC                                     | 211666657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10447 | PA      | $9750.32      | 0.00%             | 2027-10-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211818156.SRDLC                                     | 211818156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13986 | PA      | $13336.77     | 0.00%             | 2028-10-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 7664729.SRDSQ                                       | 7664729.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5577 | PA      | $4409.98      | 0.00%             | 2025-10-05      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 7696570.SRDSQ                                       | 7696570.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $355.43       | 0.00%             | 2025-10-16      | Fixed         | 5.54%                 | Yes           |                  3 | On Loan: No      |
| FW3955879.SRDUP                                     | FW3955879.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2538 | PA      | $2495.83      | 0.00%             | 2028-09-05      | Fixed         | 30.18%                | Yes           |                  3 | On Loan: No      |
| FW3956263.SRDUP                                     | FW3956263.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       138 | PA      | $134.77       | 0.00%             | 2028-09-05      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| DRB5191856.SRDUP                                    | DRB5191856.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1678.98      | 0.00%             | 2030-04-07      | Fixed         | 28.16%                | Yes           |                  3 | On Loan: No      |
| FW3293042.SRDUP                                     | FW3293042.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       299 | PA      | $298.22       | 0.00%             | 2025-07-20      | Fixed         | 14.56%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 431                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-7062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 432                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-22125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5003508.SRDUP                                    | DRB5003508.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7382 | PA      | $7128.00      | 0.00%             | 2030-02-05      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| DRB5010126.SRDUP                                    | DRB5010126.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6540 | PA      | $6317.71      | 0.00%             | 2028-02-07      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| L4008561.SRDUP                                      | L4008561.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2175 | PA      | $2203.30      | 0.00%             | 2028-10-06      | Fixed         | 22.42%                | Yes           |                  3 | On Loan: No      |
| 8147405.SRDSQ                                       | 8147405.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10543 | PA      | $10182.89     | 0.00%             | 2026-03-03      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8149392.SRDSQ                                       | 8149392.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       432 | PA      | $407.50       | 0.00%             | 2026-03-03      | Fixed         | 4.97%                 | Yes           |                  3 | On Loan: No      |
| 211979091.SRDLC                                     | 211979091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21474 | PA      | $20246.57     | 0.00%             | 2027-11-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212365965.SRDLC                                     | 212365965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13550 | PA      | $12673.29     | 0.00%             | 2027-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3332372.SRDUP                                      | L3332372.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5367 | PA      | $5447.53      | 0.00%             | 2027-08-04      | Fixed         | 11.30%                | Yes           |                  3 | On Loan: No      |
| L3335328.SRDUP                                      | L3335328.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9030 | PA      | $9287.41      | 0.00%             | 2027-08-05      | Fixed         | 22.19%                | Yes           |                  3 | On Loan: No      |
| 8632963.SRDSQ                                       | 8632963.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5006 | PA      | $4826.35      | 0.00%             | 2026-07-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8643192.SRDSQ                                       | 8643192.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       565 | PA      | $535.97       | 0.00%             | 2026-07-23      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 135 Class D                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    901000 | PA      | $950940.18    | 0.06%             | 2028-04-24      | Floating      | 16.60%                | Yes           |                  2 | On Loan: No      |
| MMIFS Re Ltd.                                       | MMIFS Re 2025-1 Class A                                           | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   2438000 | PA      | $1765068.85   | 0.11%             | 2028-01-10      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FW3959966.SRDUP                                     | FW3959966.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38380 | PA      | $38819.23     | 0.00%             | 2028-09-05      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| FW4008054.SRDUP                                     | FW4008054.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1899 | PA      | $1907.94      | 0.00%             | 2028-10-06      | Fixed         | 27.45%                | Yes           |                  3 | On Loan: No      |
| 8806265.SRDSQ                                       | 8806265.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8037 | PA      | $7518.68      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8809333.SRDSQ                                       | 8809333.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27767 | PA      | $26382.20     | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 7647681.SRDSQ                                       | 7647681.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        28 | PA      | $27.28        | 0.00%             | 2025-10-01      | Fixed         | 5.39%                 | Yes           |                  3 | On Loan: No      |
| 7672625.SRDSQ                                       | 7672625.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1934 | PA      | $1861.62      | 0.00%             | 2025-10-08      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 8865922.SRDSQ                                       | 8865922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3777 | PA      | $3529.87      | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8871150.SRDSQ                                       | 8871150.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20405 | PA      | $18957.69     | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 214944395.SRDLC                                     | 214944395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9745.96      | 0.00%             | 2030-03-12      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 214955111.SRDLC                                     | 214955111.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4903 | PA      | $4800.84      | 0.00%             | 2028-03-18      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| FW3392065.SRDUP                                     | FW3392065.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $1830.19      | 0.00%             | 2027-09-04      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3501118.SRDUP                                     | FW3501118.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2989 | PA      | $3127.30      | 0.00%             | 2027-10-13      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| 206650199.SRDLC                                     | 206650199.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11599 | PA      | $11416.00     | 0.00%             | 2027-02-09      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 206702193.SRDLC                                     | 206702193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14295 | PA      | $13849.06     | 0.00%             | 2027-02-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8659568.SRDSQ                                       | 8659568.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7044 | PA      | $6748.16      | 0.00%             | 2026-07-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8661893.SRDSQ                                       | 8661893.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24031 | PA      | $22767.64     | 0.00%             | 2026-07-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW4008484.SRDUP                                     | FW4008484.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1045 | PA      | $1040.72      | 0.00%             | 2026-10-06      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| FW4012120.SRDUP                                     | FW4012120.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1123.93      | 0.00%             | 2028-10-10      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| 8363922.SRDSQ                                       | 8363922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1511.90      | 0.00%             | 2026-05-07      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8364921.SRDSQ                                       | 8364921.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2375 | PA      | $1895.42      | 0.00%             | 2026-05-08      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| FW3501295.SRDUP                                     | FW3501295.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1403.55      | 0.00%             | 2027-10-13      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3541987.SRDUP                                     | FW3541987.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8748 | PA      | $9006.17      | 0.00%             | 2028-04-01      | Fixed         | 26.90%                | Yes           |                  3 | On Loan: No      |
| FW3542980.SRDUP                                     | FW3542980.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20159 | PA      | $20392.92     | 0.00%             | 2028-04-08      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| FW3910114.SRDUP                                     | FW3910114.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1520 | PA      | $1501.39      | 0.00%             | 2026-08-02      | Fixed         | 16.81%                | Yes           |                  3 | On Loan: No      |
| 214962533.SRDLC                                     | 214962533.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12615 | PA      | $12217.59     | 0.00%             | 2028-03-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215050908.SRDLC                                     | 215050908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5387 | PA      | $5234.42      | 0.00%             | 2028-03-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8810550.SRDSQ                                       | 8810550.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45089 | PA      | $42355.98     | 0.00%             | 2026-09-06      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8811174.SRDSQ                                       | 8811174.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $892.09       | 0.00%             | 2026-09-07      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| CBM5008480.SRDUP                                    | CBM5008480.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1176 | PA      | $1137.58      | 0.00%             | 2030-02-07      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| CBM5008656.SRDUP                                    | CBM5008656.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3071 | PA      | $2971.29      | 0.00%             | 2030-02-07      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| FW4012796.SRDUP                                     | FW4012796.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4570 | PA      | $4597.88      | 0.00%             | 2028-10-10      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| FW4014726.SRDUP                                     | FW4014726.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2747 | PA      | $2781.86      | 0.00%             | 2028-10-10      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| 8389050.SRDSQ                                       | 8389050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4149 | PA      | $4026.84      | 0.00%             | 2026-05-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8414731.SRDSQ                                       | 8414731.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13943 | PA      | $13402.89     | 0.00%             | 2026-05-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| L3341805.SRDUP                                      | L3341805.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2991 | PA      | $3074.48      | 0.00%             | 2027-08-09      | Fixed         | 23.67%                | Yes           |                  3 | On Loan: No      |
| L3394593.SRDUP                                      | L3394593.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4002 | PA      | $4159.37      | 0.00%             | 2028-02-02      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| 8364198.SRDSQ                                       | 8364198.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       829 | PA      | $805.36       | 0.00%             | 2026-05-07      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8378274.SRDSQ                                       | 8378274.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     65971 | PA      | $61245.96     | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW4996982.SRDUP                                     | FW4996982.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5092 | PA      | $4985.05      | 0.00%             | 2030-02-03      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| FW5008321.SRDUP                                     | FW5008321.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6136 | PA      | $6066.24      | 0.00%             | 2030-02-07      | Fixed         | 15.64%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9950                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-12600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       696 | NC      | $-682105.68   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 8812086.SRDSQ                                       | 8812086.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4368 | PA      | $4108.98      | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815664.SRDSQ                                       | 8815664.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13060 | PA      | $12313.33     | 0.00%             | 2026-09-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3542644.SRDUP                                     | FW3542644.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1226 | PA      | $1260.00      | 0.00%             | 2027-11-02      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| FW3910025.SRDUP                                     | FW3910025.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5004 | PA      | $5049.56      | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 433                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-30750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 434                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-46037.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8380848.SRDSQ                                       | 8380848.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       466 | PA      | $423.59       | 0.00%             | 2026-05-14      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 8384389.SRDSQ                                       | 8384389.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3524 | PA      | $3454.70      | 0.00%             | 2026-05-14      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| FW5187280.SRDUP                                     | FW5187280.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10725 | PA      | $10654.66     | 0.00%             | 2030-04-07      | Fixed         | 17.46%                | Yes           |                  3 | On Loan: No      |
| L3309449.SRDUP                                      | L3309449.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1834 | PA      | $1871.48      | 0.00%             | 2027-07-26      | Fixed         | 14.45%                | Yes           |                  3 | On Loan: No      |
| L3500901.SRDUP                                      | L3500901.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1358.56      | 0.00%             | 2027-10-13      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| L3913384.SRDUP                                      | L3913384.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4444 | PA      | $4508.07      | 0.00%             | 2028-08-04      | Fixed         | 24.07%                | Yes           |                  3 | On Loan: No      |
| L5010147.SRDUP                                      | L5010147.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1667 | PA      | $1613.18      | 0.00%             | 2030-02-07      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L5178838.SRDUP                                      | L5178838.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26834 | PA      | $26792.24     | 0.00%             | 2030-04-03      | Fixed         | 10.52%                | Yes           |                  3 | On Loan: No      |
| 8820355.SRDSQ                                       | 8820355.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1520 | PA      | $1074.07      | 0.00%             | 2026-09-10      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8824907.SRDSQ                                       | 8824907.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     51562 | PA      | $48267.70     | 0.00%             | 2026-09-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8386480.SRDSQ                                       | 8386480.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       698 | PA      | $603.48       | 0.00%             | 2026-05-15      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8391557.SRDSQ                                       | 8391557.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2678 | PA      | $2552.49      | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L3344675.SRDUP                                      | L3344675.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1361 | PA      | $1384.01      | 0.00%             | 2027-08-24      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| L3401321.SRDUP                                      | L3401321.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1727 | PA      | $1755.08      | 0.00%             | 2027-09-06      | Fixed         | 15.57%                | Yes           |                  3 | On Loan: No      |
| 206827601.SRDLC                                     | 206827601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8806 | PA      | $8367.12      | 0.00%             | 2027-03-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206862550.SRDLC                                     | 206862550.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34265 | PA      | $32831.78     | 0.00%             | 2029-02-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3321408.SRDUP                                      | L3321408.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7440 | PA      | $7554.35      | 0.00%             | 2027-08-04      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| L3325231.SRDUP                                      | L3325231.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2741.86      | 0.00%             | 2027-08-02      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 7487991.SRDSQ                                       | 7487991.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       400 | PA      | $357.88       | 0.00%             | 2025-08-12      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7620058.SRDSQ                                       | 7620058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6701 | PA      | $6588.12      | 0.00%             | 2025-09-22      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| L3499960.SRDUP                                      | L3499960.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6454 | PA      | $6559.39      | 0.00%             | 2027-10-26      | Fixed         | 18.83%                | Yes           |                  3 | On Loan: No      |
| L3909810.SRDUP                                      | L3909810.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1787.52      | 0.00%             | 2026-08-02      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| 8720015.SRDSQ                                       | 8720015.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140813 | PA      | $133356.48    | 0.01%             | 2026-08-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8783813.SRDSQ                                       | 8783813.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1061.21      | 0.00%             | 2026-08-27      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L5193012.SRDUP                                      | L5193012.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1663 | PA      | $1655.74      | 0.00%             | 2030-04-07      | Fixed         | 19.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 29.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-22575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8844417.SRDSQ                                       | 8844417.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20045 | PA      | $18853.75     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8847077.SRDSQ                                       | 8847077.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39347 | PA      | $36729.45     | 0.00%             | 2026-09-16      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 207124193.SRDLC                                     | 207124193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12574 | PA      | $12433.41     | 0.00%             | 2028-03-15      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 207192864.SRDLC                                     | 207192864.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1391 | PA      | $1323.34      | 0.00%             | 2027-03-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 131                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -132 | NC      | $-210375.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 131.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -35 | NC      | $-46375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8787077.SRDSQ                                       | 8787077.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4770 | PA      | $4506.41      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789844.SRDSQ                                       | 8789844.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3644 | PA      | $3442.74      | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214298262.SRDLC                                     | 214298262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3137 | PA      | $3048.37      | 0.00%             | 2028-01-31      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214355851.SRDLC                                     | 214355851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19264 | PA      | $18752.14     | 0.00%             | 2027-02-13      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 8393195.SRDSQ                                       | 8393195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10664 | PA      | $10175.43     | 0.00%             | 2026-05-18      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8399355.SRDSQ                                       | 8399355.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3264 | PA      | $3124.45      | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8616585.SRDSQ                                       | 8616585.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14701 | PA      | $13878.88     | 0.00%             | 2026-07-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8629286.SRDSQ                                       | 8629286.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1507 | PA      | $1386.89      | 0.00%             | 2026-07-17      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| L3328586.SRDUP                                      | L3328586.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3316 | PA      | $3362.89      | 0.00%             | 2027-08-03      | Fixed         | 17.20%                | Yes           |                  3 | On Loan: No      |
| L3334937.SRDUP                                      | L3334937.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       822 | PA      | $836.33       | 0.00%             | 2027-08-05      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| 8849410.SRDSQ                                       | 8849410.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8339 | PA      | $7851.49      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8856890.SRDSQ                                       | 8856890.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17721 | PA      | $16606.49     | 0.00%             | 2026-09-18      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8413231.SRDSQ                                       | 8413231.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2689 | PA      | $2603.35      | 0.00%             | 2026-05-23      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8416075.SRDSQ                                       | 8416075.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4973 | PA      | $4797.73      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5004058.SRDUP                                    | DRB5004058.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5090 | PA      | $4971.67      | 0.00%             | 2028-02-05      | Fixed         | 24.70%                | Yes           |                  3 | On Loan: No      |
| DRB5177392.SRDUP                                    | DRB5177392.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2759.88      | 0.00%             | 2030-04-03      | Fixed         | 28.23%                | Yes           |                  3 | On Loan: No      |
| 8142512.SRDSQ                                       | 8142512.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2661 | PA      | $2545.46      | 0.00%             | 2026-02-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8214664.SRDSQ                                       | 8214664.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1678 | PA      | $1517.33      | 0.00%             | 2026-03-24      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8816178.SRDSQ                                       | 8816178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18336 | PA      | $17216.90     | 0.00%             | 2026-09-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8829958.SRDSQ                                       | 8829958.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2932 | PA      | $2741.03      | 0.00%             | 2026-09-12      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8373827.SRDSQ                                       | 8373827.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $1356.57      | 0.00%             | 2026-05-12      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8373852.SRDSQ                                       | 8373852.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9416 | PA      | $8976.32      | 0.00%             | 2026-05-12      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| FW3913941.SRDUP                                     | FW3913941.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $961.96       | 0.00%             | 2028-08-04      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| FW3955057.SRDUP                                     | FW3955057.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       766 | PA      | $770.40       | 0.00%             | 2028-09-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8172545.SRDSQ                                       | 8172545.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3224 | PA      | $3158.00      | 0.00%             | 2026-03-11      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8201602.SRDSQ                                       | 8201602.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38018 | PA      | $29995.96     | 0.00%             | 2026-03-19      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8860299.SRDSQ                                       | 8860299.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29473 | PA      | $27715.27     | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8875490.SRDSQ                                       | 8875490.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1472 | PA      | $1363.61      | 0.00%             | 2026-09-22      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8303857.SRDSQ                                       | 8303857.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     91896 | PA      | $84112.49     | 0.01%             | 2026-04-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8338649.SRDSQ                                       | 8338649.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16834 | PA      | $15162.51     | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8543514.SRDSQ                                       | 8543514.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24954 | PA      | $23960.40     | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8550016.SRDSQ                                       | 8550016.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10479 | PA      | $9958.03      | 0.00%             | 2026-07-01      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 186636012.SRDLC                                     | 186636012.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       268 | PA      | $23.99        | 0.00%             | 2025-03-25      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186856510.SRDLC                                     | 186856510.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1613 | PA      | $144.16       | 0.00%             | 2025-05-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207769625.SRDLC                                     | 207769625.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3380 | PA      | $3230.63      | 0.00%             | 2028-04-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207919387.SRDLC                                     | 207919387.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8811 | PA      | $8114.16      | 0.00%             | 2028-09-23      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| DRB5175717.SRDUP                                    | DRB5175717.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1682 | PA      | $1656.87      | 0.00%             | 2030-04-02      | Fixed         | 31.55%                | Yes           |                  3 | On Loan: No      |
| DRB5177277.SRDUP                                    | DRB5177277.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1872.46      | 0.00%             | 2030-04-03      | Fixed         | 31.48%                | Yes           |                  3 | On Loan: No      |
| CBM3910143.SRDUP                                    | CBM3910143.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       532 | PA      | $530.42       | 0.00%             | 2026-08-02      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| CBM3910906.SRDUP                                    | CBM3910906.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $2792.26      | 0.00%             | 2028-08-02      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| DRB4996623.SRDUP                                    | DRB4996623.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4416 | PA      | $4306.02      | 0.00%             | 2030-02-03      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| DRB4996913.SRDUP                                    | DRB4996913.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6647 | PA      | $6405.49      | 0.00%             | 2028-02-03      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| FW3956211.SRDUP                                     | FW3956211.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7232 | PA      | $7298.61      | 0.00%             | 2028-09-05      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| FW3956438.SRDUP                                     | FW3956438.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2457 | PA      | $2480.43      | 0.00%             | 2028-09-05      | Fixed         | 28.92%                | Yes           |                  3 | On Loan: No      |
| FW3302922.SRDUP                                     | FW3302922.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $858.47       | 0.00%             | 2027-07-22      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3309870.SRDUP                                     | FW3309870.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $1001.34      | 0.00%             | 2027-07-26      | Fixed         | 21.93%                | Yes           |                  3 | On Loan: No      |
| 8340003.SRDSQ                                       | 8340003.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6040 | PA      | $4429.53      | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8344280.SRDSQ                                       | 8344280.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5775 | PA      | $5426.92      | 0.00%             | 2026-05-02      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8339384.SRDSQ                                       | 8339384.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42438 | PA      | $41107.30     | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8347099.SRDSQ                                       | 8347099.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1068.69      | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW3956062.SRDUP                                     | FW3956062.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5539 | PA      | $5613.23      | 0.00%             | 2028-09-05      | Fixed         | 22.12%                | Yes           |                  3 | On Loan: No      |
| FW4008174.SRDUP                                     | FW4008174.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       417 | PA      | $414.10       | 0.00%             | 2026-10-06      | Fixed         | 12.25%                | Yes           |                  3 | On Loan: No      |
| Stone Ridge Art Risk Premium F                      | Stone Ridge Art Risk Premium Fund                                 | CUSIP: 86172E100<br>LEI: 549300D80SYETZAITO45 | Long             | EC               | RF                | US        |   1766604 | NS      | $18567004.15  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 8642973.SRDSQ                                       | 8642973.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9221 | PA      | $8490.84      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5178971.SRDUP                                    | DRB5178971.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2463.70      | 0.00%             | 2030-04-03      | Fixed         | 31.98%                | Yes           |                  3 | On Loan: No      |
| DRB5179336.SRDUP                                    | DRB5179336.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1872.39      | 0.00%             | 2030-04-03      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| CBM3913421.SRDUP                                    | CBM3913421.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       872 | PA      | $178.96       | 0.00%             | 2026-08-04      | Fixed         | 14.52%                | Yes           |                  3 | On Loan: No      |
| CBM3955808.SRDUP                                    | CBM3955808.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13566 | PA      | $13692.13     | 0.00%             | 2028-09-05      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| 8416305.SRDSQ                                       | 8416305.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3257 | PA      | $3132.75      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8557307.SRDSQ                                       | 8557307.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4390 | PA      | $4177.75      | 0.00%             | 2026-07-03      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8385893.SRDSQ                                       | 8385893.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       611 | PA      | $581.13       | 0.00%             | 2026-05-15      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| 8389117.SRDSQ                                       | 8389117.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5247 | PA      | $5030.65      | 0.00%             | 2026-05-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8354868.SRDSQ                                       | 8354868.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       577 | PA      | $568.48       | 0.00%             | 2026-05-06      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8364146.SRDSQ                                       | 8364146.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1236 | PA      | $1187.60      | 0.00%             | 2026-05-07      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| DRB5001261.SRDUP                                    | DRB5001261.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11704 | PA      | $11304.47     | 0.00%             | 2030-02-05      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5009364.SRDUP                                    | DRB5009364.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5702 | PA      | $5513.36      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| 8347221.SRDSQ                                       | 8347221.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13724 | PA      | $12936.33     | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8356281.SRDSQ                                       | 8356281.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3201.35      | 0.00%             | 2026-05-06      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | S&P500 EMINI FUT  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -94 | NC      | $-820029.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3391954.SRDUP                                     | FW3391954.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $204.55       | 0.00%             | 2027-09-01      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 435                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-49500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 436                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-60375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8373579.SRDSQ                                       | 8373579.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3196 | PA      | $3100.67      | 0.00%             | 2026-05-12      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8376624.SRDSQ                                       | 8376624.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9968 | PA      | $9398.36      | 0.00%             | 2026-05-13      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| CBM4007958.SRDUP                                    | CBM4007958.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1329 | PA      | $1335.29      | 0.00%             | 2028-10-06      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| CBM4009102.SRDUP                                    | CBM4009102.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3562 | PA      | $3576.84      | 0.00%             | 2028-10-06      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW4008392.SRDUP                                     | FW4008392.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1133 | PA      | $1123.67      | 0.00%             | 2026-10-06      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| FW5002007.SRDUP                                     | FW5002007.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5818 | PA      | $5757.42      | 0.00%             | 2028-02-05      | Fixed         | 13.60%                | Yes           |                  3 | On Loan: No      |
| FW3499709.SRDUP                                     | FW3499709.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1078 | PA      | $1110.35      | 0.00%             | 2028-03-13      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| FW3500340.SRDUP                                     | FW3500340.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1299 | PA      | $1298.79      | 0.00%             | 2025-10-13      | Fixed         | 23.58%                | Yes           |                  3 | On Loan: No      |
| 8875597.SRDSQ                                       | 8875597.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9110 | PA      | $8526.70      | 0.00%             | 2026-09-22      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8876635.SRDSQ                                       | 8876635.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8154 | PA      | $7693.10      | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5176904.SRDUP                                    | DRB5176904.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3055.54      | 0.00%             | 2030-04-03      | Fixed         | 28.47%                | Yes           |                  3 | On Loan: No      |
| DRB5176925.SRDUP                                    | DRB5176925.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13357 | PA      | $13167.03     | 0.00%             | 2030-04-03      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 187430493.SRDLC                                     | 187430493.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $73.05        | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 188245083.SRDLC                                     | 188245083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16572 | PA      | $16565.10     | 0.00%             | 2027-04-11      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8403914.SRDSQ                                       | 8403914.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $1044.94      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8550264.SRDSQ                                       | 8550264.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     77627 | PA      | $34536.61     | 0.00%             | 2026-07-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 29.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-3420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 70                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-68000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8362108.SRDSQ                                       | 8362108.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3477 | PA      | $3305.12      | 0.00%             | 2026-05-07      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8362798.SRDSQ                                       | 8362798.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       377 | PA      | $327.37       | 0.00%             | 2026-05-07      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8543638.SRDSQ                                       | 8543638.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4545 | PA      | $4380.72      | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8619224.SRDSQ                                       | 8619224.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $886.13       | 0.00%             | 2026-07-15      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8555172.SRDSQ                                       | 8555172.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3697 | PA      | $3541.79      | 0.00%             | 2026-07-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8557050.SRDSQ                                       | 8557050.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2831 | PA      | $2745.36      | 0.00%             | 2026-07-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8604411.SRDSQ                                       | 8604411.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3445 | PA      | $3281.75      | 0.00%             | 2026-07-09      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8609192.SRDSQ                                       | 8609192.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1386 | PA      | $1325.60      | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5008833.SRDUP                                     | FW5008833.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5512 | PA      | $5328.25      | 0.00%             | 2030-02-07      | Fixed         | 32.19%                | Yes           |                  3 | On Loan: No      |
| FW5178878.SRDUP                                     | FW5178878.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1084.22      | 0.00%             | 2030-04-03      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| 8395129.SRDSQ                                       | 8395129.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $1307.79      | 0.00%             | 2026-05-19      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8421273.SRDSQ                                       | 8421273.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4077 | PA      | $2902.94      | 0.00%             | 2026-05-26      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| FW3331621.SRDUP                                     | FW3331621.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2388 | PA      | $2478.77      | 0.00%             | 2027-08-04      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| FW3342131.SRDUP                                     | FW3342131.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1807 | PA      | $1844.79      | 0.00%             | 2027-08-09      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| 8414047.SRDSQ                                       | 8414047.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20645 | PA      | $19580.22     | 0.00%             | 2026-05-24      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8416503.SRDSQ                                       | 8416503.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $482.52       | 0.00%             | 2026-05-25      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8846183.SRDSQ                                       | 8846183.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1741 | PA      | $1590.96      | 0.00%             | 2026-09-16      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8856809.SRDSQ                                       | 8856809.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5514 | PA      | $5186.74      | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8881513.SRDSQ                                       | 8881513.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8221 | PA      | $7732.66      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8896515.SRDSQ                                       | 8896515.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6389 | PA      | $5927.22      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8607361.SRDSQ                                       | 8607361.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18465 | PA      | $16020.64     | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8610165.SRDSQ                                       | 8610165.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4299 | PA      | $4102.49      | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8639647.SRDSQ                                       | 8639647.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2145 | PA      | $2054.29      | 0.00%             | 2026-07-22      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8645431.SRDSQ                                       | 8645431.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47206 | PA      | $45685.91     | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 70.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -410 | NC      | $-910200.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 71                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -559 | NC      | $-967070.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| 8362810.SRDSQ                                       | 8362810.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6987 | PA      | $6751.27      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8368765.SRDSQ                                       | 8368765.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1485 | PA      | $1412.97      | 0.00%             | 2026-05-09      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 210574040.SRDLC                                     | 210574040.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6886 | PA      | $6359.32      | 0.00%             | 2027-09-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210585615.SRDLC                                     | 210585615.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4494 | PA      | $4326.20      | 0.00%             | 2026-09-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| CBM4012576.SRDUP                                    | CBM4012576.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10158 | PA      | $10158.30     | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| CBM5009375.SRDUP                                    | CBM5009375.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48989 | PA      | $47828.23     | 0.00%             | 2030-02-07      | Fixed         | 25.58%                | Yes           |                  3 | On Loan: No      |
| 8543178.SRDSQ                                       | 8543178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9127 | PA      | $7410.05      | 0.00%             | 2026-06-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8552335.SRDSQ                                       | 8552335.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10321 | PA      | $8249.22      | 0.00%             | 2026-07-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L4996433.SRDUP                                      | L4996433.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23218 | PA      | $22731.61     | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| L4998759.SRDUP                                      | L4998759.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2744 | PA      | $2677.33      | 0.00%             | 2030-02-04      | Fixed         | 21.75%                | Yes           |                  3 | On Loan: No      |
| 8648321.SRDSQ                                       | 8648321.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14309 | PA      | $13548.69     | 0.00%             | 2026-07-24      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8652115.SRDSQ                                       | 8652115.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4040 | PA      | $3860.26      | 0.00%             | 2026-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8649205.SRDSQ                                       | 8649205.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5746 | PA      | $5477.07      | 0.00%             | 2026-07-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8659185.SRDSQ                                       | 8659185.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3263 | PA      | $3162.19      | 0.00%             | 2026-07-28      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| L3913469.SRDUP                                      | L3913469.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1037 | PA      | $1040.71      | 0.00%             | 2029-01-04      | Fixed         | 15.92%                | Yes           |                  3 | On Loan: No      |
| L3954160.SRDUP                                      | L3954160.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       937 | PA      | $195.47       | 0.00%             | 2026-09-01      | Fixed         | 19.18%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 437                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-55412.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 438                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-79550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8368809.SRDSQ                                       | 8368809.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8820 | PA      | $8160.97      | 0.00%             | 2026-05-09      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8375337.SRDSQ                                       | 8375337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31895 | PA      | $12629.74     | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 188524541.SRDLC                                     | 188524541.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5350 | PA      | $5298.26      | 0.00%             | 2027-04-21      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 203494811.SRDLC                                     | 203494811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1334 | PA      | $1321.50      | 0.00%             | 2026-08-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8785597.SRDSQ                                       | 8785597.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1508.33      | 0.00%             | 2026-08-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8789936.SRDSQ                                       | 8789936.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8682 | PA      | $8221.75      | 0.00%             | 2026-09-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3295314.SRDUP                                      | L3295314.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5450 | PA      | $5552.55      | 0.00%             | 2027-07-20      | Fixed         | 15.36%                | Yes           |                  3 | On Loan: No      |
| L3295622.SRDUP                                      | L3295622.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       106 | PA      | $105.92       | 0.00%             | 2025-07-20      | Fixed         | 18.14%                | Yes           |                  3 | On Loan: No      |
| 8867810.SRDSQ                                       | 8867810.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5258 | PA      | $4959.44      | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8870491.SRDSQ                                       | 8870491.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4085 | PA      | $3782.85      | 0.00%             | 2026-09-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L3954509.SRDUP                                      | L3954509.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37284 | PA      | $37651.81     | 0.00%             | 2028-09-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L4008235.SRDUP                                      | L4008235.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24584 | PA      | $24888.20     | 0.00%             | 2028-10-06      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| FW4007992.SRDUP                                     | FW4007992.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7808 | PA      | $7900.50      | 0.00%             | 2028-10-06      | Fixed         | 22.56%                | Yes           |                  3 | On Loan: No      |
| FW4008707.SRDUP                                     | FW4008707.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2905 | PA      | $2917.88      | 0.00%             | 2028-10-06      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 132                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -38 | NC      | $-40612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 132.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -43 | NC      | $-36281.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5178290.SRDUP                                     | FW5178290.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2365.46      | 0.00%             | 2030-04-03      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GBP/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1627136.14  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| 8376969.SRDSQ                                       | 8376969.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11372 | PA      | $10618.72     | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8377298.SRDSQ                                       | 8377298.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1357.66      | 0.00%             | 2026-05-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8558937.SRDSQ                                       | 8558937.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1487 | PA      | $1446.30      | 0.00%             | 2026-07-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8593564.SRDSQ                                       | 8593564.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $644.21       | 0.00%             | 2026-07-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8659291.SRDSQ                                       | 8659291.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14834 | PA      | $13775.13     | 0.00%             | 2026-07-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8797586.SRDSQ                                       | 8797586.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     58434 | PA      | $55000.21     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8596599.SRDSQ                                       | 8596599.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7575 | PA      | $7110.40      | 0.00%             | 2026-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8600210.SRDSQ                                       | 8600210.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $1133.97      | 0.00%             | 2026-07-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| L3279284.SRDUP                                      | L3279284.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1319 | PA      | $1360.12      | 0.00%             | 2027-07-20      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3291614.SRDUP                                      | L3291614.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2522 | PA      | $239.93       | 0.00%             | 2027-12-19      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| L4008279.SRDUP                                      | L4008279.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10936 | PA      | $11015.74     | 0.00%             | 2028-10-06      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| L4012802.SRDUP                                      | L4012802.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10958 | PA      | $10905.34     | 0.00%             | 2026-10-10      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| FW4012664.SRDUP                                     | FW4012664.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3253 | PA      | $3246.47      | 0.00%             | 2026-10-10      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| FW4996289.SRDUP                                     | FW4996289.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8072 | PA      | $7974.77      | 0.00%             | 2030-02-03      | Fixed         | 15.59%                | Yes           |                  3 | On Loan: No      |
| 8803321.SRDSQ                                       | 8803321.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9745 | PA      | $9153.10      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815394.SRDSQ                                       | 8815394.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16702 | PA      | $15759.20     | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM5177169.SRDUP                                    | CBM5177169.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $985.83       | 0.00%             | 2030-04-03      | Fixed         | 25.06%                | Yes           |                  3 | On Loan: No      |
| DRB5008590.SRDUP                                    | DRB5008590.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1179 | PA      | $1140.30      | 0.00%             | 2030-02-07      | Fixed         | 27.50%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        84 | NC      | $-522231.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3565                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5003993.SRDUP                                      | L5003993.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10590 | PA      | $10237.33     | 0.00%             | 2030-02-05      | Fixed         | 23.01%                | Yes           |                  3 | On Loan: No      |
| L5009591.SRDUP                                      | L5009591.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1566 | PA      | $1535.24      | 0.00%             | 2030-02-07      | Fixed         | 19.50%                | Yes           |                  3 | On Loan: No      |
| L3302433.SRDUP                                      | L3302433.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1194 | PA      | $1234.66      | 0.00%             | 2027-07-22      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3312347.SRDUP                                      | L3312347.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5025 | PA      | $5126.81      | 0.00%             | 2027-07-27      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| 8385767.SRDSQ                                       | 8385767.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4041 | PA      | $3878.91      | 0.00%             | 2026-05-15      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8390554.SRDSQ                                       | 8390554.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1310 | PA      | $227.84       | 0.00%             | 2026-05-18      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8650785.SRDSQ                                       | 8650785.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2001 | PA      | $1882.99      | 0.00%             | 2026-07-25      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class B                                          | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3626000 | PA      | $3719365.87   | 0.22%             | 2026-06-19      | Floating      | 11.03%                | Yes           |                  2 | On Loan: No      |
| 8818159.SRDSQ                                       | 8818159.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42560 | PA      | $40125.34     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8820157.SRDSQ                                       | 8820157.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2903 | PA      | $2560.87      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 133                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -65 | NC      | $-41843.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 124.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 71.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -271 | NC      | $-401080.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 71.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -471 | NC      | $-588750.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177334.SRDUP                                    | DRB5177334.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30800 | PA      | $30751.92     | 0.00%             | 2028-04-03      | Fixed         | 9.95%                 | Yes           |                  3 | On Loan: No      |
| DRB5178832.SRDUP                                    | DRB5178832.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27200 | PA      | $26978.12     | 0.00%             | 2030-04-03      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3312122.SRDUP                                      | L3312122.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4115 | PA      | $4201.77      | 0.00%             | 2027-07-27      | Fixed         | 13.66%                | Yes           |                  3 | On Loan: No      |
| L3500128.SRDUP                                      | L3500128.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $11227.53     | 0.00%             | 2027-10-13      | Fixed         | 12.31%                | Yes           |                  3 | On Loan: No      |
| FW5003059.SRDUP                                     | FW5003059.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $934.62       | 0.00%             | 2028-02-05      | Fixed         | 17.20%                | Yes           |                  3 | On Loan: No      |
| FW5009738.SRDUP                                     | FW5009738.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5210 | PA      | $5037.74      | 0.00%             | 2030-02-07      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| L3324226.SRDUP                                      | L3324226.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       664 | PA      | $680.24       | 0.00%             | 2027-08-03      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| L3331693.SRDUP                                      | L3331693.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4219 | PA      | $4328.55      | 0.00%             | 2027-08-04      | Fixed         | 22.32%                | Yes           |                  3 | On Loan: No      |
| 8897701.SRDSQ                                       | 8897701.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16891 | PA      | $15888.77     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3909897.SRDUP                                    | CBM3909897.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1006 | PA      | $1013.61      | 0.00%             | 2028-08-02      | Fixed         | 28.34%                | Yes           |                  3 | On Loan: No      |
| 8822076.SRDSQ                                       | 8822076.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4401 | PA      | $4153.92      | 0.00%             | 2026-09-11      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8824259.SRDSQ                                       | 8824259.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     61350 | PA      | $57517.25     | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L4997295.SRDUP                                      | L4997295.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15313 | PA      | $15129.93     | 0.00%             | 2030-02-03      | Fixed         | 14.66%                | Yes           |                  3 | On Loan: No      |
| L5004069.SRDUP                                      | L5004069.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36599 | PA      | $35857.46     | 0.00%             | 2030-02-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| L5010295.SRDUP                                      | L5010295.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4271 | PA      | $4292.68      | 0.00%             | 2030-02-07      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| L5178245.SRDUP                                      | L5178245.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2191.30      | 0.00%             | 2028-04-03      | Fixed         | 12.89%                | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class E                                          | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3752000 | PA      | $3921798.64   | 0.24%             | 2026-06-19      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| 8738059.SRDSQ                                       | 8738059.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    117099 | PA      | $110985.17    | 0.01%             | 2026-08-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5178386.SRDUP                                     | FW5178386.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10775 | PA      | $10669.49     | 0.00%             | 2030-04-03      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| FW5178830.SRDUP                                     | FW5178830.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12500 | PA      | $12401.71     | 0.00%             | 2030-04-03      | Fixed         | 17.82%                | Yes           |                  3 | On Loan: No      |
| L3331983.SRDUP                                      | L3331983.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $750.87       | 0.00%             | 2025-08-04      | Fixed         | 15.15%                | Yes           |                  3 | On Loan: No      |
| L3332024.SRDUP                                      | L3332024.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $599.34       | 0.00%             | 2027-08-04      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| 8827181.SRDSQ                                       | 8827181.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8118 | PA      | $7608.43      | 0.00%             | 2026-09-12      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8835693.SRDSQ                                       | 8835693.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3917 | PA      | $3692.96      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5175659.SRDUP                                    | DRB5175659.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $985.16       | 0.00%             | 2030-04-02      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| DRB5177011.SRDUP                                    | DRB5177011.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26500 | PA      | $26284.56     | 0.00%             | 2030-04-03      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| L5179837.SRDUP                                      | L5179837.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31000 | PA      | $30691.15     | 0.00%             | 2030-04-03      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L5186908.SRDUP                                      | L5186908.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2469.71      | 0.00%             | 2030-04-07      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 8746621.SRDSQ                                       | 8746621.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    142101 | PA      | $133752.16    | 0.01%             | 2026-08-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8755684.SRDSQ                                       | 8755684.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    118052 | PA      | $111780.63    | 0.01%             | 2026-08-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3335154.SRDUP                                      | L3335154.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1389.49      | 0.00%             | 2027-08-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| L3335309.SRDUP                                      | L3335309.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $614.29       | 0.00%             | 2027-08-05      | Fixed         | 21.34%                | Yes           |                  3 | On Loan: No      |
| L5008313.SRDUP                                      | L5008313.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5478 | PA      | $5413.80      | 0.00%             | 2030-02-07      | Fixed         | 18.21%                | Yes           |                  3 | On Loan: No      |
| L5008503.SRDUP                                      | L5008503.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6016 | PA      | $5917.34      | 0.00%             | 2028-02-07      | Fixed         | 15.43%                | Yes           |                  3 | On Loan: No      |
| FW5180112.SRDUP                                     | FW5180112.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50000 | PA      | $49756.27     | 0.00%             | 2030-04-03      | Fixed         | 21.44%                | Yes           |                  3 | On Loan: No      |
| L3312518.SRDUP                                      | L3312518.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3525 | PA      | $3644.49      | 0.00%             | 2027-07-27      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| DRB5179570.SRDUP                                    | DRB5179570.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9756.17      | 0.00%             | 2030-04-03      | Fixed         | 32.16%                | Yes           |                  3 | On Loan: No      |
| DRB5179656.SRDUP                                    | DRB5179656.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2365.13      | 0.00%             | 2030-04-03      | Fixed         | 32.15%                | Yes           |                  3 | On Loan: No      |
| 8781177.SRDSQ                                       | 8781177.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9675 | PA      | $9042.51      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8820617.SRDSQ                                       | 8820617.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5966 | PA      | $5629.89      | 0.00%             | 2026-09-10      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5181377.SRDUP                                    | DRB5181377.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2169.14      | 0.00%             | 2030-04-04      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| FW3295445.SRDUP                                     | FW3295445.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       237 | PA      | $236.72       | 0.00%             | 2025-07-20      | Fixed         | 26.80%                | Yes           |                  3 | On Loan: No      |
| L3394367.SRDUP                                      | L3394367.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5974 | PA      | $6060.54      | 0.00%             | 2027-09-06      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L3402058.SRDUP                                      | L3402058.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11528 | PA      | $2334.24      | 0.00%             | 2027-09-06      | Fixed         | 21.73%                | Yes           |                  3 | On Loan: No      |
| L3336591.SRDUP                                      | L3336591.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6547 | PA      | $6651.65      | 0.00%             | 2027-08-22      | Fixed         | 18.08%                | Yes           |                  3 | On Loan: No      |
| L3391831.SRDUP                                      | L3391831.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       328 | PA      | $47.41        | 0.00%             | 2025-09-01      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 71.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -225 | NC      | $-229500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -480 | NC      | $-388800.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 8600215.SRDSQ                                       | 8600215.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4712 | PA      | $4589.53      | 0.00%             | 2026-07-08      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8605948.SRDSQ                                       | 8605948.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       866 | PA      | $847.73       | 0.00%             | 2026-07-09      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8837880.SRDSQ                                       | 8837880.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1481 | PA      | $1383.06      | 0.00%             | 2026-09-13      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8840481.SRDSQ                                       | 8840481.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10825 | PA      | $9567.73      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3342241.SRDUP                                      | L3342241.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3380 | PA      | $3473.01      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3401599.SRDUP                                      | L3401599.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4483 | PA      | $4554.03      | 0.00%             | 2027-09-06      | Fixed         | 17.43%                | Yes           |                  3 | On Loan: No      |
| 214789264.SRDLC                                     | 214789264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4882 | PA      | $4856.94      | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214886089.SRDLC                                     | 214886089.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11725 | PA      | $11354.24     | 0.00%             | 2028-03-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L5173492.SRDUP                                      | L5173492.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4900 | PA      | $4861.16      | 0.00%             | 2030-04-03      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| L5177293.SRDUP                                      | L5177293.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3069.39      | 0.00%             | 2030-04-03      | Fixed         | 22.41%                | Yes           |                  3 | On Loan: No      |
| L3332261.SRDUP                                      | L3332261.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3650 | PA      | $3791.97      | 0.00%             | 2027-08-04      | Fixed         | 26.71%                | Yes           |                  3 | On Loan: No      |
| L3340632.SRDUP                                      | L3340632.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15056 | PA      | $15299.02     | 0.00%             | 2027-08-19      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| 8609225.SRDSQ                                       | 8609225.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2626 | PA      | $2502.86      | 0.00%             | 2026-07-10      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8616429.SRDSQ                                       | 8616429.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9349 | PA      | $8932.92      | 0.00%             | 2026-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3392064.SRDUP                                      | L3392064.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       569 | PA      | $565.56       | 0.00%             | 2025-09-01      | Fixed         | 26.10%                | Yes           |                  3 | On Loan: No      |
| L3500620.SRDUP                                      | L3500620.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10967 | PA      | $11156.22     | 0.00%             | 2027-10-13      | Fixed         | 14.71%                | Yes           |                  3 | On Loan: No      |
| DRB5186096.SRDUP                                    | DRB5186096.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2280.54      | 0.00%             | 2030-04-07      | Fixed         | 20.65%                | Yes           |                  3 | On Loan: No      |
| DRB5193106.SRDUP                                    | DRB5193106.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $2578.39      | 0.00%             | 2028-04-07      | Fixed         | 27.26%                | Yes           |                  3 | On Loan: No      |
| CBM3910010.SRDUP                                    | CBM3910010.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3782 | PA      | $3835.45      | 0.00%             | 2028-08-02      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| CBM3954563.SRDUP                                    | CBM3954563.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4578 | PA      | $4627.16      | 0.00%             | 2028-09-01      | Fixed         | 24.89%                | Yes           |                  3 | On Loan: No      |
| 8606754.SRDSQ                                       | 8606754.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20563 | PA      | $19715.38     | 0.00%             | 2026-07-10      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8632295.SRDSQ                                       | 8632295.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8083 | PA      | $6898.64      | 0.00%             | 2026-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5179356.SRDUP                                    | DRB5179356.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5200 | PA      | $5176.43      | 0.00%             | 2030-04-03      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| DRB5180390.SRDUP                                    | DRB5180390.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8329 | PA      | $8210.13      | 0.00%             | 2028-04-03      | Fixed         | 27.53%                | Yes           |                  3 | On Loan: No      |
| L3342624.SRDUP                                      | L3342624.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $1091.34      | 0.00%             | 2027-08-09      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| L3395116.SRDUP                                      | L3395116.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       199 | PA      | $197.01       | 0.00%             | 2027-09-02      | Fixed         | 28.01%                | Yes           |                  3 | On Loan: No      |
| FW3302659.SRDUP                                     | FW3302659.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3414 | PA      | $3577.73      | 0.00%             | 2027-07-22      | Fixed         | 28.21%                | Yes           |                  3 | On Loan: No      |
| FW3312742.SRDUP                                     | FW3312742.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7650 | PA      | $7909.07      | 0.00%             | 2027-07-27      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| L5178976.SRDUP                                      | L5178976.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3984.13      | 0.00%             | 2028-04-03      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| L5179415.SRDUP                                      | L5179415.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $990.84       | 0.00%             | 2028-04-03      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| FW3345036.SRDUP                                     | FW3345036.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4071 | PA      | $4219.61      | 0.00%             | 2027-08-10      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| FW3394345.SRDUP                                     | FW3394345.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27212 | PA      | $25020.41     | 0.00%             | 2028-02-17      | Fixed         | 31.44%                | Yes           |                  3 | On Loan: No      |
| FW3305224.SRDUP                                     | FW3305224.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4741 | PA      | $5003.41      | 0.00%             | 2027-12-25      | Fixed         | 26.42%                | Yes           |                  3 | On Loan: No      |
| FW3337966.SRDUP                                     | FW3337966.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       452 | PA      | $450.92       | 0.00%             | 2027-08-08      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| L3500831.SRDUP                                      | L3500831.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $997.04       | 0.00%             | 2027-10-13      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| L3537611.SRDUP                                      | L3537611.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       876 | PA      | $899.89       | 0.00%             | 2027-11-01      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| FW3302296.SRDUP                                     | FW3302296.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13518 | PA      | $2942.66      | 0.00%             | 2027-12-22      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| FW3302708.SRDUP                                     | FW3302708.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2777 | PA      | $2829.67      | 0.00%             | 2027-07-22      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| FW3323459.SRDUP                                     | FW3323459.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28188 | PA      | $28589.34     | 0.00%             | 2027-08-02      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| FW3324067.SRDUP                                     | FW3324067.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $704.60       | 0.00%             | 2027-08-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| L3401860.SRDUP                                      | L3401860.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       162 | PA      | $161.13       | 0.00%             | 2025-09-06      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L3500967.SRDUP                                      | L3500967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6285 | PA      | $6496.25      | 0.00%             | 2027-10-13      | Fixed         | 21.28%                | Yes           |                  3 | On Loan: No      |
| FW3325052.SRDUP                                     | FW3325052.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       369 | PA      | $367.70       | 0.00%             | 2025-08-02      | Fixed         | 13.20%                | Yes           |                  3 | On Loan: No      |
| FW3331760.SRDUP                                     | FW3331760.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3913 | PA      | $4044.90      | 0.00%             | 2027-08-04      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| 8633500.SRDSQ                                       | 8633500.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33000 | PA      | $31468.19     | 0.00%             | 2026-07-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8652051.SRDSQ                                       | 8652051.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4484 | PA      | $4321.37      | 0.00%             | 2026-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8616825.SRDSQ                                       | 8616825.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1426.82      | 0.00%             | 2026-07-14      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8638849.SRDSQ                                       | 8638849.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4269 | PA      | $4011.52      | 0.00%             | 2026-07-22      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8221427.SRDSQ                                       | 8221427.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       580 | PA      | $560.13       | 0.00%             | 2026-03-26      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8333588.SRDSQ                                       | 8333588.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7564 | PA      | $7366.96      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 214886338.SRDLC                                     | 214886338.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1275 | PA      | $1229.85      | 0.00%             | 2028-03-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214894167.SRDLC                                     | 214894167.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7166 | PA      | $6999.56      | 0.00%             | 2030-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212378754.SRDLC                                     | 212378754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3671 | PA      | $3479.99      | 0.00%             | 2028-11-03      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213606778.SRDLC                                     | 213606778.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1866 | PA      | $1835.27      | 0.00%             | 2028-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8845723.SRDSQ                                       | 8845723.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1219 | PA      | $905.16       | 0.00%             | 2026-09-15      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8846316.SRDSQ                                       | 8846316.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8116 | PA      | $7642.01      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L4008372.SRDUP                                      | L4008372.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4264 | PA      | $4349.48      | 0.00%             | 2028-10-06      | Fixed         | 12.35%                | Yes           |                  3 | On Loan: No      |
| L5008427.SRDUP                                      | L5008427.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24254 | PA      | $23694.47     | 0.00%             | 2030-02-07      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| DRB5186917.SRDUP                                    | DRB5186917.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4900 | PA      | $4839.11      | 0.00%             | 2030-04-07      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| DRB5187007.SRDUP                                    | DRB5187007.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11000 | PA      | $10955.53     | 0.00%             | 2030-04-07      | Fixed         | 16.03%                | Yes           |                  3 | On Loan: No      |
| 214825761.SRDLC                                     | 214825761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19675 | PA      | $19122.60     | 0.00%             | 2029-03-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214912506.SRDLC                                     | 214912506.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4123 | PA      | $3960.09      | 0.00%             | 2028-03-11      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3332086.SRDUP                                     | FW3332086.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $2022.16      | 0.00%             | 2028-01-04      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| FW3336989.SRDUP                                     | FW3336989.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3764 | PA      | $1172.59      | 0.00%             | 2028-06-08      | Fixed         | 25.23%                | Yes           |                  3 | On Loan: No      |
| FW3499882.SRDUP                                     | FW3499882.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2703 | PA      | $2702.29      | 0.00%             | 2025-10-13      | Fixed         | 25.15%                | Yes           |                  3 | On Loan: No      |
| FW3500545.SRDUP                                     | FW3500545.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23931 | PA      | $4762.44      | 0.00%             | 2028-03-28      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| L3910314.SRDUP                                      | L3910314.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12288 | PA      | $12411.07     | 0.00%             | 2028-08-02      | Fixed         | 15.01%                | Yes           |                  3 | On Loan: No      |
| L3911356.SRDUP                                      | L3911356.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4325 | PA      | $4363.96      | 0.00%             | 2028-08-02      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| L5009927.SRDUP                                      | L5009927.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $2195.32      | 0.00%             | 2030-02-07      | Fixed         | 22.97%                | Yes           |                  3 | On Loan: No      |
| L5010329.SRDUP                                      | L5010329.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5688 | PA      | $5554.65      | 0.00%             | 2030-02-07      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| 215775210.SRDLC                                     | 215775210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3928.60      | 0.00%             | 2027-04-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 216079218.SRDLC                                     | 216079218.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14744.90     | 0.00%             | 2028-04-25      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8660215.SRDSQ                                       | 8660215.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13652 | PA      | $12508.42     | 0.00%             | 2026-07-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8686703.SRDSQ                                       | 8686703.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     96859 | PA      | $92434.38     | 0.01%             | 2026-08-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3345070.SRDUP                                     | FW3345070.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1076 | PA      | $1115.76      | 0.00%             | 2027-08-10      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3500943.SRDUP                                     | FW3500943.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7430 | PA      | $7655.66      | 0.00%             | 2027-10-13      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| 8552319.SRDSQ                                       | 8552319.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       815 | PA      | $792.50       | 0.00%             | 2026-07-02      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8555219.SRDSQ                                       | 8555219.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4178 | PA      | $2929.04      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 210631102.SRDLC                                     | 210631102.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25707 | PA      | $25378.82     | 0.00%             | 2028-09-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 210631857.SRDLC                                     | 210631857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4103 | PA      | $3870.12      | 0.00%             | 2028-09-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 186316064.SRDLC                                     | 186316064.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3310 | PA      | $3278.35      | 0.00%             | 2027-03-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186963432.SRDLC                                     | 186963432.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4973 | PA      | $4856.78      | 0.00%             | 2027-03-07      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 186994916.SRDLC                                     | 186994916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10082 | PA      | $9875.92      | 0.00%             | 2027-04-28      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187575336.SRDLC                                     | 187575336.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $759.90       | 0.00%             | 2027-03-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3294918.SRDUP                                     | FW3294918.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2778 | PA      | $2906.19      | 0.00%             | 2027-07-20      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3309708.SRDUP                                     | FW3309708.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4980 | PA      | $5248.27      | 0.00%             | 2027-07-26      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| 8383124.SRDSQ                                       | 8383124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13706 | PA      | $13347.08     | 0.00%             | 2026-05-14      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8404845.SRDSQ                                       | 8404845.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8455 | PA      | $8175.89      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 187077933.SRDLC                                     | 187077933.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4483 | PA      | $4499.64      | 0.00%             | 2027-03-03      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 187274598.SRDLC                                     | 187274598.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3482 | PA      | $3534.62      | 0.00%             | 2026-04-06      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3913328.SRDUP                                      | L3913328.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2920 | PA      | $2945.67      | 0.00%             | 2028-08-04      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| L3913349.SRDUP                                      | L3913349.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       897 | PA      | $905.28       | 0.00%             | 2028-08-04      | Fixed         | 14.26%                | Yes           |                  3 | On Loan: No      |
| FW3911710.SRDUP                                     | FW3911710.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1402 | PA      | $1420.20      | 0.00%             | 2028-08-03      | Fixed         | 27.06%                | Yes           |                  3 | On Loan: No      |
| FW3912009.SRDUP                                     | FW3912009.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $974.02       | 0.00%             | 2028-08-03      | Fixed         | 28.31%                | Yes           |                  3 | On Loan: No      |
| FW3319835.SRDUP                                     | FW3319835.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       849 | PA      | $879.73       | 0.00%             | 2027-08-01      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW3320075.SRDUP                                     | FW3320075.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3496 | PA      | $3626.06      | 0.00%             | 2027-08-01      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| 192749125.SRDLC                                     | 192749125.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9091 | PA      | $812.76       | 0.00%             | 2027-08-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192879657.SRDLC                                     | 192879657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8923 | PA      | $797.76       | 0.00%             | 2027-08-24      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| FW3541940.SRDUP                                     | FW3541940.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       620 | PA      | $648.90       | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| FW3542288.SRDUP                                     | FW3542288.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5497 | PA      | $5549.77      | 0.00%             | 2027-11-01      | Fixed         | 21.13%                | Yes           |                  3 | On Loan: No      |
| L3913501.SRDUP                                      | L3913501.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6687 | PA      | $6746.44      | 0.00%             | 2028-08-07      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| L3913850.SRDUP                                      | L3913850.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11053 | PA      | $11155.58     | 0.00%             | 2028-08-04      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| 8412676.SRDSQ                                       | 8412676.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4174 | PA      | $4013.46      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8417089.SRDSQ                                       | 8417089.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2148 | PA      | $2074.25      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8337125.SRDSQ                                       | 8337125.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16347 | PA      | $15696.24     | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8338632.SRDSQ                                       | 8338632.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1380 | PA      | $1226.08      | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8593628.SRDSQ                                       | 8593628.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       992 | PA      | $958.41       | 0.00%             | 2026-07-07      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| 8628822.SRDSQ                                       | 8628822.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2434 | PA      | $2351.55      | 0.00%             | 2026-07-17      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 192913549.SRDLC                                     | 192913549.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11835 | PA      | $1058.06      | 0.00%             | 2027-08-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194662189.SRDLC                                     | 194662189.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $1620.20      | 0.00%             | 2026-02-17      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| L3501280.SRDUP                                      | L3501280.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3590 | PA      | $3642.56      | 0.00%             | 2027-10-14      | Fixed         | 17.21%                | Yes           |                  3 | On Loan: No      |
| L3910879.SRDUP                                      | L3910879.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37503 | PA      | $37803.27     | 0.00%             | 2028-08-02      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L3914153.SRDUP                                      | L3914153.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       568 | PA      | $571.61       | 0.00%             | 2028-08-04      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L4008385.SRDUP                                      | L4008385.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3942 | PA      | $3973.86      | 0.00%             | 2028-10-06      | Fixed         | 14.87%                | Yes           |                  3 | On Loan: No      |
| 8613101.SRDSQ                                       | 8613101.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $929.18       | 0.00%             | 2026-07-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8618102.SRDSQ                                       | 8618102.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2735 | PA      | $2596.83      | 0.00%             | 2026-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW3324853.SRDUP                                     | FW3324853.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35641 | PA      | $5146.56      | 0.00%             | 2027-08-02      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| FW3324933.SRDUP                                     | FW3324933.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1163 | PA      | $1205.73      | 0.00%             | 2027-08-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| 194778572.SRDLC                                     | 194778572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       362 | PA      | $362.69       | 0.00%             | 2025-10-25      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 203172623.SRDLC                                     | 203172623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2982 | PA      | $2931.79      | 0.00%             | 2026-08-07      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8636538.SRDSQ                                       | 8636538.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $718.80       | 0.00%             | 2026-07-21      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 8645384.SRDSQ                                       | 8645384.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1548 | PA      | $1456.99      | 0.00%             | 2026-07-23      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8873142.SRDSQ                                       | 8873142.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3536 | PA      | $3293.08      | 0.00%             | 2026-09-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8875778.SRDSQ                                       | 8875778.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21577 | PA      | $19988.70     | 0.00%             | 2026-09-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| FW3324995.SRDUP                                     | FW3324995.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $1989.44      | 0.00%             | 2027-08-02      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| FW3327990.SRDUP                                     | FW3327990.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3607 | PA      | $3747.43      | 0.00%             | 2027-08-03      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| L3540501.SRDUP                                      | L3540501.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11375 | PA      | $11533.85     | 0.00%             | 2027-11-01      | Fixed         | 17.42%                | Yes           |                  3 | On Loan: No      |
| L3909571.SRDUP                                      | L3909571.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13756 | PA      | $13949.61     | 0.00%             | 2028-08-02      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 8365985.SRDSQ                                       | 8365985.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11669 | PA      | $11400.69     | 0.00%             | 2026-05-08      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8367167.SRDSQ                                       | 8367167.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21659 | PA      | $20494.44     | 0.00%             | 2026-05-08      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW3960052.SRDUP                                     | FW3960052.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18674 | PA      | $18866.56     | 0.00%             | 2028-09-05      | Fixed         | 25.36%                | Yes           |                  3 | On Loan: No      |
| FW4008330.SRDUP                                     | FW4008330.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2339.72      | 0.00%             | 2028-10-06      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| 8635613.SRDSQ                                       | 8635613.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3302 | PA      | $3082.41      | 0.00%             | 2026-07-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8636140.SRDSQ                                       | 8636140.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $561.10       | 0.00%             | 2026-07-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8653817.SRDSQ                                       | 8653817.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       697 | PA      | $669.86       | 0.00%             | 2026-07-27      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8786564.SRDSQ                                       | 8786564.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $1905.22      | 0.00%             | 2026-08-28      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8368126.SRDSQ                                       | 8368126.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1159 | PA      | $1045.00      | 0.00%             | 2026-05-08      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8375869.SRDSQ                                       | 8375869.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9376 | PA      | $8918.38      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8652344.SRDSQ                                       | 8652344.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3147 | PA      | $2986.44      | 0.00%             | 2026-07-26      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8653715.SRDSQ                                       | 8653715.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4188 | PA      | $3998.57      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3500484.SRDUP                                      | L3500484.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7553 | PA      | $7774.90      | 0.00%             | 2027-10-13      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| L3909854.SRDUP                                      | L3909854.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5294 | PA      | $5362.50      | 0.00%             | 2028-08-02      | Fixed         | 19.63%                | Yes           |                  3 | On Loan: No      |
| FW4008543.SRDUP                                     | FW4008543.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5801 | PA      | $3016.53      | 0.00%             | 2029-03-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW5006546.SRDUP                                     | FW5006546.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8865 | PA      | $8573.00      | 0.00%             | 2030-02-06      | Fixed         | 25.34%                | Yes           |                  3 | On Loan: No      |
| L4011526.SRDUP                                      | L4011526.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5886 | PA      | $5932.50      | 0.00%             | 2028-10-10      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| L5001154.SRDUP                                      | L5001154.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11277 | PA      | $10895.84     | 0.00%             | 2030-02-04      | Fixed         | 23.12%                | Yes           |                  3 | On Loan: No      |
| 8796096.SRDSQ                                       | 8796096.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2523 | PA      | $2369.91      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8799791.SRDSQ                                       | 8799791.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5035 | PA      | $4732.32      | 0.00%             | 2026-09-05      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| L3914550.SRDUP                                      | L3914550.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       782 | PA      | $794.12       | 0.00%             | 2028-08-04      | Fixed         | 22.82%                | Yes           |                  3 | On Loan: No      |
| L4008619.SRDUP                                      | L4008619.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26230 | PA      | $25061.85     | 0.00%             | 2028-10-21      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| CBM4011086.SRDUP                                    | CBM4011086.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $1086.01      | 0.00%             | 2028-10-10      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| CBM4012523.SRDUP                                    | CBM4012523.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1661 | PA      | $1666.46      | 0.00%             | 2028-10-10      | Fixed         | 30.32%                | Yes           |                  3 | On Loan: No      |
| DRB4999852.SRDUP                                    | DRB4999852.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2362 | PA      | $2279.92      | 0.00%             | 2030-02-04      | Fixed         | 32.00%                | Yes           |                  3 | On Loan: No      |
| DRB5000370.SRDUP                                    | DRB5000370.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2142 | PA      | $2068.53      | 0.00%             | 2028-02-04      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| L3911143.SRDUP                                      | L3911143.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2452 | PA      | $2440.00      | 0.00%             | 2026-08-02      | Fixed         | 12.39%                | Yes           |                  3 | On Loan: No      |
| L4015659.SRDUP                                      | L4015659.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2877 | PA      | $603.99       | 0.00%             | 2028-10-11      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| FW5008559.SRDUP                                     | FW5008559.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3144 | PA      | $3040.97      | 0.00%             | 2030-02-07      | Fixed         | 27.70%                | Yes           |                  3 | On Loan: No      |
| FW5177008.SRDUP                                     | FW5177008.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8600 | PA      | $8475.47      | 0.00%             | 2030-04-03      | Fixed         | 31.20%                | Yes           |                  3 | On Loan: No      |
| L5003629.SRDUP                                      | L5003629.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29709 | PA      | $29359.28     | 0.00%             | 2030-02-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L5010233.SRDUP                                      | L5010233.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4586 | PA      | $4510.26      | 0.00%             | 2028-02-07      | Fixed         | 16.18%                | Yes           |                  3 | On Loan: No      |
| L4999622.SRDUP                                      | L4999622.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1049 | PA      | $1030.76      | 0.00%             | 2028-02-04      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L5008557.SRDUP                                      | L5008557.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5576 | PA      | $5466.72      | 0.00%             | 2030-02-07      | Fixed         | 18.35%                | Yes           |                  3 | On Loan: No      |
| 8376168.SRDSQ                                       | 8376168.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4617 | PA      | $3249.01      | 0.00%             | 2026-05-13      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8376793.SRDSQ                                       | 8376793.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2602 | PA      | $2442.17      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8803419.SRDSQ                                       | 8803419.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $907.86       | 0.00%             | 2026-09-05      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8811535.SRDSQ                                       | 8811535.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13995 | PA      | $13217.38     | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3331257.SRDUP                                     | FW3331257.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4705.68      | 0.00%             | 2027-08-04      | Fixed         | 16.10%                | Yes           |                  3 | On Loan: No      |
| FW3394115.SRDUP                                     | FW3394115.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1273 | PA      | $1322.94      | 0.00%             | 2027-09-02      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| FW3327988.SRDUP                                     | FW3327988.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1008 | PA      | $1047.92      | 0.00%             | 2027-08-03      | Fixed         | 25.41%                | Yes           |                  3 | On Loan: No      |
| FW3334241.SRDUP                                     | FW3334241.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2786 | PA      | $2897.08      | 0.00%             | 2027-08-05      | Fixed         | 25.18%                | Yes           |                  3 | On Loan: No      |
| 8776635.SRDSQ                                       | 8776635.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    155426 | PA      | $146396.79    | 0.01%             | 2026-08-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8802554.SRDSQ                                       | 8802554.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12958 | PA      | $12253.58     | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8857421.SRDSQ                                       | 8857421.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11615 | PA      | $10874.38     | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8858414.SRDSQ                                       | 8858414.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33290 | PA      | $31135.90     | 0.00%             | 2026-09-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8421354.SRDSQ                                       | 8421354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11679 | PA      | $11102.27     | 0.00%             | 2026-05-26      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8424262.SRDSQ                                       | 8424262.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2349 | PA      | $2229.52      | 0.00%             | 2026-05-26      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8383952.SRDSQ                                       | 8383952.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50401 | PA      | $31236.12     | 0.00%             | 2026-05-14      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8413471.SRDSQ                                       | 8413471.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1257 | PA      | $1225.40      | 0.00%             | 2026-05-23      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 213706480.SRDLC                                     | 213706480.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9389 | PA      | $8971.85      | 0.00%             | 2030-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213803743.SRDLC                                     | 213803743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17395 | PA      | $16952.81     | 0.00%             | 2030-01-21      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 210691999.SRDLC                                     | 210691999.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9521 | PA      | $8858.56      | 0.00%             | 2027-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210901368.SRDLC                                     | 210901368.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22203 | PA      | $21956.90     | 0.00%             | 2028-09-16      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FW3337494.SRDUP                                     | FW3337494.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11755 | PA      | $12114.91     | 0.00%             | 2027-08-08      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| FW3344412.SRDUP                                     | FW3344412.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2485 | PA      | $2552.19      | 0.00%             | 2027-08-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW3320254.SRDUP                                     | FW3320254.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1097 | PA      | $1136.57      | 0.00%             | 2027-08-01      | Fixed         | 29.86%                | Yes           |                  3 | On Loan: No      |
| FW3320337.SRDUP                                     | FW3320337.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8853 | PA      | $9036.57      | 0.00%             | 2027-08-01      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| 8596107.SRDSQ                                       | 8596107.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14075 | PA      | $13406.45     | 0.00%             | 2026-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8610393.SRDSQ                                       | 8610393.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9955 | PA      | $9594.41      | 0.00%             | 2026-07-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8865982.SRDSQ                                       | 8865982.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9205 | PA      | $8339.63      | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8872551.SRDSQ                                       | 8872551.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1936 | PA      | $1822.37      | 0.00%             | 2026-09-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8413919.SRDSQ                                       | 8413919.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3700 | PA      | $3515.31      | 0.00%             | 2026-05-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8421191.SRDSQ                                       | 8421191.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7408 | PA      | $7126.05      | 0.00%             | 2026-05-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8806968.SRDSQ                                       | 8806968.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15267 | PA      | $14669.54     | 0.00%             | 2026-09-06      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8815813.SRDSQ                                       | 8815813.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16889 | PA      | $15388.10     | 0.00%             | 2026-09-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 125                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -86 | NC      | $-537.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 125.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -86 | NC      | $-537.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5009807.SRDUP                                      | L5009807.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4408 | PA      | $4320.53      | 0.00%             | 2030-02-07      | Fixed         | 21.02%                | Yes           |                  3 | On Loan: No      |
| L5010221.SRDUP                                      | L5010221.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3406 | PA      | $3296.33      | 0.00%             | 2030-02-07      | Fixed         | 23.03%                | Yes           |                  3 | On Loan: No      |
| 214359946.SRDLC                                     | 214359946.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9733 | PA      | $9409.76      | 0.00%             | 2029-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214627560.SRDLC                                     | 214627560.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39009 | PA      | $38833.64     | 0.00%             | 2028-03-07      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 8543752.SRDSQ                                       | 8543752.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2081 | PA      | $1976.84      | 0.00%             | 2026-06-30      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8560798.SRDSQ                                       | 8560798.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1316.32      | 0.00%             | 2026-07-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3325178.SRDUP                                      | L3325178.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3889 | PA      | $3987.87      | 0.00%             | 2027-08-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| L3335372.SRDUP                                      | L3335372.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9262 | PA      | $9420.85      | 0.00%             | 2027-08-05      | Fixed         | 12.85%                | Yes           |                  3 | On Loan: No      |
| 187786026.SRDLC                                     | 187786026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3529 | PA      | $3687.48      | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187814662.SRDLC                                     | 187814662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2937 | PA      | $3084.40      | 0.00%             | 2027-04-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3542662.SRDUP                                     | FW3542662.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1770 | PA      | $1807.26      | 0.00%             | 2027-11-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| FW3543018.SRDUP                                     | FW3543018.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1030 | PA      | $1041.36      | 0.00%             | 2027-11-02      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW3325340.SRDUP                                     | FW3325340.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28185 | PA      | $29265.75     | 0.00%             | 2027-08-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| FW3342496.SRDUP                                     | FW3342496.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1257 | PA      | $1303.63      | 0.00%             | 2027-08-09      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| 8875320.SRDSQ                                       | 8875320.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4320 | PA      | $4082.15      | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8881462.SRDSQ                                       | 8881462.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10804 | PA      | $8477.79      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L5175910.SRDUP                                      | L5175910.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44266 | PA      | $44187.98     | 0.00%             | 2030-04-03      | Fixed         | 11.01%                | Yes           |                  3 | On Loan: No      |
| L5187436.SRDUP                                      | L5187436.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3449 | PA      | $3430.75      | 0.00%             | 2028-04-07      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| 214952170.SRDLC                                     | 214952170.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7859 | PA      | $7665.98      | 0.00%             | 2028-03-14      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214952664.SRDLC                                     | 214952664.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10923 | PA      | $10547.86     | 0.00%             | 2030-03-14      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| L5010736.SRDUP                                      | L5010736.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2139 | PA      | $2113.83      | 0.00%             | 2030-02-07      | Fixed         | 19.17%                | Yes           |                  3 | On Loan: No      |
| L5177229.SRDUP                                      | L5177229.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49201 | PA      | $48978.34     | 0.00%             | 2030-04-03      | Fixed         | 13.40%                | Yes           |                  3 | On Loan: No      |
| L3341837.SRDUP                                      | L3341837.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12299 | PA      | $12496.06     | 0.00%             | 2027-08-09      | Fixed         | 16.58%                | Yes           |                  3 | On Loan: No      |
| L3342485.SRDUP                                      | L3342485.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1514.24      | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| 8896815.SRDSQ                                       | 8896815.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8149 | PA      | $7532.60      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8897003.SRDSQ                                       | 8897003.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60838 | PA      | $56925.63     | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214919167.SRDLC                                     | 214919167.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19491 | PA      | $19442.59     | 0.00%             | 2028-03-17      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 214943005.SRDLC                                     | 214943005.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19798 | PA      | $19262.19     | 0.00%             | 2030-03-17      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 192107870.SRDLC                                     | 192107870.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8681 | PA      | $776.06       | 0.00%             | 2027-08-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193245917.SRDLC                                     | 193245917.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1217 | PA      | $1212.58      | 0.00%             | 2025-09-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215232271.SRDLC                                     | 215232271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7817 | PA      | $7772.99      | 0.00%             | 2028-03-26      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| 215832959.SRDLC                                     | 215832959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10400 | PA      | $10164.05     | 0.00%             | 2030-04-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3402560.SRDUP                                     | FW3402560.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16066 | PA      | $16712.13     | 0.00%             | 2027-09-06      | Fixed         | 29.71%                | Yes           |                  3 | On Loan: No      |
| FW3542964.SRDUP                                     | FW3542964.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3341 | PA      | $3521.62      | 0.00%             | 2027-11-02      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| CBM4008025.SRDUP                                    | CBM4008025.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1643 | PA      | $1651.26      | 0.00%             | 2028-10-06      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| CBM4011116.SRDUP                                    | CBM4011116.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1303 | PA      | $1297.19      | 0.00%             | 2026-10-10      | Fixed         | 12.01%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3570                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -41 | NC      | $-45920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3575                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-33480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8596031.SRDSQ                                       | 8596031.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4473 | PA      | $4278.14      | 0.00%             | 2026-07-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8606040.SRDSQ                                       | 8606040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1406 | PA      | $1077.22      | 0.00%             | 2026-07-10      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| FW3912981.SRDUP                                     | FW3912981.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11664 | PA      | $11694.08     | 0.00%             | 2028-08-03      | Fixed         | 27.47%                | Yes           |                  3 | On Loan: No      |
| FW3955977.SRDUP                                     | FW3955977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       489 | PA      | $484.81       | 0.00%             | 2026-09-05      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| L3391974.SRDUP                                      | L3391974.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $1135.98      | 0.00%             | 2027-09-01      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| L3394336.SRDUP                                      | L3394336.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       151 | PA      | $149.66       | 0.00%             | 2025-09-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 199                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-94250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Jun25C 211                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-22100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 194780861.SRDLC                                     | 194780861.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $7117.85      | 0.00%             | 2027-10-21      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 203387156.SRDLC                                     | 203387156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4432 | PA      | $4354.51      | 0.00%             | 2026-08-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5004022.SRDUP                                    | DRB5004022.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4681 | PA      | $4615.26      | 0.00%             | 2030-02-05      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5010642.SRDUP                                    | DRB5010642.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $1060.53      | 0.00%             | 2030-02-07      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| FW3910197.SRDUP                                     | FW3910197.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9015 | PA      | $9099.84      | 0.00%             | 2028-08-02      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| FW3911503.SRDUP                                     | FW3911503.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3989 | PA      | $4028.29      | 0.00%             | 2028-08-03      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| L3496979.SRDUP                                      | L3496979.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11270 | PA      | $11470.06     | 0.00%             | 2027-10-13      | Fixed         | 10.10%                | Yes           |                  3 | On Loan: No      |
| L3501018.SRDUP                                      | L3501018.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5655 | PA      | $5754.91      | 0.00%             | 2027-10-13      | Fixed         | 10.44%                | Yes           |                  3 | On Loan: No      |
| 8606640.SRDSQ                                       | 8606640.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1534 | PA      | $1474.82      | 0.00%             | 2026-07-10      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8666158.SRDSQ                                       | 8666158.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $5168.17      | 0.00%             | 2026-07-29      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8801305.SRDSQ                                       | 8801305.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1473 | PA      | $1375.28      | 0.00%             | 2026-09-05      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8802446.SRDSQ                                       | 8802446.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8869 | PA      | $8468.85      | 0.00%             | 2026-09-05      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Jun25C 212                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Jun25C 213                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-570.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214983348.SRDLC                                     | 214983348.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9455 | PA      | $9143.58      | 0.00%             | 2029-03-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215155702.SRDLC                                     | 215155702.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39046 | PA      | $38816.66     | 0.00%             | 2028-03-21      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 8783055.SRDSQ                                       | 8783055.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22027 | PA      | $20801.49     | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790195.SRDSQ                                       | 8790195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25508 | PA      | $23898.24     | 0.00%             | 2026-09-02      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW3956078.SRDUP                                     | FW3956078.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6379 | PA      | $6445.54      | 0.00%             | 2028-09-05      | Fixed         | 24.11%                | Yes           |                  3 | On Loan: No      |
| FW4012459.SRDUP                                     | FW4012459.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8978 | PA      | $8968.70      | 0.00%             | 2026-10-10      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| 8827058.SRDSQ                                       | 8827058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2580 | PA      | $2173.53      | 0.00%             | 2026-09-12      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8834955.SRDSQ                                       | 8834955.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36225 | PA      | $34093.01     | 0.00%             | 2026-09-13      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8616983.SRDSQ                                       | 8616983.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16046 | PA      | $15542.87     | 0.00%             | 2026-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8619321.SRDSQ                                       | 8619321.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6396 | PA      | $6015.88      | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8876448.SRDSQ                                       | 8876448.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2793 | PA      | $2624.25      | 0.00%             | 2026-09-23      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| CBM3910262.SRDUP                                    | CBM3910262.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12840 | PA      | $1011.39      | 0.00%             | 2028-08-02      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3580                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-44720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3585                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-60000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204727522.SRDLC                                     | 204727522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2769 | PA      | $2719.37      | 0.00%             | 2026-10-17      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 204878134.SRDLC                                     | 204878134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13067 | PA      | $13027.19     | 0.00%             | 2027-11-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 8838320.SRDSQ                                       | 8838320.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2848 | PA      | $2638.98      | 0.00%             | 2026-09-13      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8853518.SRDSQ                                       | 8853518.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8571 | PA      | $8079.26      | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790057.SRDSQ                                       | 8790057.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1662.34      | 0.00%             | 2026-09-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8816174.SRDSQ                                       | 8816174.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       664 | PA      | $627.48       | 0.00%             | 2026-09-09      | Fixed         | 4.90%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 125.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -75 | NC      | $-937.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 126                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -256 | NC      | $-3200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7473584.SRDSQ                                       | 7473584.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       576 | PA      | $398.47       | 0.00%             | 2025-08-07      | Fixed         | 6.17%                 | Yes           |                  3 | On Loan: No      |
| 7508638.SRDSQ                                       | 7508638.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       277 | PA      | $234.61       | 0.00%             | 2025-08-16      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| FW4012851.SRDUP                                     | FW4012851.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36585 | PA      | $36855.39     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| FW5004093.SRDUP                                     | FW5004093.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4419 | PA      | $4269.75      | 0.00%             | 2030-02-05      | Fixed         | 25.97%                | Yes           |                  3 | On Loan: No      |
| FW4007629.SRDUP                                     | FW4007629.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4850 | PA      | $4906.66      | 0.00%             | 2028-10-06      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| FW4008449.SRDUP                                     | FW4008449.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8671 | PA      | $8739.33      | 0.00%             | 2028-10-06      | Fixed         | 14.65%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 88                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-32500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 89                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -219 | NC      | $-35040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8803430.SRDSQ                                       | 8803430.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2879 | PA      | $2599.16      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8807405.SRDSQ                                       | 8807405.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2448 | PA      | $2298.22      | 0.00%             | 2026-09-06      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 186561715.SRDLC                                     | 186561715.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2302 | PA      | $205.80       | 0.00%             | 2025-06-23      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186797391.SRDLC                                     | 186797391.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $5890.68      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8619526.SRDSQ                                       | 8619526.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22627 | PA      | $16556.03     | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8634943.SRDSQ                                       | 8634943.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5338 | PA      | $5149.10      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8822217.SRDSQ                                       | 8822217.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5580 | PA      | $5260.30      | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8822655.SRDSQ                                       | 8822655.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39554 | PA      | $37123.76     | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3298280.SRDUP                                      | L3298280.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10908 | PA      | $11127.96     | 0.00%             | 2027-12-21      | Fixed         | 16.01%                | Yes           |                  3 | On Loan: No      |
| L3304999.SRDUP                                      | L3304999.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $2873.52      | 0.00%             | 2027-07-25      | Fixed         | 24.11%                | Yes           |                  3 | On Loan: No      |
| 215562293.SRDLC                                     | 215562293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8742.29      | 0.00%             | 2028-04-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215753200.SRDLC                                     | 215753200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9811.90      | 0.00%             | 2028-04-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L3319826.SRDUP                                      | L3319826.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8527 | PA      | $8655.06      | 0.00%             | 2027-08-01      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| L3320197.SRDUP                                      | L3320197.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13478 | PA      | $13668.88     | 0.00%             | 2027-08-01      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| 8889346.SRDSQ                                       | 8889346.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3395 | PA      | $3051.91      | 0.00%             | 2026-09-26      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8890586.SRDSQ                                       | 8890586.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26952 | PA      | $25363.15     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun25P 90                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -108 | NC      | $-21600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P17325                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8824055.SRDSQ                                       | 8824055.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $1533.34      | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8836438.SRDSQ                                       | 8836438.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1516 | PA      | $1425.48      | 0.00%             | 2026-09-13      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5176887.SRDUP                                    | DRB5176887.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9700 | PA      | $9560.17      | 0.00%             | 2030-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| DRB5177215.SRDUP                                    | DRB5177215.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $985.66       | 0.00%             | 2030-04-03      | Fixed         | 28.40%                | Yes           |                  3 | On Loan: No      |
| 8815263.SRDSQ                                       | 8815263.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3113 | PA      | $2931.69      | 0.00%             | 2026-09-08      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8816002.SRDSQ                                       | 8816002.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3177 | PA      | $3069.47      | 0.00%             | 2026-09-09      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 204995972.SRDLC                                     | 204995972.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10333 | PA      | $10112.31     | 0.00%             | 2026-11-09      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205007700.SRDLC                                     | 205007700.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $758.72       | 0.00%             | 2026-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8894961.SRDSQ                                       | 8894961.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13030 | PA      | $12257.75     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8896160.SRDSQ                                       | 8896160.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4657 | PA      | $4393.65      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3910042.SRDUP                                      | L3910042.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15027 | PA      | $15172.19     | 0.00%             | 2028-08-02      | Fixed         | 16.26%                | Yes           |                  3 | On Loan: No      |
| L3912392.SRDUP                                      | L3912392.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1944 | PA      | $1941.84      | 0.00%             | 2026-08-03      | Fixed         | 11.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P17350                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P17375                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8860279.SRDSQ                                       | 8860279.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1583.51      | 0.00%             | 2026-09-19      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8861736.SRDSQ                                       | 8861736.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2454 | PA      | $2262.42      | 0.00%             | 2026-09-19      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| L3328221.SRDUP                                      | L3328221.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       675 | PA      | $691.70       | 0.00%             | 2027-08-03      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L3335052.SRDUP                                      | L3335052.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        43 | PA      | $42.50        | 0.00%             | 2025-08-05      | Fixed         | 19.86%                | Yes           |                  3 | On Loan: No      |
| 8830097.SRDSQ                                       | 8830097.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2351 | PA      | $2185.94      | 0.00%             | 2026-09-12      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8846283.SRDSQ                                       | 8846283.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       247 | PA      | $234.83       | 0.00%             | 2026-09-16      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8862227.SRDSQ                                       | 8862227.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3662 | PA      | $3450.91      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8867978.SRDSQ                                       | 8867978.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8024 | PA      | $7401.19      | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L3337947.SRDUP                                      | L3337947.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $1362.13      | 0.00%             | 2028-01-08      | Fixed         | 17.32%                | Yes           |                  3 | On Loan: No      |
| L3342369.SRDUP                                      | L3342369.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6678 | PA      | $3650.78      | 0.00%             | 2027-08-09      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 04/30/25 P18450                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1549 | NC      | $-839741.13   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| L3913938.SRDUP                                      | L3913938.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6224 | PA      | $6302.68      | 0.00%             | 2028-08-04      | Fixed         | 21.98%                | Yes           |                  3 | On Loan: No      |
| L4012899.SRDUP                                      | L4012899.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2640.89      | 0.00%             | 2028-10-10      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| 8896208.SRDSQ                                       | 8896208.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4343 | PA      | $4082.97      | 0.00%             | 2026-09-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8897433.SRDSQ                                       | 8897433.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38169 | PA      | $35692.12     | 0.00%             | 2026-09-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8846577.SRDSQ                                       | 8846577.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       622 | PA      | $593.47       | 0.00%             | 2026-09-16      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8857210.SRDSQ                                       | 8857210.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20066 | PA      | $18851.37     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8870419.SRDSQ                                       | 8870419.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1011 | PA      | $939.32       | 0.00%             | 2026-09-21      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8884903.SRDSQ                                       | 8884903.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3986 | PA      | $3748.74      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5191885.SRDUP                                    | DRB5191885.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3470.21      | 0.00%             | 2030-04-07      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| FW3297600.SRDUP                                     | FW3297600.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $861.65       | 0.00%             | 2027-07-21      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| 8820346.SRDSQ                                       | 8820346.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $2420.62      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8821753.SRDSQ                                       | 8821753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4161 | PA      | $3919.40      | 0.00%             | 2026-09-11      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -816 | NC      | $-32043.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | YEN DENOM NIKKEI  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       211 | NC      | $-295236.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 8875343.SRDSQ                                       | 8875343.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3164 | PA      | $2980.66      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8889357.SRDSQ                                       | 8889357.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24292 | PA      | $22191.72     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L4997897.SRDUP                                      | L4997897.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7512 | PA      | $7423.25      | 0.00%             | 2030-02-03      | Fixed         | 13.43%                | Yes           |                  3 | On Loan: No      |
| L4998545.SRDUP                                      | L4998545.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3911 | PA      | $3863.50      | 0.00%             | 2030-02-04      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| L3913394.SRDUP                                      | L3913394.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       852 | PA      | $414.31       | 0.00%             | 2029-01-04      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| L3913536.SRDUP                                      | L3913536.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6869 | PA      | $6976.94      | 0.00%             | 2028-08-04      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| 7511086.SRDSQ                                       | 7511086.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        22 | PA      | $14.46        | 0.00%             | 2025-08-19      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 8139458.SRDSQ                                       | 8139458.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       471 | PA      | $464.41       | 0.00%             | 2026-02-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3305337.SRDUP                                     | FW3305337.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9688 | PA      | $10010.08     | 0.00%             | 2027-07-25      | Fixed         | 25.56%                | Yes           |                  3 | On Loan: No      |
| FW3305698.SRDUP                                     | FW3305698.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8175 | PA      | $8444.04      | 0.00%             | 2027-07-25      | Fixed         | 26.31%                | Yes           |                  3 | On Loan: No      |
| CBM3913378.SRDUP                                    | CBM3913378.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7078 | PA      | $7072.04      | 0.00%             | 2029-01-04      | Fixed         | 17.16%                | Yes           |                  3 | On Loan: No      |
| CBM4006968.SRDUP                                    | CBM4006968.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10452 | PA      | $10482.29     | 0.00%             | 2028-10-06      | Fixed         | 29.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/18/26 P4100                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $1261500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/18/26 P4125                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $1294500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 8890516.SRDSQ                                       | 8890516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6534 | PA      | $5968.85      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8896922.SRDSQ                                       | 8896922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6615 | PA      | $5992.15      | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW3328140.SRDUP                                     | FW3328140.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       700 | PA      | $726.22       | 0.00%             | 2027-08-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW3335083.SRDUP                                     | FW3335083.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2599 | PA      | $2678.91      | 0.00%             | 2028-01-05      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| FW3402478.SRDUP                                     | FW3402478.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $8337.06      | 0.00%             | 2027-09-06      | Fixed         | 34.66%                | Yes           |                  3 | On Loan: No      |
| FW3542728.SRDUP                                     | FW3542728.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1902.77      | 0.00%             | 2027-11-02      | Fixed         | 27.25%                | Yes           |                  3 | On Loan: No      |
| 8830169.SRDSQ                                       | 8830169.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8864 | PA      | $8363.23      | 0.00%             | 2026-09-12      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8840776.SRDSQ                                       | 8840776.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9627 | PA      | $8709.77      | 0.00%             | 2026-09-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 04/30/25 P5010                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5155                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $-1572.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4008304.SRDUP                                    | CBM4008304.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17498 | PA      | $17711.50     | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| CBM4010393.SRDUP                                    | CBM4010393.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2389 | PA      | $2392.09      | 0.00%             | 2028-10-10      | Fixed         | 26.09%                | Yes           |                  3 | On Loan: No      |
| 8897918.SRDSQ                                       | 8897918.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7929 | PA      | $7350.76      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM3910827.SRDUP                                    | CBM3910827.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2987 | PA      | $890.04       | 0.00%             | 2028-08-02      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3391331.SRDUP                                     | FW3391331.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2163 | PA      | $1260.20      | 0.00%             | 2027-09-01      | Fixed         | 26.82%                | Yes           |                  3 | On Loan: No      |
| FW3395077.SRDUP                                     | FW3395077.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1577 | PA      | $227.71       | 0.00%             | 2027-09-02      | Fixed         | 33.93%                | Yes           |                  3 | On Loan: No      |
| DRB5001170.SRDUP                                    | DRB5001170.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5014 | PA      | $4840.56      | 0.00%             | 2030-02-04      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5007289.SRDUP                                    | DRB5007289.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7679 | PA      | $7418.08      | 0.00%             | 2030-02-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L4008005.SRDUP                                      | L4008005.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4802 | PA      | $4848.28      | 0.00%             | 2028-10-15      | Fixed         | 19.80%                | Yes           |                  3 | On Loan: No      |
| L4012878.SRDUP                                      | L4012878.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18156 | PA      | $18419.00     | 0.00%             | 2028-10-10      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| L4998555.SRDUP                                      | L4998555.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27401 | PA      | $26838.68     | 0.00%             | 2030-02-04      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| L5003133.SRDUP                                      | L5003133.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44125 | PA      | $42654.66     | 0.00%             | 2030-02-05      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5160                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -60 | NC      | $-5700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5165                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -61 | NC      | $-6100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5010162.SRDUP                                    | CBM5010162.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4819 | PA      | $4659.29      | 0.00%             | 2030-02-07      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| DRB4996168.SRDUP                                    | DRB4996168.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12598 | PA      | $12152.82     | 0.00%             | 2030-02-03      | Fixed         | 31.84%                | Yes           |                  3 | On Loan: No      |
| FW3909790.SRDUP                                     | FW3909790.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $543.13       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW3957495.SRDUP                                     | FW3957495.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1769 | PA      | $1788.91      | 0.00%             | 2028-09-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| CBM3911374.SRDUP                                    | CBM3911374.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1216 | PA      | $1200.76      | 0.00%             | 2026-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| CBM3954198.SRDUP                                    | CBM3954198.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11900 | PA      | $3571.56      | 0.00%             | 2028-09-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW4008685.SRDUP                                     | FW4008685.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1723 | PA      | $1716.83      | 0.00%             | 2028-10-06      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| FW4008932.SRDUP                                     | FW4008932.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1497 | PA      | $1506.77      | 0.00%             | 2028-10-10      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| 204594269.SRDLC                                     | 204594269.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7819 | PA      | $7739.96      | 0.00%             | 2026-10-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205092866.SRDLC                                     | 205092866.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2561 | PA      | $193.01       | 0.00%             | 2026-11-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| L4997514.SRDUP                                      | L4997514.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4713 | PA      | $4549.67      | 0.00%             | 2030-02-03      | Fixed         | 25.92%                | Yes           |                  3 | On Loan: No      |
| L5001851.SRDUP                                      | L5001851.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4821 | PA      | $4740.04      | 0.00%             | 2030-02-06      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| DRB5010681.SRDUP                                    | DRB5010681.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4716 | PA      | $4607.32      | 0.00%             | 2028-02-07      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| FW3293259.SRDUP                                     | FW3293259.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1636 | PA      | $1713.53      | 0.00%             | 2027-07-22      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| DRB4996672.SRDUP                                    | DRB4996672.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $3798.32      | 0.00%             | 2030-02-05      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| DRB5007561.SRDUP                                    | DRB5007561.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28896 | PA      | $27928.87     | 0.00%             | 2030-02-06      | Fixed         | 28.21%                | Yes           |                  3 | On Loan: No      |
| FW3957773.SRDUP                                     | FW3957773.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12088 | PA      | $5985.99      | 0.00%             | 2028-09-05      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| FW4008183.SRDUP                                     | FW4008183.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28728 | PA      | $28654.36     | 0.00%             | 2026-10-06      | Fixed         | 20.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/05/25 P5170                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41 | NC      | $-4305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C47.5                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -201 | NC      | $-5829.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4012040.SRDUP                                    | CBM4012040.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5225 | PA      | $1590.64      | 0.00%             | 2028-10-16      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| CBM4012547.SRDUP                                    | CBM4012547.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $2750.71      | 0.00%             | 2028-10-10      | Fixed         | 16.28%                | Yes           |                  3 | On Loan: No      |
| CBM3910438.SRDUP                                    | CBM3910438.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39444 | PA      | $39967.79     | 0.00%             | 2028-08-02      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| CBM3954441.SRDUP                                    | CBM3954441.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       984 | PA      | $984.36       | 0.00%             | 2028-09-01      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| L5002993.SRDUP                                      | L5002993.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1462 | PA      | $1445.72      | 0.00%             | 2030-02-05      | Fixed         | 12.30%                | Yes           |                  3 | On Loan: No      |
| L5178970.SRDUP                                      | L5178970.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10700 | PA      | $10593.92     | 0.00%             | 2030-04-03      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| FW4008593.SRDUP                                     | FW4008593.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $101.94       | 0.00%             | 2028-10-06      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| FW4009829.SRDUP                                     | FW4009829.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1913 | PA      | $1925.56      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW3295728.SRDUP                                     | FW3295728.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10628 | PA      | $2147.14      | 0.00%             | 2028-01-05      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3331448.SRDUP                                     | FW3331448.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4232 | PA      | $4339.94      | 0.00%             | 2027-08-04      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| DRB5005016.SRDUP                                    | DRB5005016.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4782 | PA      | $4622.24      | 0.00%             | 2030-02-06      | Fixed         | 28.24%                | Yes           |                  3 | On Loan: No      |
| DRB5006378.SRDUP                                    | DRB5006378.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7865 | PA      | $7591.48      | 0.00%             | 2028-02-06      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C50                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -635 | NC      | $-16192.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C55                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -233 | NC      | $-4427.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4014729.SRDUP                                     | FW4014729.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1507 | PA      | $1506.25      | 0.00%             | 2028-10-10      | Fixed         | 30.10%                | Yes           |                  3 | On Loan: No      |
| FW5004863.SRDUP                                     | FW5004863.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2262 | PA      | $2186.23      | 0.00%             | 2030-02-06      | Fixed         | 30.39%                | Yes           |                  3 | On Loan: No      |
| L5178993.SRDUP                                      | L5178993.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25637 | PA      | $25437.59     | 0.00%             | 2030-04-03      | Fixed         | 19.80%                | Yes           |                  3 | On Loan: No      |
| L5181351.SRDUP                                      | L5181351.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2964 | PA      | $2960.67      | 0.00%             | 2030-04-04      | Fixed         | 19.97%                | Yes           |                  3 | On Loan: No      |
| 210944115.SRDLC                                     | 210944115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20681 | PA      | $19376.33     | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211037288.SRDLC                                     | 211037288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12922 | PA      | $12235.12     | 0.00%             | 2029-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006395.SRDUP                                    | DRB5006395.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5313 | PA      | $5133.44      | 0.00%             | 2030-02-06      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| DRB5009565.SRDUP                                    | DRB5009565.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5807 | PA      | $5613.45      | 0.00%             | 2030-02-07      | Fixed         | 32.01%                | Yes           |                  3 | On Loan: No      |
| FW3337613.SRDUP                                     | FW3337613.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1095 | PA      | $1139.92      | 0.00%             | 2027-08-08      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| FW3389292.SRDUP                                     | FW3389292.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1534.25      | 0.00%             | 2027-09-01      | Fixed         | 29.40%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/21/25 C60                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -380 | NC      | $-5700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jun25C 565                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3542972.SRDUP                                     | FW3542972.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4010 | PA      | $4069.97      | 0.00%             | 2028-04-02      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| FW3913360.SRDUP                                     | FW3913360.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1990 | PA      | $681.41       | 0.00%             | 2026-08-04      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3590                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -99 | NC      | $-95040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3595                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-55800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177269.SRDUP                                    | DRB5177269.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4200 | PA      | $4139.15      | 0.00%             | 2028-04-03      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| DRB5181297.SRDUP                                    | DRB5181297.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48566 | PA      | $47912.43     | 0.00%             | 2030-04-04      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW5176921.SRDUP                                     | FW5176921.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6602.68      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| L3298107.SRDUP                                      | L3298107.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4695 | PA      | $4785.35      | 0.00%             | 2027-07-21      | Fixed         | 14.90%                | Yes           |                  3 | On Loan: No      |
| 204742054.SRDLC                                     | 204742054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1828 | PA      | $1855.99      | 0.00%             | 2026-10-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206522116.SRDLC                                     | 206522116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16662 | PA      | $15877.90     | 0.00%             | 2027-02-06      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jun25P 510                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-6625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jun25P 510                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $3312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8802626.SRDSQ                                       | 8802626.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     73530 | PA      | $68789.19     | 0.00%             | 2026-09-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8808274.SRDSQ                                       | 8808274.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1027 | PA      | $991.82       | 0.00%             | 2026-09-06      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| FW3395002.SRDUP                                     | FW3395002.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1421 | PA      | $205.14       | 0.00%             | 2027-09-02      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| FW3401342.SRDUP                                     | FW3401342.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       426 | PA      | $424.47       | 0.00%             | 2025-09-06      | Fixed         | 27.85%                | Yes           |                  3 | On Loan: No      |
| FW3954388.SRDUP                                     | FW3954388.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11160 | PA      | $11235.57     | 0.00%             | 2028-09-01      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| FW4012160.SRDUP                                     | FW4012160.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1235 | PA      | $1242.63      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| L3298700.SRDUP                                      | L3298700.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14610 | PA      | $14908.01     | 0.00%             | 2027-12-21      | Fixed         | 15.26%                | Yes           |                  3 | On Loan: No      |
| L3331146.SRDUP                                      | L3331146.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       256 | PA      | $255.76       | 0.00%             | 2025-08-09      | Fixed         | 10.81%                | Yes           |                  3 | On Loan: No      |
| CBM3911219.SRDUP                                    | CBM3911219.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1224 | PA      | $1212.36      | 0.00%             | 2026-08-02      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| CBM3954214.SRDUP                                    | CBM3954214.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1883 | PA      | $1896.00      | 0.00%             | 2028-09-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 126.25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 126.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -361 | NC      | $-4512.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5187511.SRDUP                                    | DRB5187511.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1086.36      | 0.00%             | 2030-04-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| FW3295796.SRDUP                                     | FW3295796.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6448 | PA      | $6656.45      | 0.00%             | 2027-07-20      | Fixed         | 22.23%                | Yes           |                  3 | On Loan: No      |
| L5178697.SRDUP                                      | L5178697.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20500 | PA      | $20405.30     | 0.00%             | 2030-04-03      | Fixed         | 15.70%                | Yes           |                  3 | On Loan: No      |
| L5178908.SRDUP                                      | L5178908.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1189.11      | 0.00%             | 2028-04-03      | Fixed         | 17.26%                | Yes           |                  3 | On Loan: No      |
| 7521819.SRDSQ                                       | 7521819.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8737 | PA      | $884.62       | 0.00%             | 2025-08-22      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7571546.SRDSQ                                       | 7571546.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     82970 | PA      | $58293.33     | 0.00%             | 2025-09-07      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 205200491.SRDLC                                     | 205200491.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5904 | PA      | $5952.99      | 0.00%             | 2027-11-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205207590.SRDLC                                     | 205207590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2016 | PA      | $2041.31      | 0.00%             | 2026-11-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187014518.SRDLC                                     | 187014518.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15533 | PA      | $15306.57     | 0.00%             | 2027-03-16      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 187207505.SRDLC                                     | 187207505.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       583 | PA      | $581.23       | 0.00%             | 2026-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8849383.SRDSQ                                       | 8849383.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6283 | PA      | $5935.21      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8853104.SRDSQ                                       | 8853104.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3484 | PA      | $3283.59      | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 211164458.SRDLC                                     | 211164458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9350 | PA      | $9246.32      | 0.00%             | 2027-10-02      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211254638.SRDLC                                     | 211254638.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8646 | PA      | $8196.95      | 0.00%             | 2027-10-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3499342.SRDUP                                     | FW3499342.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4169 | PA      | $4339.66      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3500039.SRDUP                                     | FW3500039.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $920.85       | 0.00%             | 2027-10-13      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| L3335041.SRDUP                                      | L3335041.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1828 | PA      | $1884.84      | 0.00%             | 2028-01-05      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L3335255.SRDUP                                      | L3335255.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1694 | PA      | $1720.57      | 0.00%             | 2027-08-05      | Fixed         | 15.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3600                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -46 | NC      | $-41860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3605                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -81 | NC      | $-71280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4998714.SRDUP                                     | FW4998714.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23991 | PA      | $23130.44     | 0.00%             | 2028-02-04      | Fixed         | 30.81%                | Yes           |                  3 | On Loan: No      |
| FW5009919.SRDUP                                     | FW5009919.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1081 | PA      | $1045.63      | 0.00%             | 2030-02-07      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| 205193486.SRDLC                                     | 205193486.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1619 | PA      | $1595.91      | 0.00%             | 2026-11-08      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206506609.SRDLC                                     | 206506609.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2054 | PA      | $1952.05      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3910149.SRDUP                                     | FW3910149.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2893 | PA      | $2887.13      | 0.00%             | 2026-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| FW3910652.SRDUP                                     | FW3910652.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       996 | PA      | $991.35       | 0.00%             | 2026-08-02      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| L3335293.SRDUP                                      | L3335293.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13170 | PA      | $13554.75     | 0.00%             | 2028-01-05      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L3336630.SRDUP                                      | L3336630.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2204 | PA      | $2240.18      | 0.00%             | 2027-08-08      | Fixed         | 14.29%                | Yes           |                  3 | On Loan: No      |
| FW3501229.SRDUP                                     | FW3501229.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7477 | PA      | $7833.66      | 0.00%             | 2027-10-13      | Fixed         | 26.78%                | Yes           |                  3 | On Loan: No      |
| FW3542352.SRDUP                                     | FW3542352.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3158 | PA      | $3314.38      | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW3500951.SRDUP                                     | FW3500951.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3484 | PA      | $3482.12      | 0.00%             | 2027-10-13      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| FW3542009.SRDUP                                     | FW3542009.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13409 | PA      | $14121.06     | 0.00%             | 2027-11-01      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| 205287163.SRDLC                                     | 205287163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7670 | PA      | $685.71       | 0.00%             | 2026-11-15      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205593414.SRDLC                                     | 205593414.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15700 | PA      | $15406.05     | 0.00%             | 2028-12-07      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| CBM3955854.SRDUP                                    | CBM3955854.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6701 | PA      | $6760.18      | 0.00%             | 2028-09-05      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| CBM4008343.SRDUP                                    | CBM4008343.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41027 | PA      | $40965.10     | 0.00%             | 2028-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| 7707340.SRDSQ                                       | 7707340.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15409 | PA      | $11015.66     | 0.00%             | 2025-10-21      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 8167767.SRDSQ                                       | 8167767.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7856 | PA      | $7499.93      | 0.00%             | 2026-03-10      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW3954565.SRDUP                                     | FW3954565.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2872 | PA      | $2875.01      | 0.00%             | 2028-09-01      | Fixed         | 28.19%                | Yes           |                  3 | On Loan: No      |
| FW4008651.SRDUP                                     | FW4008651.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1505 | PA      | $1502.15      | 0.00%             | 2028-10-06      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| 8810348.SRDSQ                                       | 8810348.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3257 | PA      | $3037.24      | 0.00%             | 2026-09-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8811987.SRDSQ                                       | 8811987.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4669 | PA      | $4409.62      | 0.00%             | 2026-09-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW5178886.SRDUP                                     | FW5178886.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.81      | 0.00%             | 2030-04-03      | Fixed         | 28.22%                | Yes           |                  3 | On Loan: No      |
| FW5179002.SRDUP                                     | FW5179002.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27000 | PA      | $26609.85     | 0.00%             | 2028-04-03      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| L3337154.SRDUP                                      | L3337154.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1160 | PA      | $631.79       | 0.00%             | 2027-08-08      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| L3337257.SRDUP                                      | L3337257.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26887 | PA      | $27694.20     | 0.00%             | 2027-08-08      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 126.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -276 | NC      | $-5175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 127                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -399 | NC      | $-7481.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3543119.SRDUP                                     | FW3543119.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1214 | PA      | $175.30       | 0.00%             | 2025-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3910145.SRDUP                                     | FW3910145.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16945 | PA      | $16881.53     | 0.00%             | 2029-01-08      | Fixed         | 25.69%                | Yes           |                  3 | On Loan: No      |
| DRB5008302.SRDUP                                    | DRB5008302.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2559 | PA      | $2473.66      | 0.00%             | 2030-02-07      | Fixed         | 31.90%                | Yes           |                  3 | On Loan: No      |
| DRB5009741.SRDUP                                    | DRB5009741.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7962 | PA      | $7699.19      | 0.00%             | 2030-02-07      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| 8815538.SRDSQ                                       | 8815538.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5013 | PA      | $4724.19      | 0.00%             | 2026-09-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8817206.SRDSQ                                       | 8817206.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4783 | PA      | $4437.81      | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| CBM4011255.SRDUP                                    | CBM4011255.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       992 | PA      | $990.00       | 0.00%             | 2026-10-10      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| CBM4012018.SRDUP                                    | CBM4012018.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3403 | PA      | $1037.44      | 0.00%             | 2028-10-10      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 205822350.SRDLC                                     | 205822350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18642 | PA      | $18596.14     | 0.00%             | 2027-12-26      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205830413.SRDLC                                     | 205830413.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9414 | PA      | $9291.80      | 0.00%             | 2028-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8543691.SRDSQ                                       | 8543691.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14000 | PA      | $13489.68     | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8553067.SRDSQ                                       | 8553067.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19129 | PA      | $18128.38     | 0.00%             | 2026-07-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3342459.SRDUP                                      | L3342459.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5396 | PA      | $779.25       | 0.00%             | 2027-08-09      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L3343140.SRDUP                                      | L3343140.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5425 | PA      | $5596.75      | 0.00%             | 2027-08-10      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| 186444854.SRDLC                                     | 186444854.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4057 | PA      | $4093.40      | 0.00%             | 2027-02-27      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186552397.SRDLC                                     | 186552397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $528.44       | 0.00%             | 2025-07-28      | Fixed         | 10.54%                | Yes           |                  3 | On Loan: No      |
| FW5180751.SRDUP                                     | FW5180751.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16000 | PA      | $15878.44     | 0.00%             | 2030-04-04      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| L3294963.SRDUP                                      | L3294963.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        99 | PA      | $98.56        | 0.00%             | 2025-07-20      | Fixed         | 12.45%                | Yes           |                  3 | On Loan: No      |
| CBM5178670.SRDUP                                    | CBM5178670.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14400 | PA      | $14190.92     | 0.00%             | 2030-04-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| DRB4966203.SRDUP                                    | DRB4966203.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10026 | PA      | $9690.40      | 0.00%             | 2030-02-06      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| 8818824.SRDSQ                                       | 8818824.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35186 | PA      | $33087.96     | 0.00%             | 2026-09-10      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8820189.SRDSQ                                       | 8820189.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1263 | PA      | $688.59       | 0.00%             | 2026-09-10      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| FW3954151.SRDUP                                     | FW3954151.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $4432.22      | 0.00%             | 2028-09-01      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| FW4998470.SRDUP                                     | FW4998470.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4595 | PA      | $4499.26      | 0.00%             | 2030-02-04      | Fixed         | 21.87%                | Yes           |                  3 | On Loan: No      |
| 7472099.SRDSQ                                       | 7472099.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       598 | PA      | $316.71       | 0.00%             | 2025-08-07      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 7524042.SRDSQ                                       | 7524042.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7518 | PA      | $7212.34      | 0.00%             | 2025-08-22      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| FW3913164.SRDUP                                     | FW3913164.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       988 | PA      | $979.86       | 0.00%             | 2026-08-04      | Fixed         | 27.55%                | Yes           |                  3 | On Loan: No      |
| FW3954176.SRDUP                                     | FW3954176.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6729 | PA      | $6784.23      | 0.00%             | 2028-09-01      | Fixed         | 24.45%                | Yes           |                  3 | On Loan: No      |
| L3402156.SRDUP                                      | L3402156.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16182 | PA      | $16439.92     | 0.00%             | 2027-09-06      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| L3500563.SRDUP                                      | L3500563.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6585 | PA      | $6709.39      | 0.00%             | 2027-10-25      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| 206530320.SRDLC                                     | 206530320.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5350 | PA      | $5106.10      | 0.00%             | 2027-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206866684.SRDLC                                     | 206866684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5711 | PA      | $5455.09      | 0.00%             | 2027-02-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8839505.SRDSQ                                       | 8839505.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1552 | PA      | $1385.68      | 0.00%             | 2026-09-14      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8853957.SRDSQ                                       | 8853957.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21326 | PA      | $20141.33     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8179106.SRDSQ                                       | 8179106.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18291 | PA      | $15413.90     | 0.00%             | 2026-03-12      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8185279.SRDSQ                                       | 8185279.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       437 | PA      | $412.27       | 0.00%             | 2026-03-15      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 72.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -197 | NC      | $-122140.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 72.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -113 | NC      | $-51980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3295330.SRDUP                                      | L3295330.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13880 | PA      | $14135.92     | 0.00%             | 2027-07-20      | Fixed         | 17.04%                | Yes           |                  3 | On Loan: No      |
| L3298066.SRDUP                                      | L3298066.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13199 | PA      | $13458.15     | 0.00%             | 2027-12-21      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| L3541850.SRDUP                                      | L3541850.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       316 | PA      | $314.76       | 0.00%             | 2025-11-01      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| L3911680.SRDUP                                      | L3911680.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8700 | PA      | $8761.60      | 0.00%             | 2028-08-03      | Fixed         | 18.69%                | Yes           |                  3 | On Loan: No      |
| FW3954338.SRDUP                                     | FW3954338.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3110 | PA      | $3151.90      | 0.00%             | 2028-09-01      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| FW3956858.SRDUP                                     | FW3956858.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6222 | PA      | $5894.78      | 0.00%             | 2029-02-05      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| DRB5008505.SRDUP                                    | DRB5008505.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10640 | PA      | $10519.20     | 0.00%             | 2030-02-07      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| DRB5008645.SRDUP                                    | DRB5008645.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14327 | PA      | $13860.12     | 0.00%             | 2030-02-07      | Fixed         | 26.28%                | Yes           |                  3 | On Loan: No      |
| 8310081.SRDSQ                                       | 8310081.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     85872 | PA      | $83851.77     | 0.01%             | 2026-04-23      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8342456.SRDSQ                                       | 8342456.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11161 | PA      | $10873.07     | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM4008026.SRDUP                                    | CBM4008026.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2394 | PA      | $2280.32      | 0.00%             | 2029-03-21      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| CBM4985717.SRDUP                                    | CBM4985717.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47530 | PA      | $21395.99     | 0.00%             | 2030-02-05      | Fixed         | 27.16%                | Yes           |                  3 | On Loan: No      |
| L3298584.SRDUP                                      | L3298584.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4280 | PA      | $618.09       | 0.00%             | 2027-07-21      | Fixed         | 16.45%                | Yes           |                  3 | On Loan: No      |
| L3304669.SRDUP                                      | L3304669.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2827 | PA      | $2881.46      | 0.00%             | 2027-07-25      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| 8557429.SRDSQ                                       | 8557429.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13879 | PA      | $13475.86     | 0.00%             | 2026-07-03      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8566192.SRDSQ                                       | 8566192.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $1459.41      | 0.00%             | 2026-07-06      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L3913596.SRDUP                                      | L3913596.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7347 | PA      | $7499.11      | 0.00%             | 2028-08-04      | Fixed         | 12.87%                | Yes           |                  3 | On Loan: No      |
| L3913597.SRDUP                                      | L3913597.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13920 | PA      | $14152.15     | 0.00%             | 2028-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| DRB5009386.SRDUP                                    | DRB5009386.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8458 | PA      | $8177.97      | 0.00%             | 2030-02-07      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| DRB5177357.SRDUP                                    | DRB5177357.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4532.51      | 0.00%             | 2028-04-03      | Fixed         | 30.80%                | Yes           |                  3 | On Loan: No      |
| FW4005935.SRDUP                                     | FW4005935.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5128 | PA      | $5167.03      | 0.00%             | 2028-10-10      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| FW4008149.SRDUP                                     | FW4008149.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3779 | PA      | $2115.51      | 0.00%             | 2028-10-06      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 8345384.SRDSQ                                       | 8345384.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5369 | PA      | $5190.61      | 0.00%             | 2026-05-03      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8362250.SRDSQ                                       | 8362250.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4095 | PA      | $3900.32      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 207142341.SRDLC                                     | 207142341.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2898.75      | 0.00%             | 2026-03-11      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207345337.SRDLC                                     | 207345337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2570 | PA      | $2556.15      | 0.00%             | 2026-04-22      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8857741.SRDSQ                                       | 8857741.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3413 | PA      | $3216.38      | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8867585.SRDSQ                                       | 8867585.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4853 | PA      | $4476.49      | 0.00%             | 2026-09-20      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| L3304935.SRDUP                                      | L3304935.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2949 | PA      | $3007.85      | 0.00%             | 2027-07-25      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| L3310205.SRDUP                                      | L3310205.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       247 | PA      | $246.33       | 0.00%             | 2025-07-26      | Fixed         | 16.26%                | Yes           |                  3 | On Loan: No      |
| FW3295846.SRDUP                                     | FW3295846.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3023 | PA      | $3116.87      | 0.00%             | 2027-07-20      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| FW3298637.SRDUP                                     | FW3298637.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5984 | PA      | $6271.20      | 0.00%             | 2027-07-21      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| FW5008327.SRDUP                                     | FW5008327.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7818 | PA      | $7562.87      | 0.00%             | 2030-02-07      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| FW5178923.SRDUP                                     | FW5178923.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3467.31      | 0.00%             | 2028-04-03      | Fixed         | 22.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 127.25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -94 | NC      | $-1762.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 127.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -129 | NC      | $-2418.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4992465.SRDUP                                      | L4992465.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49468 | PA      | $21291.07     | 0.00%             | 2030-02-04      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| L4996409.SRDUP                                      | L4996409.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4413 | PA      | $4261.19      | 0.00%             | 2030-02-03      | Fixed         | 22.96%                | Yes           |                  3 | On Loan: No      |
| 8590846.SRDSQ                                       | 8590846.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7483 | PA      | $6871.32      | 0.00%             | 2026-07-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8596352.SRDSQ                                       | 8596352.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4713 | PA      | $4473.13      | 0.00%             | 2026-07-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 207830961.SRDLC                                     | 207830961.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14235 | PA      | $1272.58      | 0.00%             | 2029-04-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207987441.SRDLC                                     | 207987441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5495 | PA      | $5402.46      | 0.00%             | 2026-04-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5186167.SRDUP                                    | DRB5186167.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1678.93      | 0.00%             | 2030-04-07      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5186400.SRDUP                                    | DRB5186400.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35000 | PA      | $34569.44     | 0.00%             | 2030-04-07      | Fixed         | 26.86%                | Yes           |                  3 | On Loan: No      |
| FW5181280.SRDUP                                     | FW5181280.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3367.93      | 0.00%             | 2030-04-04      | Fixed         | 20.15%                | Yes           |                  3 | On Loan: No      |
| L3298192.SRDUP                                      | L3298192.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        97 | PA      | $97.09        | 0.00%             | 2025-07-22      | Fixed         | 11.35%                | Yes           |                  3 | On Loan: No      |
| 8369352.SRDSQ                                       | 8369352.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $4794.77      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8380704.SRDSQ                                       | 8380704.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7614 | PA      | $7364.86      | 0.00%             | 2026-05-14      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L5001817.SRDUP                                      | L5001817.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $6969.27      | 0.00%             | 2030-02-05      | Fixed         | 25.93%                | Yes           |                  3 | On Loan: No      |
| L5008303.SRDUP                                      | L5008303.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       921 | PA      | $906.18       | 0.00%             | 2028-02-07      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| DRB5000076.SRDUP                                    | DRB5000076.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $2184.73      | 0.00%             | 2030-02-04      | Fixed         | 31.69%                | Yes           |                  3 | On Loan: No      |
| DRB5008729.SRDUP                                    | DRB5008729.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4810 | PA      | $4650.66      | 0.00%             | 2030-02-07      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| DRB5187475.SRDUP                                    | DRB5187475.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6318.94      | 0.00%             | 2028-04-07      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| FW3295093.SRDUP                                     | FW3295093.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1262 | PA      | $1320.63      | 0.00%             | 2027-07-20      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| L5010650.SRDUP                                      | L5010650.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11425 | PA      | $11294.44     | 0.00%             | 2030-02-07      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| L5177018.SRDUP                                      | L5177018.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8477 | PA      | $8394.57      | 0.00%             | 2030-04-03      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| 8385491.SRDSQ                                       | 8385491.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $4198.89      | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8391489.SRDSQ                                       | 8391489.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2396 | PA      | $2288.87      | 0.00%             | 2026-05-18      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 7531094.SRDSQ                                       | 7531094.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $610.35       | 0.00%             | 2025-08-25      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 7642186.SRDSQ                                       | 7642186.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13431 | PA      | $12602.30     | 0.00%             | 2025-09-29      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 191434671.SRDLC                                     | 191434671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12522 | PA      | $12564.14     | 0.00%             | 2027-07-14      | Fixed         | 13.44%                | Yes           |                  3 | On Loan: No      |
| 192847951.SRDLC                                     | 192847951.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $783.50       | 0.00%             | 2025-08-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3298486.SRDUP                                     | FW3298486.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1493 | PA      | $1540.89      | 0.00%             | 2027-07-21      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| FW3322508.SRDUP                                     | FW3322508.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2940 | PA      | $2980.62      | 0.00%             | 2027-08-02      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| 8603615.SRDSQ                                       | 8603615.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8717 | PA      | $8346.69      | 0.00%             | 2026-07-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8608417.SRDSQ                                       | 8608417.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42368 | PA      | $40416.81     | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211321684.SRDLC                                     | 211321684.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16989 | PA      | $15677.41     | 0.00%             | 2027-10-03      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211372872.SRDLC                                     | 211372872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14824 | PA      | $14471.03     | 0.00%             | 2029-10-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| FW4008804.SRDUP                                     | FW4008804.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1080 | PA      | $1084.57      | 0.00%             | 2028-10-06      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW4013445.SRDUP                                     | FW4013445.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $999.97       | 0.00%             | 2028-10-10      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| 8400101.SRDSQ                                       | 8400101.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3841 | PA      | $3751.98      | 0.00%             | 2026-05-20      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8410686.SRDSQ                                       | 8410686.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1255 | PA      | $808.73       | 0.00%             | 2026-05-22      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| FW3336648.SRDUP                                     | FW3336648.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3515 | PA      | $3612.44      | 0.00%             | 2027-08-08      | Fixed         | 22.91%                | Yes           |                  3 | On Loan: No      |
| FW3343084.SRDUP                                     | FW3343084.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $96.05        | 0.00%             | 2027-08-10      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 73                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -104 | NC      | $-52000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 74.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-2210.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4009821.SRDUP                                     | FW4009821.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19207 | PA      | $19382.60     | 0.00%             | 2028-10-10      | Fixed         | 13.87%                | Yes           |                  3 | On Loan: No      |
| FW4012187.SRDUP                                     | FW4012187.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1082 | PA      | $1089.03      | 0.00%             | 2028-10-10      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| FW4999298.SRDUP                                     | FW4999298.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3979 | PA      | $3843.18      | 0.00%             | 2030-02-04      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| L3291879.SRDUP                                      | L3291879.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1046 | PA      | $1029.57      | 0.00%             | 2027-07-19      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| 210643991.SRDLC                                     | 210643991.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13167 | PA      | $12201.31     | 0.00%             | 2027-10-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211248796.SRDLC                                     | 211248796.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1568 | PA      | $1501.68      | 0.00%             | 2026-10-01      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8547422.SRDSQ                                       | 8547422.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1159 | PA      | $1127.96      | 0.00%             | 2026-06-30      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8559614.SRDSQ                                       | 8559614.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1155 | PA      | $1020.63      | 0.00%             | 2026-07-04      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| FW3344583.SRDUP                                     | FW3344583.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $735.15       | 0.00%             | 2027-08-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW3500435.SRDUP                                     | FW3500435.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1283 | PA      | $1342.25      | 0.00%             | 2027-10-13      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| 8612535.SRDSQ                                       | 8612535.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5491 | PA      | $4399.27      | 0.00%             | 2026-07-13      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8619256.SRDSQ                                       | 8619256.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4834 | PA      | $3607.18      | 0.00%             | 2026-07-15      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8823764.SRDSQ                                       | 8823764.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4571 | PA      | $4341.43      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8829044.SRDSQ                                       | 8829044.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14964 | PA      | $14132.99     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25C 75.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211452867.SRDLC                                     | 211452867.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $2620.40      | 0.00%             | 2028-10-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211475080.SRDLC                                     | 211475080.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3410 | PA      | $3374.65      | 0.00%             | 2027-10-10      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8604481.SRDSQ                                       | 8604481.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10101 | PA      | $9586.35      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8635670.SRDSQ                                       | 8635670.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11163 | PA      | $10704.76     | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3301977.SRDUP                                     | FW3301977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13677 | PA      | $14109.88     | 0.00%             | 2027-07-22      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3303289.SRDUP                                     | FW3303289.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       115 | PA      | $115.22       | 0.00%             | 2025-07-22      | Fixed         | 24.61%                | Yes           |                  3 | On Loan: No      |
| FW3542735.SRDUP                                     | FW3542735.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1513 | PA      | $1508.67      | 0.00%             | 2025-11-02      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| FW3909923.SRDUP                                     | FW3909923.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26367 | PA      | $26717.98     | 0.00%             | 2028-08-02      | Fixed         | 20.92%                | Yes           |                  3 | On Loan: No      |
| L3309665.SRDUP                                      | L3309665.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4829 | PA      | $4916.41      | 0.00%             | 2027-07-26      | Fixed         | 12.61%                | Yes           |                  3 | On Loan: No      |
| L3320380.SRDUP                                      | L3320380.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11392 | PA      | $11537.57     | 0.00%             | 2027-08-01      | Fixed         | 16.07%                | Yes           |                  3 | On Loan: No      |
| 185780292.SRDLC                                     | 185780292.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1880 | PA      | $1865.12      | 0.00%             | 2027-02-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187751211.SRDLC                                     | 187751211.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       223 | PA      | $19.97        | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 67.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 68                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-210.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211495534.SRDLC                                     | 211495534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4193 | PA      | $3944.58      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211581281.SRDLC                                     | 211581281.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6682 | PA      | $6654.75      | 0.00%             | 2028-10-23      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| FW5009798.SRDUP                                     | FW5009798.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6890 | PA      | $6660.29      | 0.00%             | 2030-02-07      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| FW5009856.SRDUP                                     | FW5009856.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6565 | PA      | $6350.36      | 0.00%             | 2030-02-07      | Fixed         | 31.87%                | Yes           |                  3 | On Loan: No      |
| L3312046.SRDUP                                      | L3312046.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12661 | PA      | $12861.69     | 0.00%             | 2027-07-27      | Fixed         | 10.36%                | Yes           |                  3 | On Loan: No      |
| L3325691.SRDUP                                      | L3325691.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14681 | PA      | $14896.64     | 0.00%             | 2027-08-02      | Fixed         | 9.81%                 | Yes           |                  3 | On Loan: No      |
| L3298680.SRDUP                                      | L3298680.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1860.64      | 0.00%             | 2027-07-21      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| L3309862.SRDUP                                      | L3309862.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9931 | PA      | $2621.02      | 0.00%             | 2027-12-26      | Fixed         | 10.63%                | Yes           |                  3 | On Loan: No      |
| L3325048.SRDUP                                      | L3325048.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2526 | PA      | $2512.07      | 0.00%             | 2025-08-02      | Fixed         | 18.54%                | Yes           |                  3 | On Loan: No      |
| L3327322.SRDUP                                      | L3327322.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3323 | PA      | $3416.74      | 0.00%             | 2027-08-03      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 188317779.SRDLC                                     | 188317779.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4523 | PA      | $4410.47      | 0.00%             | 2027-04-20      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 191628206.SRDLC                                     | 191628206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12167 | PA      | $12920.53     | 0.00%             | 2027-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW3910219.SRDUP                                     | FW3910219.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3867 | PA      | $3894.28      | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3954194.SRDUP                                     | FW3954194.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4996 | PA      | $5063.94      | 0.00%             | 2028-09-05      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| 211628722.SRDLC                                     | 211628722.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $1141.96      | 0.00%             | 2026-10-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211643865.SRDLC                                     | 211643865.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7783 | PA      | $7247.45      | 0.00%             | 2027-10-18      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| L3337137.SRDUP                                      | L3337137.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2235 | PA      | $2296.91      | 0.00%             | 2027-08-10      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| L3338664.SRDUP                                      | L3338664.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3877 | PA      | $2282.06      | 0.00%             | 2027-08-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8648028.SRDSQ                                       | 8648028.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5611 | PA      | $5251.99      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8662534.SRDSQ                                       | 8662534.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4471 | PA      | $3666.34      | 0.00%             | 2026-07-29      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 193897869.SRDLC                                     | 193897869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9855 | PA      | $2428.53      | 0.00%             | 2027-09-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 195175667.SRDLC                                     | 195175667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $239.97       | 0.00%             | 2025-10-28      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| L3333526.SRDUP                                      | L3333526.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1250 | PA      | $1269.04      | 0.00%             | 2027-08-05      | Fixed         | 16.48%                | Yes           |                  3 | On Loan: No      |
| L3334786.SRDUP                                      | L3334786.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4272 | PA      | $4337.38      | 0.00%             | 2027-08-06      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| FW3305447.SRDUP                                     | FW3305447.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3128 | PA      | $3188.69      | 0.00%             | 2027-07-25      | Fixed         | 17.58%                | Yes           |                  3 | On Loan: No      |
| FW3310939.SRDUP                                     | FW3310939.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2101 | PA      | $2149.71      | 0.00%             | 2027-07-26      | Fixed         | 23.96%                | Yes           |                  3 | On Loan: No      |
| FW3954483.SRDUP                                     | FW3954483.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1130 | PA      | $1137.11      | 0.00%             | 2028-09-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| FW4008646.SRDUP                                     | FW4008646.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       913 | PA      | $910.60       | 0.00%             | 2028-10-06      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| L3312295.SRDUP                                      | L3312295.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8096 | PA      | $8263.07      | 0.00%             | 2027-07-27      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3312509.SRDUP                                      | L3312509.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1941 | PA      | $1980.28      | 0.00%             | 2027-07-27      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| 8636555.SRDSQ                                       | 8636555.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3723 | PA      | $3535.82      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8644178.SRDSQ                                       | 8644178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2580 | PA      | $2502.59      | 0.00%             | 2026-07-23      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 211867631.SRDLC                                     | 211867631.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10107 | PA      | $9491.93      | 0.00%             | 2029-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211882008.SRDLC                                     | 211882008.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11402 | PA      | $11234.94     | 0.00%             | 2027-11-01      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 203483431.SRDLC                                     | 203483431.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1049 | PA      | $1051.52      | 0.00%             | 2025-08-17      | Fixed         | 14.73%                | Yes           |                  3 | On Loan: No      |
| 204692447.SRDLC                                     | 204692447.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4917 | PA      | $4954.29      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3312100.SRDUP                                     | FW3312100.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1284 | PA      | $1309.44      | 0.00%             | 2027-07-27      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| FW3320235.SRDUP                                     | FW3320235.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2926 | PA      | $3037.78      | 0.00%             | 2027-08-10      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| 8789265.SRDSQ                                       | 8789265.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5643 | PA      | $5332.60      | 0.00%             | 2026-09-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8794193.SRDSQ                                       | 8794193.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2632 | PA      | $2373.37      | 0.00%             | 2026-09-03      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| FW4009831.SRDUP                                     | FW4009831.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1169.90      | 0.00%             | 2028-10-10      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| FW5000097.SRDUP                                     | FW5000097.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4718 | PA      | $4549.56      | 0.00%             | 2028-02-04      | Fixed         | 29.57%                | Yes           |                  3 | On Loan: No      |
| FW5175936.SRDUP                                     | FW5175936.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1871.50      | 0.00%             | 2030-04-02      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| FW5181478.SRDUP                                     | FW5181478.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2278.00      | 0.00%             | 2030-04-04      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| L3335310.SRDUP                                      | L3335310.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2287 | PA      | $2321.85      | 0.00%             | 2027-08-05      | Fixed         | 17.09%                | Yes           |                  3 | On Loan: No      |
| L3337328.SRDUP                                      | L3337328.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3468 | PA      | $3522.62      | 0.00%             | 2027-08-08      | Fixed         | 18.14%                | Yes           |                  3 | On Loan: No      |
| 8867266.SRDSQ                                       | 8867266.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16313 | PA      | $15058.12     | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8867628.SRDSQ                                       | 8867628.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2450 | PA      | $2301.35      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8666822.SRDSQ                                       | 8666822.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49338 | PA      | $44217.70     | 0.00%             | 2026-07-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8786576.SRDSQ                                       | 8786576.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7728 | PA      | $7312.29      | 0.00%             | 2026-08-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3391407.SRDUP                                      | L3391407.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6994 | PA      | $7102.95      | 0.00%             | 2027-09-26      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L3500271.SRDUP                                      | L3500271.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27268 | PA      | $27794.13     | 0.00%             | 2027-10-13      | Fixed         | 13.28%                | Yes           |                  3 | On Loan: No      |
| 8798770.SRDSQ                                       | 8798770.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35222 | PA      | $33245.55     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8799076.SRDSQ                                       | 8799076.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3164 | PA      | $2992.37      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW5008561.SRDUP                                     | FW5008561.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1684 | PA      | $1644.52      | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW5176949.SRDUP                                     | FW5176949.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.60      | 0.00%             | 2030-04-03      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| L3342477.SRDUP                                      | L3342477.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1822 | PA      | $1876.34      | 0.00%             | 2027-08-09      | Fixed         | 23.12%                | Yes           |                  3 | On Loan: No      |
| L3500949.SRDUP                                      | L3500949.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19169 | PA      | $3851.98      | 0.00%             | 2028-03-13      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| 8809095.SRDSQ                                       | 8809095.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12711 | PA      | $11943.30     | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8812853.SRDSQ                                       | 8812853.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20772 | PA      | $19431.60     | 0.00%             | 2026-09-07      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5175618.SRDUP                                    | DRB5175618.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9000 | PA      | $8868.80      | 0.00%             | 2030-04-02      | Fixed         | 23.61%                | Yes           |                  3 | On Loan: No      |
| DRB5176475.SRDUP                                    | DRB5176475.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5814.77      | 0.00%             | 2030-04-03      | Fixed         | 30.53%                | Yes           |                  3 | On Loan: No      |
| 204985862.SRDLC                                     | 204985862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15377 | PA      | $15190.48     | 0.00%             | 2026-11-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205008355.SRDLC                                     | 205008355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14728 | PA      | $2577.06      | 0.00%             | 2029-07-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8788121.SRDSQ                                       | 8788121.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8005 | PA      | $6438.87      | 0.00%             | 2026-08-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8790723.SRDSQ                                       | 8790723.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9075 | PA      | $8628.17      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3501346.SRDUP                                      | L3501346.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2478 | PA      | $357.84       | 0.00%             | 2027-10-13      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L3542586.SRDUP                                      | L3542586.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4005 | PA      | $4053.32      | 0.00%             | 2027-11-01      | Fixed         | 12.21%                | Yes           |                  3 | On Loan: No      |
| 212072441.SRDLC                                     | 212072441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $2717.26      | 0.00%             | 2027-11-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212147696.SRDLC                                     | 212147696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3687 | PA      | $3455.28      | 0.00%             | 2027-11-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8823878.SRDSQ                                       | 8823878.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6053 | PA      | $5710.62      | 0.00%             | 2026-09-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8837917.SRDSQ                                       | 8837917.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7929 | PA      | $7226.22      | 0.00%             | 2026-09-13      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205154276.SRDLC                                     | 205154276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3191 | PA      | $3227.03      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205243406.SRDLC                                     | 205243406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12826 | PA      | $13015.25     | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3341816.SRDUP                                      | L3341816.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21683 | PA      | $21142.81     | 0.00%             | 2028-01-16      | Fixed         | 20.30%                | Yes           |                  3 | On Loan: No      |
| L3391640.SRDUP                                      | L3391640.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16746 | PA      | $17043.13     | 0.00%             | 2027-09-01      | Fixed         | 12.14%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 127.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -54 | NC      | $-1012.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 128                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -187 | NC      | $-3506.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5178857.SRDUP                                     | FW5178857.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $7687.99      | 0.00%             | 2030-04-03      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| L3295171.SRDUP                                      | L3295171.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1153 | PA      | $1172.99      | 0.00%             | 2027-07-20      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| 8803511.SRDSQ                                       | 8803511.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7409 | PA      | $7028.70      | 0.00%             | 2026-09-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8815958.SRDSQ                                       | 8815958.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4542 | PA      | $4263.60      | 0.00%             | 2026-09-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8844834.SRDSQ                                       | 8844834.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30657 | PA      | $28225.10     | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8853242.SRDSQ                                       | 8853242.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37751 | PA      | $35503.91     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3291096.SRDUP                                      | L3291096.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       714 | PA      | $737.50       | 0.00%             | 2027-07-19      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L3295998.SRDUP                                      | L3295998.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       661 | PA      | $341.90       | 0.00%             | 2025-07-21      | Fixed         | 11.03%                | Yes           |                  3 | On Loan: No      |
| 8858251.SRDSQ                                       | 8858251.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2881 | PA      | $2715.71      | 0.00%             | 2026-09-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8858736.SRDSQ                                       | 8858736.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30418 | PA      | $28575.08     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212436884.SRDLC                                     | 212436884.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9574 | PA      | $9055.88      | 0.00%             | 2029-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212437727.SRDLC                                     | 212437727.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36643 | PA      | $36485.84     | 0.00%             | 2027-11-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| L3909974.SRDUP                                      | L3909974.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4961 | PA      | $4997.01      | 0.00%             | 2028-08-02      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| L3910245.SRDUP                                      | L3910245.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5171 | PA      | $5160.97      | 0.00%             | 2026-08-02      | Fixed         | 19.86%                | Yes           |                  3 | On Loan: No      |
| 186834062.SRDLC                                     | 186834062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12498 | PA      | $12202.14     | 0.00%             | 2027-03-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 187229868.SRDLC                                     | 187229868.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $360.15       | 0.00%             | 2025-03-21      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8821847.SRDSQ                                       | 8821847.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8182 | PA      | $7713.75      | 0.00%             | 2026-09-11      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8823698.SRDSQ                                       | 8823698.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12289 | PA      | $11344.93     | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3302824.SRDUP                                      | L3302824.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8172 | PA      | $1675.91      | 0.00%             | 2027-07-28      | Fixed         | 13.35%                | Yes           |                  3 | On Loan: No      |
| L3305013.SRDUP                                      | L3305013.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1109 | PA      | $1124.11      | 0.00%             | 2027-07-25      | Fixed         | 9.95%                 | Yes           |                  3 | On Loan: No      |
| 8869547.SRDSQ                                       | 8869547.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8489 | PA      | $7919.53      | 0.00%             | 2026-09-20      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8873369.SRDSQ                                       | 8873369.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1701 | PA      | $1601.29      | 0.00%             | 2026-09-21      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8858134.SRDSQ                                       | 8858134.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10241 | PA      | $9454.82      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8875700.SRDSQ                                       | 8875700.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9791 | PA      | $9192.05      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 7650081.SRDSQ                                       | 7650081.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       151 | PA      | $141.95       | 0.00%             | 2025-10-02      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 7723298.SRDSQ                                       | 7723298.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2861 | PA      | $1583.75      | 0.00%             | 2025-10-25      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| FW3328185.SRDUP                                     | FW3328185.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       204 | PA      | $202.72       | 0.00%             | 2025-08-03      | Fixed         | 15.82%                | Yes           |                  3 | On Loan: No      |
| FW3335386.SRDUP                                     | FW3335386.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2943 | PA      | $3068.57      | 0.00%             | 2027-08-25      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| 212522626.SRDLC                                     | 212522626.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9471 | PA      | $8867.93      | 0.00%             | 2027-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212529272.SRDLC                                     | 212529272.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6680 | PA      | $6321.57      | 0.00%             | 2029-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211454037.SRDLC                                     | 211454037.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22214 | PA      | $21753.81     | 0.00%             | 2029-10-09      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 211479737.SRDLC                                     | 211479737.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3921 | PA      | $3765.79      | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8875459.SRDSQ                                       | 8875459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5148 | PA      | $4730.16      | 0.00%             | 2026-09-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8876521.SRDSQ                                       | 8876521.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1753.77      | 0.00%             | 2026-09-23      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| L3312566.SRDUP                                      | L3312566.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3108 | PA      | $3219.63      | 0.00%             | 2027-07-27      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| L3324892.SRDUP                                      | L3324892.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       689 | PA      | $699.74       | 0.00%             | 2027-08-05      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| L3911606.SRDUP                                      | L3911606.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2258 | PA      | $2276.85      | 0.00%             | 2028-08-03      | Fixed         | 16.00%                | Yes           |                  3 | On Loan: No      |
| L3958982.SRDUP                                      | L3958982.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32016 | PA      | $32421.23     | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| 8835606.SRDSQ                                       | 8835606.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9273 | PA      | $8618.68      | 0.00%             | 2026-09-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8838190.SRDSQ                                       | 8838190.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5277 | PA      | $4348.89      | 0.00%             | 2026-09-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8367550.SRDSQ                                       | 8367550.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3675 | PA      | $3557.72      | 0.00%             | 2026-05-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8370022.SRDSQ                                       | 8370022.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8202 | PA      | $7840.08      | 0.00%             | 2026-05-11      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 213345457.SRDLC                                     | 213345457.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3708 | PA      | $3575.23      | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213365097.SRDLC                                     | 213365097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14684 | PA      | $14073.77     | 0.00%             | 2030-01-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8876805.SRDSQ                                       | 8876805.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3894 | PA      | $3619.91      | 0.00%             | 2026-09-23      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8896251.SRDSQ                                       | 8896251.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4724 | PA      | $4413.03      | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 68.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -35 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 69                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -59 | NC      | $-1180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5010025.SRDUP                                    | DRB5010025.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9820 | PA      | $9498.80      | 0.00%             | 2030-02-07      | Fixed         | 26.23%                | Yes           |                  3 | On Loan: No      |
| DRB5181414.SRDUP                                    | DRB5181414.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8900 | PA      | $8777.84      | 0.00%             | 2030-04-04      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| DRB5176909.SRDUP                                    | DRB5176909.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1600 | PA      | $1577.02      | 0.00%             | 2030-04-03      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5177274.SRDUP                                    | DRB5177274.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5679 | PA      | $5599.12      | 0.00%             | 2030-04-03      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| 211603115.SRDLC                                     | 211603115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12274 | PA      | $11572.85     | 0.00%             | 2027-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212518697.SRDLC                                     | 212518697.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1574 | PA      | $1510.05      | 0.00%             | 2026-11-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8840004.SRDSQ                                       | 8840004.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7178 | PA      | $6708.47      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8841684.SRDSQ                                       | 8841684.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30299 | PA      | $27746.14     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L3329098.SRDUP                                      | L3329098.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5614 | PA      | $5700.91      | 0.00%             | 2027-08-15      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| L3332419.SRDUP                                      | L3332419.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3096 | PA      | $3176.79      | 0.00%             | 2027-08-04      | Fixed         | 21.12%                | Yes           |                  3 | On Loan: No      |
| 213699659.SRDLC                                     | 213699659.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6307 | PA      | $6152.29      | 0.00%             | 2028-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213714822.SRDLC                                     | 213714822.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37030 | PA      | $36806.63     | 0.00%             | 2028-01-24      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 8875578.SRDSQ                                       | 8875578.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2526 | PA      | $2357.58      | 0.00%             | 2026-09-22      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 8881313.SRDSQ                                       | 8881313.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4502 | PA      | $4240.66      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8373150.SRDSQ                                       | 8373150.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8536 | PA      | $8244.57      | 0.00%             | 2026-05-12      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8376770.SRDSQ                                       | 8376770.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2954 | PA      | $2843.91      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L4008676.SRDUP                                      | L4008676.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7142 | PA      | $7122.46      | 0.00%             | 2026-10-06      | Fixed         | 13.72%                | Yes           |                  3 | On Loan: No      |
| L4014639.SRDUP                                      | L4014639.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12853 | PA      | $13106.64     | 0.00%             | 2028-10-10      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| 8881553.SRDSQ                                       | 8881553.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10147 | PA      | $9393.62      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8888466.SRDSQ                                       | 8888466.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2189 | PA      | $2090.16      | 0.00%             | 2026-09-26      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| CBM3913207.SRDUP                                    | CBM3913207.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5551.65      | 0.00%             | 2028-08-04      | Fixed         | 24.08%                | Yes           |                  3 | On Loan: No      |
| CBM4008239.SRDUP                                    | CBM4008239.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4577 | PA      | $4597.25      | 0.00%             | 2028-10-06      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| L3501081.SRDUP                                      | L3501081.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5289 | PA      | $5464.33      | 0.00%             | 2027-10-13      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| L3542922.SRDUP                                      | L3542922.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8378 | PA      | $8603.79      | 0.00%             | 2027-11-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| 207556646.SRDLC                                     | 207556646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $7842.32      | 0.00%             | 2027-04-07      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| 210780869.SRDLC                                     | 210780869.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2555 | PA      | $2429.80      | 0.00%             | 2027-01-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8888494.SRDSQ                                       | 8888494.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2055 | PA      | $1933.14      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8888639.SRDSQ                                       | 8888639.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1654 | PA      | $1563.63      | 0.00%             | 2026-09-26      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8845392.SRDSQ                                       | 8845392.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21860 | PA      | $19783.89     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8855650.SRDSQ                                       | 8855650.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30460 | PA      | $28557.18     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 128.25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25P 128.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3394733.SRDUP                                     | FW3394733.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $971.25       | 0.00%             | 2025-09-02      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| FW3395244.SRDUP                                     | FW3395244.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4521 | PA      | $941.43       | 0.00%             | 2027-09-02      | Fixed         | 34.35%                | Yes           |                  3 | On Loan: No      |
| 211030084.SRDLC                                     | 211030084.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2601 | PA      | $2522.20      | 0.00%             | 2026-09-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211266825.SRDLC                                     | 211266825.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5241 | PA      | $4903.85      | 0.00%             | 2027-10-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 69.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -84 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun25P 70                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -15 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3298614.SRDUP                                      | L3298614.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7891 | PA      | $8045.76      | 0.00%             | 2027-07-27      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| L3310462.SRDUP                                      | L3310462.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       496 | PA      | $495.56       | 0.00%             | 2025-07-26      | Fixed         | 16.12%                | Yes           |                  3 | On Loan: No      |
| CBM3911399.SRDUP                                    | CBM3911399.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3453 | PA      | $3498.52      | 0.00%             | 2028-08-02      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| CBM3913262.SRDUP                                    | CBM3913262.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11539 | PA      | $11694.27     | 0.00%             | 2028-08-04      | Fixed         | 20.06%                | Yes           |                  3 | On Loan: No      |
| 8894607.SRDSQ                                       | 8894607.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5791 | PA      | $5427.81      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3914003.SRDUP                                    | CBM3914003.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2207 | PA      | $2201.02      | 0.00%             | 2026-08-04      | Fixed         | 23.25%                | Yes           |                  3 | On Loan: No      |
| 212488555.SRDLC                                     | 212488555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3591 | PA      | $3384.84      | 0.00%             | 2027-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212488930.SRDLC                                     | 212488930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3619 | PA      | $3373.03      | 0.00%             | 2027-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25C 3610                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -69 | NC      | $-58650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3035                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-14280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5178785.SRDUP                                    | CBM5178785.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2495.11      | 0.00%             | 2030-04-03      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| DRB4998093.SRDUP                                    | DRB4998093.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $1139.05      | 0.00%             | 2030-02-04      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| 8865447.SRDSQ                                       | 8865447.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23288 | PA      | $21878.51     | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8866993.SRDSQ                                       | 8866993.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20464 | PA      | $18960.53     | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| CBM5006777.SRDUP                                    | CBM5006777.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12712 | PA      | $12459.46     | 0.00%             | 2030-02-06      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| DRB5001819.SRDUP                                    | DRB5001819.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5390 | PA      | $5209.54      | 0.00%             | 2030-02-05      | Fixed         | 27.28%                | Yes           |                  3 | On Loan: No      |
| 213937786.SRDLC                                     | 213937786.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9296 | PA      | $9187.87      | 0.00%             | 2028-01-27      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 213973570.SRDLC                                     | 213973570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18078 | PA      | $17968.80     | 0.00%             | 2028-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 206509020.SRDLC                                     | 206509020.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9220 | PA      | $8776.08      | 0.00%             | 2027-02-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206579508.SRDLC                                     | 206579508.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18924 | PA      | $0.00         | 0.00%             | 2028-01-25      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L3910115.SRDUP                                      | L3910115.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30194 | PA      | $30631.90     | 0.00%             | 2028-08-02      | Fixed         | 20.80%                | Yes           |                  3 | On Loan: No      |
| L3912961.SRDUP                                      | L3912961.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1925 | PA      | $1957.53      | 0.00%             | 2028-08-03      | Fixed         | 10.62%                | Yes           |                  3 | On Loan: No      |
| DRB5008512.SRDUP                                    | DRB5008512.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5806 | PA      | $5612.26      | 0.00%             | 2030-02-07      | Fixed         | 31.19%                | Yes           |                  3 | On Loan: No      |
| DRB5009211.SRDUP                                    | DRB5009211.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5672 | PA      | $5486.77      | 0.00%             | 2030-02-07      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| 8881139.SRDSQ                                       | 8881139.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       426 | PA      | $388.78       | 0.00%             | 2026-09-25      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class A                                         | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1081000 | PA      | $1083677.64   | 0.07%             | 2027-11-26      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| L4998509.SRDUP                                      | L4998509.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7423 | PA      | $7334.85      | 0.00%             | 2030-02-04      | Fixed         | 15.41%                | Yes           |                  3 | On Loan: No      |
| L4999617.SRDUP                                      | L4999617.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       911 | PA      | $890.31       | 0.00%             | 2028-02-04      | Fixed         | 19.54%                | Yes           |                  3 | On Loan: No      |
| 187547337.SRDLC                                     | 187547337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $160.29       | 0.00%             | 2025-03-30      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187732651.SRDLC                                     | 187732651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1605 | PA      | $1609.90      | 0.00%             | 2025-08-28      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| L3305582.SRDUP                                      | L3305582.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1817 | PA      | $1854.02      | 0.00%             | 2027-07-25      | Fixed         | 11.14%                | Yes           |                  3 | On Loan: No      |
| L3312488.SRDUP                                      | L3312488.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8740 | PA      | $9052.78      | 0.00%             | 2027-07-27      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| DRB5181461.SRDUP                                    | DRB5181461.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7500 | PA      | $7394.69      | 0.00%             | 2030-04-04      | Fixed         | 32.24%                | Yes           |                  3 | On Loan: No      |
| FW3291332.SRDUP                                     | FW3291332.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1603 | PA      | $1649.00      | 0.00%             | 2027-07-19      | Fixed         | 25.05%                | Yes           |                  3 | On Loan: No      |
| CBM3913457.SRDUP                                    | CBM3913457.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1523 | PA      | $1544.42      | 0.00%             | 2028-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| CBM4011440.SRDUP                                    | CBM4011440.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       849 | PA      | $565.73       | 0.00%             | 2028-10-10      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| 8377466.SRDSQ                                       | 8377466.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2501 | PA      | $919.15       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8381971.SRDSQ                                       | 8381971.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16747 | PA      | $16384.54     | 0.00%             | 2026-05-14      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L3331127.SRDUP                                      | L3331127.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       716 | PA      | $735.07       | 0.00%             | 2027-08-04      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L3332224.SRDUP                                      | L3332224.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $814.36       | 0.00%             | 2027-08-04      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 214364354.SRDLC                                     | 214364354.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5842 | PA      | $5689.45      | 0.00%             | 2029-02-13      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214394838.SRDLC                                     | 214394838.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $906.26       | 0.00%             | 2027-02-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.145                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-14062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1475                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-5550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8385258.SRDSQ                                       | 8385258.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1187 | PA      | $1158.84      | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8387905.SRDSQ                                       | 8387905.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9347 | PA      | $9029.86      | 0.00%             | 2026-05-16      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L5001861.SRDUP                                      | L5001861.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15691 | PA      | $15167.22     | 0.00%             | 2030-02-16      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| L5004849.SRDUP                                      | L5004849.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5286 | PA      | $5161.90      | 0.00%             | 2030-02-06      | Fixed         | 22.69%                | Yes           |                  3 | On Loan: No      |
| 193378827.SRDLC                                     | 193378827.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10348 | PA      | $925.11       | 0.00%             | 2025-09-27      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 194714833.SRDLC                                     | 194714833.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4523 | PA      | $404.32       | 0.00%             | 2027-10-04      | Fixed         | 22.01%                | Yes           |                  3 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class B                                         | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1023000 | PA      | $1023728.38   | 0.06%             | 2027-11-26      | Floating      | 13.78%                | Yes           |                  2 | On Loan: No      |
| 8888522.SRDSQ                                       | 8888522.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19626 | PA      | $18461.84     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5177029.SRDUP                                    | DRB5177029.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35500 | PA      | $34987.31     | 0.00%             | 2030-04-03      | Fixed         | 30.45%                | Yes           |                  3 | On Loan: No      |
| DRB5177242.SRDUP                                    | DRB5177242.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29500 | PA      | $29071.97     | 0.00%             | 2030-04-03      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| L5001874.SRDUP                                      | L5001874.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15691 | PA      | $15167.33     | 0.00%             | 2030-02-05      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| L5008741.SRDUP                                      | L5008741.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5578 | PA      | $5467.81      | 0.00%             | 2030-02-07      | Fixed         | 18.82%                | Yes           |                  3 | On Loan: No      |
| 214883819.SRDLC                                     | 214883819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34165 | PA      | $33893.54     | 0.00%             | 2028-03-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214892069.SRDLC                                     | 214892069.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24385 | PA      | $24278.68     | 0.00%             | 2028-03-12      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| DRB5002738.SRDUP                                    | DRB5002738.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13341 | PA      | $5977.58      | 0.00%             | 2030-02-05      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| DRB5007519.SRDUP                                    | DRB5007519.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2601 | PA      | $2510.72      | 0.00%             | 2028-02-06      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| 8412916.SRDSQ                                       | 8412916.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23151 | PA      | $22001.92     | 0.00%             | 2026-05-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8414682.SRDSQ                                       | 8414682.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1891.47      | 0.00%             | 2026-05-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3298546.SRDUP                                     | FW3298546.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       790 | PA      | $824.92       | 0.00%             | 2027-07-21      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW3308055.SRDUP                                     | FW3308055.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1619 | PA      | $1678.16      | 0.00%             | 2027-07-28      | Fixed         | 27.97%                | Yes           |                  3 | On Loan: No      |
| L5010695.SRDUP                                      | L5010695.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2736 | PA      | $2704.32      | 0.00%             | 2030-02-07      | Fixed         | 16.04%                | Yes           |                  3 | On Loan: No      |
| L5177430.SRDUP                                      | L5177430.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23992 | PA      | $23662.55     | 0.00%             | 2028-04-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211249682.SRDLC                                     | 211249682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1757 | PA      | $1628.23      | 0.00%             | 2027-10-01      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7667423.SRDSQ                                       | 7667423.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $611.53       | 0.00%             | 2025-10-05      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| L3334644.SRDUP                                      | L3334644.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8162 | PA      | $8287.67      | 0.00%             | 2027-08-05      | Fixed         | 16.25%                | Yes           |                  3 | On Loan: No      |
| L3334820.SRDUP                                      | L3334820.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2088 | PA      | $2141.44      | 0.00%             | 2027-08-05      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 204537671.SRDLC                                     | 204537671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8159 | PA      | $7992.85      | 0.00%             | 2026-10-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204637099.SRDLC                                     | 204637099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11526 | PA      | $11630.03     | 0.00%             | 2028-11-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5178717.SRDUP                                    | DRB5178717.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13200 | PA      | $13065.98     | 0.00%             | 2030-04-03      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| DRB5181330.SRDUP                                    | DRB5181330.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30085 | PA      | $29674.92     | 0.00%             | 2030-04-04      | Fixed         | 31.11%                | Yes           |                  3 | On Loan: No      |
| L5006674.SRDUP                                      | L5006674.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3425 | PA      | $3383.91      | 0.00%             | 2030-02-06      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| L5007009.SRDUP                                      | L5007009.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       959 | PA      | $948.30       | 0.00%             | 2030-02-06      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| FW3320139.SRDUP                                     | FW3320139.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7171 | PA      | $7377.22      | 0.00%             | 2028-06-01      | Fixed         | 25.88%                | Yes           |                  3 | On Loan: No      |
| FW3321322.SRDUP                                     | FW3321322.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3590 | PA      | $3566.88      | 0.00%             | 2025-08-04      | Fixed         | 25.00%                | Yes           |                  3 | On Loan: No      |
| 8638946.SRDSQ                                       | 8638946.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6462 | PA      | $6126.30      | 0.00%             | 2026-07-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM5178188.SRDUP                                    | CBM5178188.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2034 | PA      | $2006.13      | 0.00%             | 2028-04-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210751795.SRDLC                                     | 210751795.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23050 | PA      | $22931.98     | 0.00%             | 2027-09-29      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 210896161.SRDLC                                     | 210896161.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2079 | PA      | $1998.88      | 0.00%             | 2027-09-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8418801.SRDSQ                                       | 8418801.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1010 | PA      | $952.89       | 0.00%             | 2026-05-25      | Fixed         | 6.56%                 | Yes           |                  3 | On Loan: No      |
| 8419384.SRDSQ                                       | 8419384.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6660 | PA      | $5924.85      | 0.00%             | 2026-05-25      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L5004620.SRDUP                                      | L5004620.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5239 | PA      | $5133.47      | 0.00%             | 2030-02-05      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| L5009785.SRDUP                                      | L5009785.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11173 | PA      | $10912.65     | 0.00%             | 2030-02-07      | Fixed         | 21.94%                | Yes           |                  3 | On Loan: No      |
| 204685321.SRDLC                                     | 204685321.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4743 | PA      | $4694.67      | 0.00%             | 2026-10-17      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205291372.SRDLC                                     | 205291372.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9827 | PA      | $9600.00      | 0.00%             | 2026-11-30      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L5007512.SRDUP                                      | L5007512.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2150 | PA      | $2124.94      | 0.00%             | 2030-02-07      | Fixed         | 16.15%                | Yes           |                  3 | On Loan: No      |
| L5008312.SRDUP                                      | L5008312.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2352 | PA      | $2304.71      | 0.00%             | 2030-02-07      | Fixed         | 21.52%                | Yes           |                  3 | On Loan: No      |
| DRB5186520.SRDUP                                    | DRB5186520.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9800 | PA      | $9676.77      | 0.00%             | 2028-04-07      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3284922.SRDUP                                     | FW3284922.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1079 | PA      | $1092.57      | 0.00%             | 2028-05-20      | Fixed         | 15.01%                | Yes           |                  3 | On Loan: No      |
| FW3292131.SRDUP                                     | FW3292131.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3005 | PA      | $3062.06      | 0.00%             | 2027-07-19      | Fixed         | 14.01%                | Yes           |                  3 | On Loan: No      |
| FW3393823.SRDUP                                     | FW3393823.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25712 | PA      | $26327.08     | 0.00%             | 2027-09-16      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| FW3325086.SRDUP                                     | FW3325086.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1613 | PA      | $1672.72      | 0.00%             | 2027-08-02      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW3331251.SRDUP                                     | FW3331251.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2068 | PA      | $2128.24      | 0.00%             | 2027-08-04      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| 8547524.SRDSQ                                       | 8547524.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34122 | PA      | $32609.69     | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8593671.SRDSQ                                       | 8593671.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8528 | PA      | $8166.32      | 0.00%             | 2026-07-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3401194.SRDUP                                      | L3401194.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4459 | PA      | $4590.53      | 0.00%             | 2028-02-06      | Fixed         | 22.61%                | Yes           |                  3 | On Loan: No      |
| L3542906.SRDUP                                      | L3542906.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1021 | PA      | $1018.14      | 0.00%             | 2025-11-05      | Fixed         | 20.56%                | Yes           |                  3 | On Loan: No      |
| 213960121.SRDLC                                     | 213960121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31702 | PA      | $31458.56     | 0.00%             | 2030-01-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 214257004.SRDLC                                     | 214257004.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37185 | PA      | $36854.55     | 0.00%             | 2027-02-21      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 205827522.SRDLC                                     | 205827522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16794 | PA      | $16247.00     | 0.00%             | 2028-12-31      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 206487459.SRDLC                                     | 206487459.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4061 | PA      | $4019.92      | 0.00%             | 2026-02-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8871388.SRDSQ                                       | 8871388.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4347 | PA      | $4027.85      | 0.00%             | 2026-09-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8872229.SRDSQ                                       | 8872229.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1318 | PA      | $1212.88      | 0.00%             | 2026-09-21      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CAD/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2156517.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 10000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-183000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5010133.SRDUP                                    | DRB5010133.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1279 | PA      | $1236.16      | 0.00%             | 2030-02-07      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| DRB5010176.SRDUP                                    | DRB5010176.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $5418.30      | 0.00%             | 2030-02-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| FW3305037.SRDUP                                     | FW3305037.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       727 | PA      | $753.41       | 0.00%             | 2027-07-25      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3305654.SRDUP                                     | FW3305654.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32749 | PA      | $33480.75     | 0.00%             | 2028-05-25      | Fixed         | 14.13%                | Yes           |                  3 | On Loan: No      |
| 192662250.SRDLC                                     | 192662250.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3970 | PA      | $3964.13      | 0.00%             | 2025-08-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203912524.SRDLC                                     | 203912524.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18014 | PA      | $17733.15     | 0.00%             | 2028-09-11      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| DRB5177750.SRDUP                                    | DRB5177750.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9200 | PA      | $9066.46      | 0.00%             | 2030-04-03      | Fixed         | 31.91%                | Yes           |                  3 | On Loan: No      |
| DRB5178316.SRDUP                                    | DRB5178316.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8600 | PA      | $8477.87      | 0.00%             | 2030-04-03      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW3337412.SRDUP                                     | FW3337412.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18539 | PA      | $18885.93     | 0.00%             | 2027-08-08      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| FW3342541.SRDUP                                     | FW3342541.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1393.65      | 0.00%             | 2027-08-09      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| FW3911724.SRDUP                                     | FW3911724.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       978 | PA      | $968.42       | 0.00%             | 2026-08-03      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| FW3913202.SRDUP                                     | FW3913202.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4026 | PA      | $4059.25      | 0.00%             | 2028-08-04      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 10100                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-172500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 10200                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-162000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8610218.SRDSQ                                       | 8610218.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2159 | PA      | $1644.27      | 0.00%             | 2026-07-12      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8610259.SRDSQ                                       | 8610259.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       460 | PA      | $133.81       | 0.00%             | 2026-07-12      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| FW3310561.SRDUP                                     | FW3310561.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1508.68      | 0.00%             | 2027-07-26      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3312129.SRDUP                                     | FW3312129.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1504 | PA      | $311.36       | 0.00%             | 2027-07-27      | Fixed         | 16.47%                | Yes           |                  3 | On Loan: No      |
| DRB5175697.SRDUP                                    | DRB5175697.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1160 | PA      | $1143.63      | 0.00%             | 2028-04-02      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| DRB5175845.SRDUP                                    | DRB5175845.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2856.56      | 0.00%             | 2030-04-02      | Fixed         | 31.39%                | Yes           |                  3 | On Loan: No      |
| L3312194.SRDUP                                      | L3312194.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1699.33      | 0.00%             | 2025-12-27      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| L3320129.SRDUP                                      | L3320129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $1149.56      | 0.00%             | 2027-08-01      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| 215054900.SRDLC                                     | 215054900.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18000 | PA      | $17528.24     | 0.00%             | 2030-04-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 7723624.SRDSQ                                       | 7723624.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       908 | PA      | $830.47       | 0.00%             | 2025-10-25      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| L5009957.SRDUP                                      | L5009957.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2059 | PA      | $2011.07      | 0.00%             | 2030-02-07      | Fixed         | 23.11%                | Yes           |                  3 | On Loan: No      |
| L5178656.SRDUP                                      | L5178656.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4400 | PA      | $4365.09      | 0.00%             | 2030-04-03      | Fixed         | 19.40%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 10300                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-152500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 10500                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-135500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8613851.SRDSQ                                       | 8613851.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9141 | PA      | $8673.26      | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8631967.SRDSQ                                       | 8631967.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27129 | PA      | $25333.02     | 0.00%             | 2026-07-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3312420.SRDUP                                     | FW3312420.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       534 | PA      | $556.19       | 0.00%             | 2027-07-27      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3319942.SRDUP                                     | FW3319942.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2236 | PA      | $2317.69      | 0.00%             | 2027-08-01      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| 204271092.SRDLC                                     | 204271092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28302 | PA      | $27904.82     | 0.00%             | 2028-09-25      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 204652983.SRDLC                                     | 204652983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6128 | PA      | $6219.80      | 0.00%             | 2028-10-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5179316.SRDUP                                    | DRB5179316.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3252.13      | 0.00%             | 2030-04-03      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| DRB5179958.SRDUP                                    | DRB5179958.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2969.99      | 0.00%             | 2030-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3332232.SRDUP                                     | FW3332232.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12418 | PA      | $6841.36      | 0.00%             | 2028-01-04      | Fixed         | 25.14%                | Yes           |                  3 | On Loan: No      |
| FW3342498.SRDUP                                     | FW3342498.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9665 | PA      | $9819.90      | 0.00%             | 2027-08-09      | Fixed         | 18.28%                | Yes           |                  3 | On Loan: No      |
| 8637166.SRDSQ                                       | 8637166.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1338 | PA      | $1242.06      | 0.00%             | 2026-07-21      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 8800800.SRDSQ                                       | 8800800.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2328 | PA      | $2165.95      | 0.00%             | 2026-09-05      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ CURRENCY FUT   Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2156 | NC      | $1403412.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CAC40 10 EURO FUT May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       106 | NC      | $400549.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L5008568.SRDUP                                      | L5008568.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1663 | PA      | $1624.27      | 0.00%             | 2030-02-07      | Fixed         | 21.72%                | Yes           |                  3 | On Loan: No      |
| L5008893.SRDUP                                      | L5008893.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9786 | PA      | $9470.04      | 0.00%             | 2030-02-07      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| 205091740.SRDLC                                     | 205091740.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4272 | PA      | $4321.32      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205193379.SRDLC                                     | 205193379.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19442 | PA      | $19469.75     | 0.00%             | 2028-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| DRB5181359.SRDUP                                    | DRB5181359.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2268.11      | 0.00%             | 2030-04-04      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| DRB5186650.SRDUP                                    | DRB5186650.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5629.57      | 0.00%             | 2030-04-07      | Fixed         | 27.93%                | Yes           |                  3 | On Loan: No      |
| L3336939.SRDUP                                      | L3336939.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1541.31      | 0.00%             | 2027-08-08      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3342388.SRDUP                                      | L3342388.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       264 | PA      | $265.32       | 0.00%             | 2027-08-09      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| FW3342780.SRDUP                                     | FW3342780.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18411 | PA      | $18954.48     | 0.00%             | 2027-08-24      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| FW3393442.SRDUP                                     | FW3393442.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5533 | PA      | $5617.19      | 0.00%             | 2027-09-02      | Fixed         | 11.33%                | Yes           |                  3 | On Loan: No      |
| 8651213.SRDSQ                                       | 8651213.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4250 | PA      | $4120.73      | 0.00%             | 2026-07-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8655636.SRDSQ                                       | 8655636.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       737 | PA      | $660.69       | 0.00%             | 2026-07-27      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 215064273.SRDLC                                     | 215064273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10867 | PA      | $10544.74     | 0.00%             | 2029-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215089498.SRDLC                                     | 215089498.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18787 | PA      | $18556.01     | 0.00%             | 2030-03-19      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| DRB5181186.SRDUP                                    | DRB5181186.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1190.51      | 0.00%             | 2030-04-04      | Fixed         | 24.75%                | Yes           |                  3 | On Loan: No      |
| DRB5181313.SRDUP                                    | DRB5181313.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6900.81      | 0.00%             | 2028-04-04      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| FW3499818.SRDUP                                     | FW3499818.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2108 | PA      | $2178.41      | 0.00%             | 2027-10-13      | Fixed         | 19.72%                | Yes           |                  3 | On Loan: No      |
| FW3500625.SRDUP                                     | FW3500625.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       250 | PA      | $250.30       | 0.00%             | 2025-10-13      | Fixed         | 27.39%                | Yes           |                  3 | On Loan: No      |
| FW3320295.SRDUP                                     | FW3320295.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2504 | PA      | $2570.18      | 0.00%             | 2028-01-01      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3341659.SRDUP                                     | FW3341659.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27351 | PA      | $3949.48      | 0.00%             | 2027-08-09      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| L5177171.SRDUP                                      | L5177171.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16000 | PA      | $15896.67     | 0.00%             | 2028-04-03      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L5177282.SRDUP                                      | L5177282.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8000 | PA      | $7920.57      | 0.00%             | 2030-04-03      | Fixed         | 23.57%                | Yes           |                  3 | On Loan: No      |
| 8157043.SRDSQ                                       | 8157043.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12507 | PA      | $9591.20      | 0.00%             | 2026-03-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8164343.SRDSQ                                       | 8164343.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1512.98      | 0.00%             | 2026-03-09      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW3499993.SRDUP                                     | FW3499993.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4105 | PA      | $4177.66      | 0.00%             | 2027-10-13      | Fixed         | 18.48%                | Yes           |                  3 | On Loan: No      |
| FW3501262.SRDUP                                     | FW3501262.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2019 | PA      | $2112.99      | 0.00%             | 2027-10-13      | Fixed         | 29.26%                | Yes           |                  3 | On Loan: No      |
| FW4011964.SRDUP                                     | FW4011964.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19777 | PA      | $19734.15     | 0.00%             | 2026-10-10      | Fixed         | 10.66%                | Yes           |                  3 | On Loan: No      |
| FW4012684.SRDUP                                     | FW4012684.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4851 | PA      | $4887.11      | 0.00%             | 2028-10-10      | Fixed         | 24.63%                | Yes           |                  3 | On Loan: No      |
| 8809870.SRDSQ                                       | 8809870.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9485 | PA      | $8924.23      | 0.00%             | 2026-09-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8813033.SRDSQ                                       | 8813033.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1398 | PA      | $1296.16      | 0.00%             | 2026-09-07      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| L5177288.SRDUP                                      | L5177288.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12200 | PA      | $12178.03     | 0.00%             | 2030-04-03      | Fixed         | 12.44%                | Yes           |                  3 | On Loan: No      |
| L5178228.SRDUP                                      | L5178228.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6667.50      | 0.00%             | 2030-04-03      | Fixed         | 20.90%                | Yes           |                  3 | On Loan: No      |
| FW3342751.SRDUP                                     | FW3342751.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35444 | PA      | $5118.07      | 0.00%             | 2027-08-09      | Fixed         | 23.38%                | Yes           |                  3 | On Loan: No      |
| FW3344925.SRDUP                                     | FW3344925.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3847 | PA      | $3865.01      | 0.00%             | 2028-01-25      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| 205232442.SRDLC                                     | 205232442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8930 | PA      | $8611.50      | 0.00%             | 2027-05-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205247816.SRDLC                                     | 205247816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14620 | PA      | $14937.64     | 0.00%             | 2028-11-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3542470.SRDUP                                     | FW3542470.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4310 | PA      | $4536.63      | 0.00%             | 2027-11-02      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW3542975.SRDUP                                     | FW3542975.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1780 | PA      | $1786.38      | 0.00%             | 2026-04-02      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| 8618171.SRDSQ                                       | 8618171.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3295 | PA      | $3140.47      | 0.00%             | 2026-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8624621.SRDSQ                                       | 8624621.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3110 | PA      | $2908.93      | 0.00%             | 2026-07-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3337668.SRDUP                                      | L3337668.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2240 | PA      | $2160.75      | 0.00%             | 2027-08-23      | Fixed         | 18.62%                | Yes           |                  3 | On Loan: No      |
| L3342573.SRDUP                                      | L3342573.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3503 | PA      | $3598.85      | 0.00%             | 2027-08-09      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| 8890584.SRDSQ                                       | 8890584.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1387.06      | 0.00%             | 2026-09-26      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2022-1 Class A                                    | CUSIP: 89141WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4429000 | PA      | $4439653.96   | 0.27%             | 2025-06-06      | Floating      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.15                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-4650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2025-1 Class A                                         | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1612559.30   | 0.10%             | 2028-04-06      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| FW3393879.SRDUP                                     | FW3393879.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       555 | PA      | $552.13       | 0.00%             | 2025-09-02      | Fixed         | 23.64%                | Yes           |                  3 | On Loan: No      |
| FW3501022.SRDUP                                     | FW3501022.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25487 | PA      | $26019.02     | 0.00%             | 2027-10-13      | Fixed         | 11.80%                | Yes           |                  3 | On Loan: No      |
| L5179870.SRDUP                                      | L5179870.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28000 | PA      | $27779.25     | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| L5181448.SRDUP                                      | L5181448.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16000 | PA      | $15938.96     | 0.00%             | 2028-04-04      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| 8830118.SRDSQ                                       | 8830118.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8200 | PA      | $7731.84      | 0.00%             | 2026-09-12      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8838954.SRDSQ                                       | 8838954.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7113 | PA      | $6672.07      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3542853.SRDUP                                      | L3542853.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5026 | PA      | $5176.77      | 0.00%             | 2027-11-02      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L3543101.SRDUP                                      | L3543101.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3107 | PA      | $3200.25      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| Vista Re Ltd.                                       | Vista Re 2022-1 Class A                                           | CUSIP: 92840DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    521000 | PA      | $524079.11    | 0.03%             | 2025-05-21      | Floating      | 18.77%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2910                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-190.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3542290.SRDUP                                     | FW3542290.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       756 | PA      | $776.75       | 0.00%             | 2027-11-01      | Fixed         | 29.36%                | Yes           |                  3 | On Loan: No      |
| FW3542407.SRDUP                                     | FW3542407.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8621 | PA      | $8874.20      | 0.00%             | 2027-11-01      | Fixed         | 24.57%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2022-1 Class B                                    | CUSIP: 89141WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2572000 | PA      | $2575964.74   | 0.15%             | 2025-06-06      | Floating      | 12.89%                | Yes           |                  2 | On Loan: No      |
| CBM3956905.SRDUP                                    | CBM3956905.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4160 | PA      | $4136.40      | 0.00%             | 2026-09-05      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| FW3910396.SRDUP                                     | FW3910396.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8750 | PA      | $1713.72      | 0.00%             | 2028-08-02      | Fixed         | 26.14%                | Yes           |                  3 | On Loan: No      |
| FW3913149.SRDUP                                     | FW3913149.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7498 | PA      | $7560.43      | 0.00%             | 2028-08-04      | Fixed         | 28.30%                | Yes           |                  3 | On Loan: No      |
| 8839898.SRDSQ                                       | 8839898.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4379 | PA      | $4124.93      | 0.00%             | 2026-09-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8840698.SRDSQ                                       | 8840698.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7146 | PA      | $6413.70      | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L3899746.SRDUP                                      | L3899746.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2366.36      | 0.00%             | 2026-08-02      | Fixed         | 19.55%                | Yes           |                  3 | On Loan: No      |
| L3909992.SRDUP                                      | L3909992.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3773 | PA      | $3760.51      | 0.00%             | 2026-08-02      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| FW3910397.SRDUP                                     | FW3910397.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       812 | PA      | $818.10       | 0.00%             | 2028-08-02      | Fixed         | 30.32%                | Yes           |                  3 | On Loan: No      |
| FW4008335.SRDUP                                     | FW4008335.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1419 | PA      | $1416.34      | 0.00%             | 2028-10-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2915                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2930                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-2420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4012596.SRDUP                                     | FW4012596.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1997 | PA      | $2010.19      | 0.00%             | 2028-10-10      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| FW5179825.SRDUP                                     | FW5179825.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3351.44      | 0.00%             | 2030-04-03      | Fixed         | 27.30%                | Yes           |                  3 | On Loan: No      |
| L3956281.SRDUP                                      | L3956281.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36977 | PA      | $37707.73     | 0.00%             | 2028-09-05      | Fixed         | 10.90%                | Yes           |                  3 | On Loan: No      |
| L3956327.SRDUP                                      | L3956327.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8424 | PA      | $8484.83      | 0.00%             | 2028-09-05      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| 8646650.SRDSQ                                       | 8646650.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7086 | PA      | $6664.17      | 0.00%             | 2026-07-23      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8648232.SRDSQ                                       | 8648232.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5498 | PA      | $3804.22      | 0.00%             | 2026-07-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205331137.SRDLC                                     | 205331137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17318 | PA      | $16907.61     | 0.00%             | 2028-11-27      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205578732.SRDLC                                     | 205578732.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8613 | PA      | $8420.34      | 0.00%             | 2026-12-05      | Fixed         | 10.50%                | Yes           |                  3 | On Loan: No      |
| FW4008443.SRDUP                                     | FW4008443.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1418.22      | 0.00%             | 2028-10-06      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| FW4009840.SRDUP                                     | FW4009840.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $1079.99      | 0.00%             | 2028-10-10      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| 8843606.SRDSQ                                       | 8843606.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12911 | PA      | $11912.14     | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8843910.SRDSQ                                       | 8843910.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49779 | PA      | $45262.41     | 0.00%             | 2026-09-14      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3296144.SRDUP                                      | L3296144.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1198 | PA      | $1254.82      | 0.00%             | 2027-07-26      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3298404.SRDUP                                      | L3298404.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $862.93       | 0.00%             | 2027-07-21      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| 206851374.SRDLC                                     | 206851374.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4250 | PA      | $4028.94      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206906819.SRDLC                                     | 206906819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4115 | PA      | $3998.15      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2935                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-2530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2940                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-1610.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8186996.SRDSQ                                       | 8186996.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1078 | PA      | $1045.97      | 0.00%             | 2026-03-16      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8349716.SRDSQ                                       | 8349716.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10376 | PA      | $7622.64      | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8876248.SRDSQ                                       | 8876248.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2892 | PA      | $2718.05      | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8876820.SRDSQ                                       | 8876820.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1436 | PA      | $1379.48      | 0.00%             | 2026-09-23      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| L4008264.SRDUP                                      | L4008264.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15454 | PA      | $15566.41     | 0.00%             | 2028-10-06      | Fixed         | 16.33%                | Yes           |                  3 | On Loan: No      |
| L4012216.SRDUP                                      | L4012216.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12639 | PA      | $1439.83      | 0.00%             | 2028-10-10      | Fixed         | 17.96%                | Yes           |                  3 | On Loan: No      |
| 215902056.SRDLC                                     | 215902056.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14000 | PA      | $13755.83     | 0.00%             | 2030-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 7509830.SRDSQ                                       | 7509830.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1157 | PA      | $100.55       | 0.00%             | 2025-08-17      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| FW3956386.SRDUP                                     | FW3956386.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2115 | PA      | $2095.26      | 0.00%             | 2029-02-05      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW4008470.SRDUP                                     | FW4008470.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1179 | PA      | $608.71       | 0.00%             | 2028-10-06      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| 205633187.SRDLC                                     | 205633187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5825.01      | 0.00%             | 2026-12-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205920066.SRDLC                                     | 205920066.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13132 | PA      | $12576.53     | 0.00%             | 2029-01-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW4009928.SRDUP                                     | FW4009928.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4036 | PA      | $4094.82      | 0.00%             | 2028-10-10      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| FW4997114.SRDUP                                     | FW4997114.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4418 | PA      | $4264.98      | 0.00%             | 2030-02-03      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| 8845904.SRDSQ                                       | 8845904.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5542 | PA      | $4662.47      | 0.00%             | 2026-09-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8846826.SRDSQ                                       | 8846826.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12226 | PA      | $11541.04     | 0.00%             | 2026-09-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW3298271.SRDUP                                     | FW3298271.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1065 | PA      | $1115.53      | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3301605.SRDUP                                     | FW3301605.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1961 | PA      | $1997.64      | 0.00%             | 2027-07-22      | Fixed         | 18.56%                | Yes           |                  3 | On Loan: No      |
| 8881378.SRDSQ                                       | 8881378.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       903 | PA      | $859.34       | 0.00%             | 2026-09-25      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8883001.SRDSQ                                       | 8883001.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4523 | PA      | $4086.27      | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| FW3501258.SRDUP                                     | FW3501258.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       743 | PA      | $777.64       | 0.00%             | 2027-10-13      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| FW3541734.SRDUP                                     | FW3541734.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4137 | PA      | $4352.54      | 0.00%             | 2027-11-01      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| L5178871.SRDUP                                      | L5178871.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $956.75       | 0.00%             | 2028-04-03      | Fixed         | 20.32%                | Yes           |                  3 | On Loan: No      |
| L5186235.SRDUP                                      | L5186235.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9965.79      | 0.00%             | 2028-04-07      | Fixed         | 12.33%                | Yes           |                  3 | On Loan: No      |
| FW5004808.SRDUP                                     | FW5004808.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9383 | PA      | $9173.53      | 0.00%             | 2028-02-06      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| FW5009781.SRDUP                                     | FW5009781.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2607 | PA      | $2520.94      | 0.00%             | 2030-02-07      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| 8651582.SRDSQ                                       | 8651582.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8159 | PA      | $6860.87      | 0.00%             | 2026-07-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8654574.SRDSQ                                       | 8654574.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16785 | PA      | $16231.51     | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8870438.SRDSQ                                       | 8870438.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7889 | PA      | $7344.03      | 0.00%             | 2026-09-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8871382.SRDSQ                                       | 8871382.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       492 | PA      | $459.28       | 0.00%             | 2026-09-21      | Fixed         | 4.92%                 | Yes           |                  3 | On Loan: No      |
| 210902138.SRDLC                                     | 210902138.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10296 | PA      | $9609.63      | 0.00%             | 2027-09-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211052835.SRDLC                                     | 211052835.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12836 | PA      | $12020.13     | 0.00%             | 2027-09-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3500921.SRDUP                                     | FW3500921.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       444 | PA      | $443.50       | 0.00%             | 2025-10-13      | Fixed         | 12.21%                | Yes           |                  3 | On Loan: No      |
| FW3541991.SRDUP                                     | FW3541991.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1984 | PA      | $2083.02      | 0.00%             | 2027-11-01      | Fixed         | 33.42%                | Yes           |                  3 | On Loan: No      |
| FW5010040.SRDUP                                     | FW5010040.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2554.01      | 0.00%             | 2030-02-07      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| FW5010377.SRDUP                                     | FW5010377.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $7918.70      | 0.00%             | 2030-02-22      | Fixed         | 30.23%                | Yes           |                  3 | On Loan: No      |
| 8872859.SRDSQ                                       | 8872859.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40881 | PA      | $38142.69     | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8884922.SRDSQ                                       | 8884922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5331 | PA      | $4935.03      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW4012644.SRDUP                                     | FW4012644.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37220 | PA      | $37733.78     | 0.00%             | 2028-10-10      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| FW4996213.SRDUP                                     | FW4996213.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1612.62      | 0.00%             | 2030-02-03      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| L3302358.SRDUP                                      | L3302358.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       432 | PA      | $432.15       | 0.00%             | 2025-07-22      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| L3304210.SRDUP                                      | L3304210.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2858 | PA      | $2962.46      | 0.00%             | 2027-07-25      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| 8654925.SRDSQ                                       | 8654925.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5474 | PA      | $4764.49      | 0.00%             | 2026-07-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8786249.SRDSQ                                       | 8786249.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3881 | PA      | $3465.57      | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 7530439.SRDSQ                                       | 7530439.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $968.59       | 0.00%             | 2025-08-25      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8173980.SRDSQ                                       | 8173980.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       432 | PA      | $422.22       | 0.00%             | 2026-03-11      | Fixed         | 4.76%                 | Yes           |                  3 | On Loan: No      |
| L3343534.SRDUP                                      | L3343534.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       410 | PA      | $412.44       | 0.00%             | 2027-08-10      | Fixed         | 11.81%                | Yes           |                  3 | On Loan: No      |
| L3391362.SRDUP                                      | L3391362.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27577 | PA      | $28004.32     | 0.00%             | 2027-09-01      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| L5177044.SRDUP                                      | L5177044.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22377 | PA      | $22273.48     | 0.00%             | 2030-04-03      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L5178909.SRDUP                                      | L5178909.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26200 | PA      | $26076.29     | 0.00%             | 2030-04-03      | Fixed         | 18.00%                | Yes           |                  3 | On Loan: No      |
| 8388523.SRDSQ                                       | 8388523.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7696 | PA      | $6185.58      | 0.00%             | 2026-05-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8388795.SRDSQ                                       | 8388795.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6586 | PA      | $6362.65      | 0.00%             | 2026-05-17      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| CBM4012490.SRDUP                                    | CBM4012490.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22233 | PA      | $22393.11     | 0.00%             | 2028-10-10      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| CBM5001750.SRDUP                                    | CBM5001750.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7829 | PA      | $7641.88      | 0.00%             | 2030-02-05      | Fixed         | 21.42%                | Yes           |                  3 | On Loan: No      |
| L3292306.SRDUP                                      | L3292306.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       550 | PA      | $549.41       | 0.00%             | 2025-07-19      | Fixed         | 21.00%                | Yes           |                  3 | On Loan: No      |
| L3300781.SRDUP                                      | L3300781.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       433 | PA      | $432.77       | 0.00%             | 2025-07-22      | Fixed         | 18.92%                | Yes           |                  3 | On Loan: No      |
| L3309405.SRDUP                                      | L3309405.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5753 | PA      | $5965.00      | 0.00%             | 2027-07-26      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| L3324242.SRDUP                                      | L3324242.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5607 | PA      | $1696.22      | 0.00%             | 2028-01-02      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| FW4997714.SRDUP                                     | FW4997714.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34697 | PA      | $34279.28     | 0.00%             | 2030-02-04      | Fixed         | 16.62%                | Yes           |                  3 | On Loan: No      |
| FW4998693.SRDUP                                     | FW4998693.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9594 | PA      | $9260.20      | 0.00%             | 2030-02-04      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| CBM3913475.SRDUP                                    | CBM3913475.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15426 | PA      | $15675.90     | 0.00%             | 2028-08-04      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| CBM3954341.SRDUP                                    | CBM3954341.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1591 | PA      | $872.26       | 0.00%             | 2028-09-01      | Fixed         | 30.91%                | Yes           |                  3 | On Loan: No      |
| 8174040.SRDSQ                                       | 8174040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $1673.40      | 0.00%             | 2026-03-11      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8216854.SRDSQ                                       | 8216854.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5840 | PA      | $4436.55      | 0.00%             | 2026-03-25      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L3304576.SRDUP                                      | L3304576.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4008 | PA      | $4171.65      | 0.00%             | 2028-01-10      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L3304592.SRDUP                                      | L3304592.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5138 | PA      | $5324.08      | 0.00%             | 2027-07-25      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3542965.SRDUP                                      | L3542965.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1324.51      | 0.00%             | 2027-11-02      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3909996.SRDUP                                      | L3909996.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37922 | PA      | $38193.88     | 0.00%             | 2028-08-02      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| L3500488.SRDUP                                      | L3500488.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19900 | PA      | $19170.00     | 0.00%             | 2028-03-13      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| L3500497.SRDUP                                      | L3500497.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4017 | PA      | $597.94       | 0.00%             | 2028-03-28      | Fixed         | 22.79%                | Yes           |                  3 | On Loan: No      |
| 211569258.SRDLC                                     | 211569258.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4276 | PA      | $4189.39      | 0.00%             | 2027-10-01      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 212359337.SRDLC                                     | 212359337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $4032.74      | 0.00%             | 2026-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CHF/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4093890.24  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| DRB5002934.SRDUP                                    | DRB5002934.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4192 | PA      | $4052.50      | 0.00%             | 2030-02-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L5180720.SRDUP                                      | L5180720.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10900 | PA      | $10811.72     | 0.00%             | 2030-04-03      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| L5181408.SRDUP                                      | L5181408.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5375.55      | 0.00%             | 2030-04-04      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| L3325394.SRDUP                                      | L3325394.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       818 | PA      | $812.43       | 0.00%             | 2025-08-02      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| L3329112.SRDUP                                      | L3329112.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2707 | PA      | $2773.97      | 0.00%             | 2027-08-03      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 205660331.SRDLC                                     | 205660331.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14627 | PA      | $14546.58     | 0.00%             | 2027-12-20      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206473197.SRDLC                                     | 206473197.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7288 | PA      | $651.58       | 0.00%             | 2028-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5010001.SRDUP                                     | FW5010001.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4649.45      | 0.00%             | 2028-02-07      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| FW5010179.SRDUP                                     | FW5010179.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $2759.00      | 0.00%             | 2030-02-07      | Fixed         | 31.77%                | Yes           |                  3 | On Loan: No      |
| L3304894.SRDUP                                      | L3304894.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6709 | PA      | $1984.10      | 0.00%             | 2027-07-25      | Fixed         | 19.91%                | Yes           |                  3 | On Loan: No      |
| L3309493.SRDUP                                      | L3309493.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7570 | PA      | $7690.65      | 0.00%             | 2028-01-01      | Fixed         | 15.78%                | Yes           |                  3 | On Loan: No      |
| FW3542770.SRDUP                                     | FW3542770.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12471 | PA      | $13070.61     | 0.00%             | 2027-11-02      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| FW3909942.SRDUP                                     | FW3909942.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11966 | PA      | $12126.80     | 0.00%             | 2028-08-02      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| FW5176770.SRDUP                                     | FW5176770.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3980.96      | 0.00%             | 2030-04-03      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| L3292511.SRDUP                                      | L3292511.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6042 | PA      | $6232.95      | 0.00%             | 2027-07-19      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| L3391434.SRDUP                                      | L3391434.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12524 | PA      | $12836.43     | 0.00%             | 2027-09-01      | Fixed         | 23.72%                | Yes           |                  3 | On Loan: No      |
| L3394096.SRDUP                                      | L3394096.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1872 | PA      | $1894.07      | 0.00%             | 2027-09-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 8340968.SRDSQ                                       | 8340968.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7481 | PA      | $3920.00      | 0.00%             | 2026-05-01      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8369041.SRDSQ                                       | 8369041.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3343 | PA      | $3223.54      | 0.00%             | 2026-05-09      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8146954.SRDSQ                                       | 8146954.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5433 | PA      | $4909.23      | 0.00%             | 2026-03-03      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8333024.SRDSQ                                       | 8333024.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38440 | PA      | $37245.43     | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 206473959.SRDLC                                     | 206473959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2845 | PA      | $2816.79      | 0.00%             | 2026-02-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206884712.SRDLC                                     | 206884712.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3307 | PA      | $3156.22      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| CBM4999626.SRDUP                                    | CBM4999626.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9434 | PA      | $9109.16      | 0.00%             | 2030-02-04      | Fixed         | 27.77%                | Yes           |                  3 | On Loan: No      |
| CBM5181393.SRDUP                                    | CBM5181393.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1169 | PA      | $1153.32      | 0.00%             | 2030-04-04      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3319980.SRDUP                                     | FW3319980.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1228 | PA      | $1257.62      | 0.00%             | 2027-08-01      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3320104.SRDUP                                     | FW3320104.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9194 | PA      | $9414.05      | 0.00%             | 2027-08-01      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3310870.SRDUP                                      | L3310870.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1261 | PA      | $1292.42      | 0.00%             | 2027-12-26      | Fixed         | 13.32%                | Yes           |                  3 | On Loan: No      |
| L3325038.SRDUP                                      | L3325038.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2213 | PA      | $2197.33      | 0.00%             | 2026-06-02      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3470030.SRDUP                                      | L3470030.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5570 | PA      | $5671.69      | 0.00%             | 2027-10-13      | Fixed         | 16.60%                | Yes           |                  3 | On Loan: No      |
| L3912740.SRDUP                                      | L3912740.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2543 | PA      | $2564.69      | 0.00%             | 2028-08-03      | Fixed         | 17.04%                | Yes           |                  3 | On Loan: No      |
| CBM5006321.SRDUP                                    | CBM5006321.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $949.21       | 0.00%             | 2030-02-06      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| CBM5009940.SRDUP                                    | CBM5009940.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1734 | PA      | $1674.44      | 0.00%             | 2028-02-07      | Fixed         | 30.40%                | Yes           |                  3 | On Loan: No      |
| 207177491.SRDLC                                     | 207177491.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11260 | PA      | $1006.67      | 0.00%             | 2029-03-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 207451472.SRDLC                                     | 207451472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13567 | PA      | $12775.46     | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3298342.SRDUP                                      | L3298342.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19214 | PA      | $19891.89     | 0.00%             | 2028-01-01      | Fixed         | 21.97%                | Yes           |                  3 | On Loan: No      |
| L3304489.SRDUP                                      | L3304489.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3718 | PA      | $3849.22      | 0.00%             | 2027-07-25      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| CBM5187939.SRDUP                                    | CBM5187939.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11400 | PA      | $11307.64     | 0.00%             | 2028-04-07      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| DRB4996193.SRDUP                                    | DRB4996193.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11207 | PA      | $10814.47     | 0.00%             | 2030-02-03      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| L3335157.SRDUP                                      | L3335157.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11806 | PA      | $12003.22     | 0.00%             | 2028-01-05      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| L3394413.SRDUP                                      | L3394413.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5195 | PA      | $5341.47      | 0.00%             | 2027-09-02      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| L3501245.SRDUP                                      | L3501245.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5342 | PA      | $5524.46      | 0.00%             | 2027-10-13      | Fixed         | 19.97%                | Yes           |                  3 | On Loan: No      |
| L3542542.SRDUP                                      | L3542542.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       859 | PA      | $881.34       | 0.00%             | 2027-11-01      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3910341.SRDUP                                      | L3910341.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2584 | PA      | $2616.22      | 0.00%             | 2028-08-02      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 8340377.SRDSQ                                       | 8340377.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5784 | PA      | $5556.70      | 0.00%             | 2026-04-30      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 8422216.SRDSQ                                       | 8422216.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17185 | PA      | $16590.97     | 0.00%             | 2026-05-26      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 207790546.SRDLC                                     | 207790546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8449 | PA      | $8020.27      | 0.00%             | 2029-04-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210617040.SRDLC                                     | 210617040.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5951 | PA      | $5883.34      | 0.00%             | 2027-09-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| L3305031.SRDUP                                      | L3305031.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2336 | PA      | $2414.42      | 0.00%             | 2027-07-25      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3312670.SRDUP                                      | L3312670.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3731 | PA      | $3800.95      | 0.00%             | 2027-07-27      | Fixed         | 14.56%                | Yes           |                  3 | On Loan: No      |
| L4014155.SRDUP                                      | L4014155.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38866 | PA      | $39199.18     | 0.00%             | 2028-10-10      | Fixed         | 15.84%                | Yes           |                  3 | On Loan: No      |
| L4998215.SRDUP                                      | L4998215.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18408 | PA      | $17959.95     | 0.00%             | 2030-02-04      | Fixed         | 22.91%                | Yes           |                  3 | On Loan: No      |
| DRB5004005.SRDUP                                    | DRB5004005.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2362 | PA      | $2280.77      | 0.00%             | 2030-02-05      | Fixed         | 31.43%                | Yes           |                  3 | On Loan: No      |
| DRB5009733.SRDUP                                    | DRB5009733.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4232 | PA      | $4090.67      | 0.00%             | 2030-02-07      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| L3394467.SRDUP                                      | L3394467.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4815.68      | 0.00%             | 2027-09-02      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| L3498513.SRDUP                                      | L3498513.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $1574.99      | 0.00%             | 2027-10-13      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| CBM5186368.SRDUP                                    | CBM5186368.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2764.91      | 0.00%             | 2030-04-07      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| DRB5000530.SRDUP                                    | DRB5000530.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $822.42       | 0.00%             | 2030-02-04      | Fixed         | 30.50%                | Yes           |                  3 | On Loan: No      |
| 8543437.SRDSQ                                       | 8543437.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1956 | PA      | $1833.77      | 0.00%             | 2026-06-30      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8631866.SRDSQ                                       | 8631866.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       516 | PA      | $502.70       | 0.00%             | 2026-07-18      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| L3542873.SRDUP                                      | L3542873.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8544 | PA      | $8661.62      | 0.00%             | 2027-11-02      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L3543084.SRDUP                                      | L3543084.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19431 | PA      | $19941.81     | 0.00%             | 2027-11-02      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5007462.SRDUP                                      | L5007462.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21303 | PA      | $21053.68     | 0.00%             | 2030-02-06      | Fixed         | 16.22%                | Yes           |                  3 | On Loan: No      |
| L5007616.SRDUP                                      | L5007616.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15627 | PA      | $15467.42     | 0.00%             | 2028-02-06      | Fixed         | 13.46%                | Yes           |                  3 | On Loan: No      |
| DRB5176855.SRDUP                                    | DRB5176855.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1084.29      | 0.00%             | 2030-04-03      | Fixed         | 27.28%                | Yes           |                  3 | On Loan: No      |
| DRB5178949.SRDUP                                    | DRB5178949.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6604.47      | 0.00%             | 2030-04-03      | Fixed         | 26.84%                | Yes           |                  3 | On Loan: No      |
| 210955738.SRDLC                                     | 210955738.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31432 | PA      | $31047.02     | 0.00%             | 2028-10-07      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 210961114.SRDLC                                     | 210961114.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27099 | PA      | $26466.62     | 0.00%             | 2028-09-28      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006425.SRDUP                                    | DRB5006425.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48139 | PA      | $46534.33     | 0.00%             | 2030-02-06      | Fixed         | 27.22%                | Yes           |                  3 | On Loan: No      |
| DRB5009728.SRDUP                                    | DRB5009728.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5805 | PA      | $5611.69      | 0.00%             | 2030-02-07      | Fixed         | 30.77%                | Yes           |                  3 | On Loan: No      |
| FW3292200.SRDUP                                     | FW3292200.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1967 | PA      | $2028.86      | 0.00%             | 2027-07-19      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| FW3292504.SRDUP                                     | FW3292504.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1906 | PA      | $1964.02      | 0.00%             | 2027-07-19      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| L5010641.SRDUP                                      | L5010641.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $959.07       | 0.00%             | 2030-02-07      | Fixed         | 21.28%                | Yes           |                  3 | On Loan: No      |
| L5178944.SRDUP                                      | L5178944.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4500 | PA      | $4455.39      | 0.00%             | 2030-04-03      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| L3499728.SRDUP                                      | L3499728.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       889 | PA      | $919.24       | 0.00%             | 2028-03-13      | Fixed         | 26.64%                | Yes           |                  3 | On Loan: No      |
| L3909787.SRDUP                                      | L3909787.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13703 | PA      | $13837.87     | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211461554.SRDLC                                     | 211461554.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13243 | PA      | $12520.31     | 0.00%             | 2028-10-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211499191.SRDLC                                     | 211499191.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15768 | PA      | $15140.36     | 0.00%             | 2026-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8787825.SRDSQ                                       | 8787825.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8669 | PA      | $8118.69      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8819715.SRDSQ                                       | 8819715.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6180 | PA      | $5818.72      | 0.00%             | 2026-09-10      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3909780.SRDUP                                      | L3909780.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11178 | PA      | $11290.06     | 0.00%             | 2028-08-02      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3912003.SRDUP                                      | L3912003.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3432 | PA      | $3390.53      | 0.00%             | 2026-08-03      | Fixed         | 14.30%                | Yes           |                  3 | On Loan: No      |
| DRB5009763.SRDUP                                    | DRB5009763.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5392 | PA      | $5273.43      | 0.00%             | 2028-02-07      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| DRB5010190.SRDUP                                    | DRB5010190.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5745 | PA      | $5610.40      | 0.00%             | 2030-02-07      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| FW3301788.SRDUP                                     | FW3301788.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $5526.96      | 0.00%             | 2027-07-27      | Fixed         | 29.88%                | Yes           |                  3 | On Loan: No      |
| FW3309830.SRDUP                                     | FW3309830.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4097 | PA      | $851.56       | 0.00%             | 2027-07-26      | Fixed         | 14.70%                | Yes           |                  3 | On Loan: No      |
| FW3325648.SRDUP                                     | FW3325648.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1363 | PA      | $1396.65      | 0.00%             | 2027-08-02      | Fixed         | 24.67%                | Yes           |                  3 | On Loan: No      |
| FW3331079.SRDUP                                     | FW3331079.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1745 | PA      | $1811.13      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| 212377389.SRDLC                                     | 212377389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9320 | PA      | $8731.10      | 0.00%             | 2027-11-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212377798.SRDLC                                     | 212377798.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7414 | PA      | $286.45       | 0.00%             | 2026-11-28      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| L3911507.SRDUP                                      | L3911507.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4371 | PA      | $4428.66      | 0.00%             | 2028-08-03      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| L3913346.SRDUP                                      | L3913346.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19180 | PA      | $19493.35     | 0.00%             | 2028-08-04      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| 187515980.SRDLC                                     | 187515980.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5320 | PA      | $5664.84      | 0.00%             | 2027-03-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187571871.SRDLC                                     | 187571871.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $1000.77      | 0.00%             | 2027-04-22      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| L3910205.SRDUP                                      | L3910205.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10765 | PA      | $10907.17     | 0.00%             | 2028-08-17      | Fixed         | 22.17%                | Yes           |                  3 | On Loan: No      |
| L3910648.SRDUP                                      | L3910648.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18819 | PA      | $18962.87     | 0.00%             | 2028-08-02      | Fixed         | 16.39%                | Yes           |                  3 | On Loan: No      |
| L3954255.SRDUP                                      | L3954255.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3495 | PA      | $3512.43      | 0.00%             | 2028-09-01      | Fixed         | 18.60%                | Yes           |                  3 | On Loan: No      |
| L4008732.SRDUP                                      | L4008732.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39976 | PA      | $40457.93     | 0.00%             | 2028-10-06      | Fixed         | 20.94%                | Yes           |                  3 | On Loan: No      |
| FW3310226.SRDUP                                     | FW3310226.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1897 | PA      | $1935.61      | 0.00%             | 2027-07-26      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| FW3328589.SRDUP                                     | FW3328589.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1177 | PA      | $1222.26      | 0.00%             | 2027-08-03      | Fixed         | 29.59%                | Yes           |                  3 | On Loan: No      |
| 187872598.SRDLC                                     | 187872598.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       659 | PA      | $58.92        | 0.00%             | 2025-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187899456.SRDLC                                     | 187899456.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13828 | PA      | $3790.60      | 0.00%             | 2027-04-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3909828.SRDUP                                     | FW3909828.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19887 | PA      | $20114.27     | 0.00%             | 2028-08-02      | Fixed         | 22.21%                | Yes           |                  3 | On Loan: No      |
| FW3909983.SRDUP                                     | FW3909983.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21982 | PA      | $22137.78     | 0.00%             | 2028-08-02      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| 8398789.SRDSQ                                       | 8398789.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3061 | PA      | $2816.54      | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8543189.SRDSQ                                       | 8543189.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2724 | PA      | $2505.26      | 0.00%             | 2026-06-30      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| FW3334990.SRDUP                                     | FW3334990.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12431 | PA      | $12629.00     | 0.00%             | 2027-08-05      | Fixed         | 14.73%                | Yes           |                  3 | On Loan: No      |
| FW3337548.SRDUP                                     | FW3337548.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1489 | PA      | $1528.39      | 0.00%             | 2027-08-08      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| 8838057.SRDSQ                                       | 8838057.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8838 | PA      | $8333.28      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8866572.SRDSQ                                       | 8866572.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35761 | PA      | $33579.82     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3341855.SRDUP                                     | FW3341855.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2269 | PA      | $2305.01      | 0.00%             | 2027-08-09      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| FW3402261.SRDUP                                     | FW3402261.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5932 | PA      | $5706.71      | 0.00%             | 2028-02-15      | Fixed         | 34.43%                | Yes           |                  3 | On Loan: No      |
| L3402648.SRDUP                                      | L3402648.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2877.16      | 0.00%             | 2027-09-06      | Fixed         | 28.18%                | Yes           |                  3 | On Loan: No      |
| L3521654.SRDUP                                      | L3521654.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5781 | PA      | $2901.12      | 0.00%             | 2028-04-01      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L4008576.SRDUP                                      | L4008576.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1096 | PA      | $1103.74      | 0.00%             | 2028-10-06      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| L4009738.SRDUP                                      | L4009738.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18501 | PA      | $18405.35     | 0.00%             | 2026-10-06      | Fixed         | 12.18%                | Yes           |                  3 | On Loan: No      |
| FW3331788.SRDUP                                     | FW3331788.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $767.21       | 0.00%             | 2027-08-04      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| FW3332210.SRDUP                                     | FW3332210.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       839 | PA      | $870.77       | 0.00%             | 2027-08-04      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW5008414.SRDUP                                     | FW5008414.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1376 | PA      | $1330.83      | 0.00%             | 2030-02-07      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW5178808.SRDUP                                     | FW5178808.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.82      | 0.00%             | 2030-04-03      | Fixed         | 28.06%                | Yes           |                  3 | On Loan: No      |
| L3910862.SRDUP                                      | L3910862.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21436 | PA      | $11150.28     | 0.00%             | 2028-08-02      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L4998564.SRDUP                                      | L4998564.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $5400.39      | 0.00%             | 2030-02-04      | Fixed         | 23.03%                | Yes           |                  3 | On Loan: No      |
| 8391677.SRDSQ                                       | 8391677.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16396 | PA      | $10030.39     | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8409751.SRDSQ                                       | 8409751.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8750 | PA      | $8243.14      | 0.00%             | 2026-05-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L4996129.SRDUP                                      | L4996129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3036 | PA      | $2932.99      | 0.00%             | 2030-02-03      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L4998862.SRDUP                                      | L4998862.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4151 | PA      | $4066.71      | 0.00%             | 2030-02-04      | Fixed         | 19.21%                | Yes           |                  3 | On Loan: No      |
| 186133242.SRDLC                                     | 186133242.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2027 | PA      | $181.18       | 0.00%             | 2025-02-11      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| 186414924.SRDLC                                     | 186414924.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11102 | PA      | $11016.06     | 0.00%             | 2027-02-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 8871910.SRDSQ                                       | 8871910.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3706 | PA      | $3488.55      | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| CBM3910216.SRDUP                                    | CBM3910216.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37584 | PA      | $37920.64     | 0.00%             | 2028-08-02      | Fixed         | 17.56%                | Yes           |                  3 | On Loan: No      |
| FW3344314.SRDUP                                     | FW3344314.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5402 | PA      | $5567.66      | 0.00%             | 2027-08-12      | Fixed         | 21.81%                | Yes           |                  3 | On Loan: No      |
| FW3401114.SRDUP                                     | FW3401114.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2922 | PA      | $3043.02      | 0.00%             | 2028-02-06      | Fixed         | 34.00%                | Yes           |                  3 | On Loan: No      |
| 211699716.SRDLC                                     | 211699716.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10200 | PA      | $10104.69     | 0.00%             | 2027-10-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212095046.SRDLC                                     | 212095046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2797 | PA      | $2668.60      | 0.00%             | 2028-11-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3910232.SRDUP                                     | FW3910232.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12505 | PA      | $12638.24     | 0.00%             | 2028-08-09      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| FW3957266.SRDUP                                     | FW3957266.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9983 | PA      | $10102.09     | 0.00%             | 2028-09-05      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| L5008426.SRDUP                                      | L5008426.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7845 | PA      | $7591.45      | 0.00%             | 2030-02-07      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| L5010139.SRDUP                                      | L5010139.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4973 | PA      | $4923.43      | 0.00%             | 2028-02-07      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| FW3499876.SRDUP                                     | FW3499876.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28673 | PA      | $29692.28     | 0.00%             | 2028-03-13      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| FW3957680.SRDUP                                     | FW3957680.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13407 | PA      | $13373.82     | 0.00%             | 2026-09-05      | Fixed         | 23.50%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2945                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-1920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2950                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4008287.SRDUP                                    | CBM4008287.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2387 | PA      | $2363.10      | 0.00%             | 2026-10-13      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| CBM5181360.SRDUP                                    | CBM5181360.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1183.42      | 0.00%             | 2030-04-04      | Fixed         | 27.85%                | Yes           |                  3 | On Loan: No      |
| 212491957.SRDLC                                     | 212491957.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2687 | PA      | $2532.82      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213698443.SRDLC                                     | 213698443.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17186 | PA      | $16469.92     | 0.00%             | 2030-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L5010218.SRDUP                                      | L5010218.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $5226.60      | 0.00%             | 2030-02-07      | Fixed         | 21.07%                | Yes           |                  3 | On Loan: No      |
| L5179314.SRDUP                                      | L5179314.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10500 | PA      | $10451.88     | 0.00%             | 2030-04-03      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| L3912606.SRDUP                                      | L3912606.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8588 | PA      | $8655.07      | 0.00%             | 2028-08-03      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| L3913271.SRDUP                                      | L3913271.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       832 | PA      | $844.75       | 0.00%             | 2028-08-04      | Fixed         | 22.11%                | Yes           |                  3 | On Loan: No      |
| DRB4996147.SRDUP                                    | DRB4996147.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6731 | PA      | $6497.94      | 0.00%             | 2030-02-03      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| DRB5003022.SRDUP                                    | DRB5003022.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2210 | PA      | $2132.84      | 0.00%             | 2028-02-05      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| FW3960979.SRDUP                                     | FW3960979.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1644 | PA      | $1660.25      | 0.00%             | 2028-09-06      | Fixed         | 29.71%                | Yes           |                  3 | On Loan: No      |
| FW3961016.SRDUP                                     | FW3961016.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       846 | PA      | $853.01       | 0.00%             | 2028-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4007965.SRDUP                                     | FW4007965.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $211.55       | 0.00%             | 2026-10-06      | Fixed         | 16.30%                | Yes           |                  3 | On Loan: No      |
| FW4011015.SRDUP                                     | FW4011015.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18206 | PA      | $17880.09     | 0.00%             | 2029-03-10      | Fixed         | 26.80%                | Yes           |                  3 | On Loan: No      |
| 212383662.SRDLC                                     | 212383662.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18402 | PA      | $17236.40     | 0.00%             | 2027-11-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212437043.SRDLC                                     | 212437043.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4501 | PA      | $4269.48      | 0.00%             | 2028-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW3910304.SRDUP                                     | FW3910304.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       825 | PA      | $68.49        | 0.00%             | 2026-08-02      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| FW3911734.SRDUP                                     | FW3911734.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2730 | PA      | $2764.35      | 0.00%             | 2028-08-03      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 213944771.SRDLC                                     | 213944771.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2862 | PA      | $2780.83      | 0.00%             | 2027-01-27      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214309474.SRDLC                                     | 214309474.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18600 | PA      | $18462.07     | 0.00%             | 2030-02-20      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| L3319949.SRDUP                                      | L3319949.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7048 | PA      | $7142.65      | 0.00%             | 2027-08-01      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| L3321962.SRDUP                                      | L3321962.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1041 | PA      | $1066.43      | 0.00%             | 2027-08-02      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| 186820799.SRDLC                                     | 186820799.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2077 | PA      | $185.69       | 0.00%             | 2026-10-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187720227.SRDLC                                     | 187720227.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       836 | PA      | $866.19       | 0.00%             | 2026-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3914293.SRDUP                                      | L3914293.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1075 | PA      | $1091.73      | 0.00%             | 2028-08-04      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| L3956429.SRDUP                                      | L3956429.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       525 | PA      | $522.74       | 0.00%             | 2026-09-05      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| DRB5177133.SRDUP                                    | DRB5177133.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3252.16      | 0.00%             | 2030-04-03      | Fixed         | 31.52%                | Yes           |                  3 | On Loan: No      |
| DRB5179936.SRDUP                                    | DRB5179936.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4900 | PA      | $4829.67      | 0.00%             | 2030-04-03      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| L4009414.SRDUP                                      | L4009414.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2666 | PA      | $2687.43      | 0.00%             | 2028-10-10      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| L5177105.SRDUP                                      | L5177105.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.90      | 0.00%             | 2030-04-03      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| 214344044.SRDLC                                     | 214344044.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23590 | PA      | $23478.03     | 0.00%             | 2028-02-12      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 215454556.SRDLC                                     | 215454556.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $1755.81      | 0.00%             | 2028-04-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L4008565.SRDUP                                      | L4008565.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28447 | PA      | $4107.81      | 0.00%             | 2029-03-06      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L4008679.SRDUP                                      | L4008679.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41246 | PA      | $41200.21     | 0.00%             | 2029-03-18      | Fixed         | 13.51%                | Yes           |                  3 | On Loan: No      |
| FW3305175.SRDUP                                     | FW3305175.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $1914.25      | 0.00%             | 2027-07-25      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| FW3956413.SRDUP                                     | FW3956413.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8066 | PA      | $8148.24      | 0.00%             | 2028-09-05      | Fixed         | 25.80%                | Yes           |                  3 | On Loan: No      |
| 187847354.SRDLC                                     | 187847354.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21650 | PA      | $1935.54      | 0.00%             | 2027-09-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187941261.SRDLC                                     | 187941261.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19435 | PA      | $19683.19     | 0.00%             | 2029-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212533756.SRDLC                                     | 212533756.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10915 | PA      | $10166.79     | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213931265.SRDLC                                     | 213931265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9054 | PA      | $8950.01      | 0.00%             | 2028-01-31      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8363776.SRDSQ                                       | 8363776.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4240 | PA      | $3394.40      | 0.00%             | 2026-05-07      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8617824.SRDSQ                                       | 8617824.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24654 | PA      | $23339.71     | 0.00%             | 2026-07-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L5178112.SRDUP                                      | L5178112.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11830.83     | 0.00%             | 2030-04-03      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L5178884.SRDUP                                      | L5178884.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5800 | PA      | $5742.60      | 0.00%             | 2030-04-03      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| L4010561.SRDUP                                      | L4010561.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38001 | PA      | $38793.90     | 0.00%             | 2028-10-10      | Fixed         | 12.05%                | Yes           |                  3 | On Loan: No      |
| L4011105.SRDUP                                      | L4011105.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6386 | PA      | $6476.87      | 0.00%             | 2028-10-10      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| FW4008538.SRDUP                                     | FW4008538.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $885.18       | 0.00%             | 2026-10-06      | Fixed         | 26.25%                | Yes           |                  3 | On Loan: No      |
| FW4012710.SRDUP                                     | FW4012710.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14647 | PA      | $6959.58      | 0.00%             | 2028-10-10      | Fixed         | 15.44%                | Yes           |                  3 | On Loan: No      |
| L5002967.SRDUP                                      | L5002967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45602 | PA      | $44533.03     | 0.00%             | 2030-02-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L5006686.SRDUP                                      | L5006686.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3140 | PA      | $3075.27      | 0.00%             | 2030-02-06      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| 192123907.SRDLC                                     | 192123907.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $1309.67      | 0.00%             | 2025-08-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 192264548.SRDLC                                     | 192264548.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $364.86       | 0.00%             | 2025-08-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8413628.SRDSQ                                       | 8413628.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1553 | PA      | $1500.98      | 0.00%             | 2026-05-23      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8545482.SRDSQ                                       | 8545482.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41240 | PA      | $38795.30     | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215029777.SRDLC                                     | 215029777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19753 | PA      | $19159.41     | 0.00%             | 2029-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215510665.SRDLC                                     | 215510665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1440 | PA      | $1415.13      | 0.00%             | 2027-04-07      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8790165.SRDSQ                                       | 8790165.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4341 | PA      | $4094.28      | 0.00%             | 2026-09-02      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8808569.SRDSQ                                       | 8808569.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21673 | PA      | $19559.35     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW4008078.SRDUP                                     | FW4008078.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9120 | PA      | $9236.33      | 0.00%             | 2028-10-06      | Fixed         | 22.78%                | Yes           |                  3 | On Loan: No      |
| FW4008499.SRDUP                                     | FW4008499.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2868 | PA      | $2873.96      | 0.00%             | 2028-10-10      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| FW5004924.SRDUP                                     | FW5004924.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1856 | PA      | $1793.19      | 0.00%             | 2030-02-06      | Fixed         | 31.39%                | Yes           |                  3 | On Loan: No      |
| FW5006519.SRDUP                                     | FW5006519.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2258 | PA      | $2183.41      | 0.00%             | 2030-02-06      | Fixed         | 25.97%                | Yes           |                  3 | On Loan: No      |
| 192539008.SRDLC                                     | 192539008.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3613 | PA      | $3608.49      | 0.00%             | 2025-08-15      | Fixed         | 8.84%                 | Yes           |                  3 | On Loan: No      |
| 203573713.SRDLC                                     | 203573713.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1720 | PA      | $1732.86      | 0.00%             | 2027-08-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8816299.SRDSQ                                       | 8816299.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4503 | PA      | $4047.66      | 0.00%             | 2026-09-09      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8822439.SRDSQ                                       | 8822439.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6778 | PA      | $6306.36      | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 210840212.SRDLC                                     | 210840212.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2985 | PA      | $2875.86      | 0.00%             | 2026-09-17      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211408646.SRDLC                                     | 211408646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4378 | PA      | $4223.64      | 0.00%             | 2027-10-16      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 210587322.SRDLC                                     | 210587322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6103 | PA      | $5733.04      | 0.00%             | 2029-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210871549.SRDLC                                     | 210871549.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4740 | PA      | $4462.55      | 0.00%             | 2029-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5177022.SRDUP                                    | DRB5177022.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $1385.56      | 0.00%             | 2030-04-03      | Fixed         | 31.97%                | Yes           |                  3 | On Loan: No      |
| DRB5177974.SRDUP                                    | DRB5177974.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30800 | PA      | $30495.45     | 0.00%             | 2030-04-03      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| 8844193.SRDSQ                                       | 8844193.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       873 | PA      | $828.81       | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8858306.SRDSQ                                       | 8858306.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3805 | PA      | $3525.92      | 0.00%             | 2026-09-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 187065183.SRDLC                                     | 187065183.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1333 | PA      | $1332.00      | 0.00%             | 2025-08-17      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 187489246.SRDLC                                     | 187489246.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3349 | PA      | $3552.83      | 0.00%             | 2027-03-24      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 7526466.SRDSQ                                       | 7526466.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4965 | PA      | $4659.62      | 0.00%             | 2025-08-23      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8344337.SRDSQ                                       | 8344337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11624 | PA      | $11167.01     | 0.00%             | 2026-05-02      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW5181273.SRDUP                                     | FW5181273.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11400 | PA      | $11291.17     | 0.00%             | 2030-04-04      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| FW5181293.SRDUP                                     | FW5181293.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3253.66      | 0.00%             | 2030-04-04      | Fixed         | 32.25%                | Yes           |                  3 | On Loan: No      |
| L5177226.SRDUP                                      | L5177226.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5790 | PA      | $5739.15      | 0.00%             | 2028-04-03      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L5178801.SRDUP                                      | L5178801.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1676.10      | 0.00%             | 2030-04-03      | Fixed         | 22.98%                | Yes           |                  3 | On Loan: No      |
| L4011256.SRDUP                                      | L4011256.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15707 | PA      | $15881.65     | 0.00%             | 2028-10-10      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| L4996556.SRDUP                                      | L4996556.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2152 | PA      | $2107.45      | 0.00%             | 2030-02-03      | Fixed         | 18.10%                | Yes           |                  3 | On Loan: No      |
| DRB5178892.SRDUP                                    | DRB5178892.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4533.73      | 0.00%             | 2030-04-03      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| DRB5180117.SRDUP                                    | DRB5180117.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9514 | PA      | $9382.25      | 0.00%             | 2028-04-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| CBM5007942.SRDUP                                    | CBM5007942.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7297 | PA      | $7123.71      | 0.00%             | 2028-02-07      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| DRB4996402.SRDUP                                    | DRB4996402.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1376 | PA      | $1327.58      | 0.00%             | 2030-02-03      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| 203614218.SRDLC                                     | 203614218.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8549 | PA      | $8450.67      | 0.00%             | 2026-08-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204007369.SRDLC                                     | 204007369.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9213 | PA      | $9119.50      | 0.00%             | 2026-09-05      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| FW4008691.SRDUP                                     | FW4008691.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1197 | PA      | $651.72       | 0.00%             | 2028-10-06      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| FW4011146.SRDUP                                     | FW4011146.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4395 | PA      | $4365.09      | 0.00%             | 2026-10-10      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| CBM3913263.SRDUP                                    | CBM3913263.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4245 | PA      | $2316.61      | 0.00%             | 2028-08-04      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| CBM3957775.SRDUP                                    | CBM3957775.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2855 | PA      | $2832.12      | 0.00%             | 2026-09-05      | Fixed         | 27.97%                | Yes           |                  3 | On Loan: No      |
| L5178931.SRDUP                                      | L5178931.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3284.56      | 0.00%             | 2030-04-03      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| L5187843.SRDUP                                      | L5187843.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9941.85      | 0.00%             | 2028-04-07      | Fixed         | 19.47%                | Yes           |                  3 | On Loan: No      |
| 187906366.SRDLC                                     | 187906366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9877 | PA      | $883.04       | 0.00%             | 2025-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191578273.SRDLC                                     | 191578273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       459 | PA      | $464.59       | 0.00%             | 2025-07-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3325286.SRDUP                                      | L3325286.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3265 | PA      | $3322.23      | 0.00%             | 2027-08-02      | Fixed         | 12.54%                | Yes           |                  3 | On Loan: No      |
| L3542618.SRDUP                                      | L3542618.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3123 | PA      | $631.06       | 0.00%             | 2027-11-01      | Fixed         | 24.18%                | Yes           |                  3 | On Loan: No      |
| DRB5001501.SRDUP                                    | DRB5001501.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2755 | PA      | $2660.89      | 0.00%             | 2030-02-05      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| DRB5010224.SRDUP                                    | DRB5010224.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4623 | PA      | $4469.25      | 0.00%             | 2030-02-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| 212162245.SRDLC                                     | 212162245.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20311 | PA      | $19650.38     | 0.00%             | 2026-11-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213978307.SRDLC                                     | 213978307.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5354 | PA      | $5169.52      | 0.00%             | 2030-01-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 187048685.SRDLC                                     | 187048685.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6296 | PA      | $6150.41      | 0.00%             | 2027-03-11      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187465329.SRDLC                                     | 187465329.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7268 | PA      | $649.72       | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 204240771.SRDLC                                     | 204240771.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4157 | PA      | $4255.93      | 0.00%             | 2028-09-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 204879805.SRDLC                                     | 204879805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       592 | PA      | $602.26       | 0.00%             | 2025-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L3912847.SRDUP                                      | L3912847.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3704 | PA      | $3735.91      | 0.00%             | 2028-08-03      | Fixed         | 14.07%                | Yes           |                  3 | On Loan: No      |
| L3913218.SRDUP                                      | L3913218.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       747 | PA      | $754.38       | 0.00%             | 2028-08-04      | Fixed         | 15.28%                | Yes           |                  3 | On Loan: No      |
| L4998689.SRDUP                                      | L4998689.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1660 | PA      | $1639.97      | 0.00%             | 2030-02-04      | Fixed         | 14.47%                | Yes           |                  3 | On Loan: No      |
| L5003409.SRDUP                                      | L5003409.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $1036.57      | 0.00%             | 2028-02-05      | Fixed         | 12.67%                | Yes           |                  3 | On Loan: No      |
| 191797544.SRDLC                                     | 191797544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       812 | PA      | $822.88       | 0.00%             | 2025-07-26      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 191810287.SRDLC                                     | 191810287.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1549 | PA      | $1539.21      | 0.00%             | 2025-08-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3302856.SRDUP                                     | FW3302856.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5538 | PA      | $5453.32      | 0.00%             | 2027-07-22      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3302981.SRDUP                                     | FW3302981.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2184 | PA      | $2289.79      | 0.00%             | 2027-07-22      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| FW4012505.SRDUP                                     | FW4012505.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12150 | PA      | $12231.24     | 0.00%             | 2028-10-10      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW4999744.SRDUP                                     | FW4999744.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $2184.73      | 0.00%             | 2030-02-04      | Fixed         | 31.70%                | Yes           |                  3 | On Loan: No      |
| DRB5175945.SRDUP                                    | DRB5175945.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7600 | PA      | $7486.74      | 0.00%             | 2030-04-02      | Fixed         | 29.86%                | Yes           |                  3 | On Loan: No      |
| DRB5177189.SRDUP                                    | DRB5177189.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5814.77      | 0.00%             | 2030-04-03      | Fixed         | 30.52%                | Yes           |                  3 | On Loan: No      |
| 204967306.SRDLC                                     | 204967306.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7034 | PA      | $628.82       | 0.00%             | 2026-11-01      | Fixed         | 28.04%                | Yes           |                  3 | On Loan: No      |
| 205003766.SRDLC                                     | 205003766.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9265 | PA      | $9277.47      | 0.00%             | 2027-11-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8372196.SRDSQ                                       | 8372196.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3632 | PA      | $3475.03      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8397562.SRDSQ                                       | 8397562.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17371 | PA      | $16843.44     | 0.00%             | 2026-05-20      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L3959969.SRDUP                                      | L3959969.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       960 | PA      | $970.09       | 0.00%             | 2028-09-05      | Fixed         | 24.18%                | Yes           |                  3 | On Loan: No      |
| L4008409.SRDUP                                      | L4008409.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12003 | PA      | $12164.97     | 0.00%             | 2028-10-06      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| L3542868.SRDUP                                      | L3542868.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1297 | PA      | $1337.27      | 0.00%             | 2027-11-02      | Fixed         | 22.09%                | Yes           |                  3 | On Loan: No      |
| L3913545.SRDUP                                      | L3913545.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5771 | PA      | $5820.91      | 0.00%             | 2028-08-16      | Fixed         | 15.12%                | Yes           |                  3 | On Loan: No      |
| FW5009498.SRDUP                                     | FW5009498.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1825.53      | 0.00%             | 2030-02-07      | Fixed         | 19.28%                | Yes           |                  3 | On Loan: No      |
| FW5009743.SRDUP                                     | FW5009743.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10772 | PA      | $10557.66     | 0.00%             | 2030-02-07      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| 193089979.SRDLC                                     | 193089979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2149 | PA      | $706.24       | 0.00%             | 2025-08-30      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 193602909.SRDLC                                     | 193602909.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5681 | PA      | $6001.64      | 0.00%             | 2027-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211495397.SRDLC                                     | 211495397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8089 | PA      | $7608.60      | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211617872.SRDLC                                     | 211617872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4696 | PA      | $4458.04      | 0.00%             | 2028-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3319891.SRDUP                                     | FW3319891.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       175 | PA      | $173.96       | 0.00%             | 2025-08-01      | Fixed         | 20.94%                | Yes           |                  3 | On Loan: No      |
| FW3328582.SRDUP                                     | FW3328582.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       360 | PA      | $357.43       | 0.00%             | 2025-08-03      | Fixed         | 21.75%                | Yes           |                  3 | On Loan: No      |
| 205157555.SRDLC                                     | 205157555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3732 | PA      | $3692.45      | 0.00%             | 2026-11-08      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206551021.SRDLC                                     | 206551021.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1982 | PA      | $1938.12      | 0.00%             | 2027-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8648765.SRDSQ                                       | 8648765.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11742 | PA      | $11145.47     | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8797376.SRDSQ                                       | 8797376.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12490 | PA      | $11732.73     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5009517.SRDUP                                      | L5009517.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19415 | PA      | $19099.25     | 0.00%             | 2028-02-07      | Fixed         | 14.75%                | Yes           |                  3 | On Loan: No      |
| L5009611.SRDUP                                      | L5009611.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5425 | PA      | $5251.44      | 0.00%             | 2030-02-07      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 206662294.SRDLC                                     | 206662294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3480 | PA      | $3318.46      | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206856414.SRDLC                                     | 206856414.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29092 | PA      | $28572.87     | 0.00%             | 2029-02-26      | Fixed         | 9.76%                 | Yes           |                  3 | On Loan: No      |
| 191616350.SRDLC                                     | 191616350.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3811 | PA      | $4015.40      | 0.00%             | 2027-07-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191959068.SRDLC                                     | 191959068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2270 | PA      | $2288.61      | 0.00%             | 2025-08-15      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| FW5009744.SRDUP                                     | FW5009744.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $2661.60      | 0.00%             | 2030-02-07      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| L3292188.SRDUP                                      | L3292188.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       897 | PA      | $924.62       | 0.00%             | 2027-07-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| DRB5177258.SRDUP                                    | DRB5177258.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $2562.24      | 0.00%             | 2030-04-03      | Fixed         | 32.09%                | Yes           |                  3 | On Loan: No      |
| DRB5178807.SRDUP                                    | DRB5178807.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3600 | PA      | $3547.68      | 0.00%             | 2030-04-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| DRB5010395.SRDUP                                    | DRB5010395.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9820 | PA      | $9498.75      | 0.00%             | 2030-02-07      | Fixed         | 26.23%                | Yes           |                  3 | On Loan: No      |
| DRB5176905.SRDUP                                    | DRB5176905.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22700 | PA      | $22377.05     | 0.00%             | 2030-04-03      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| FW3956066.SRDUP                                     | FW3956066.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5378 | PA      | $5426.28      | 0.00%             | 2028-09-05      | Fixed         | 27.42%                | Yes           |                  3 | On Loan: No      |
| FW3956469.SRDUP                                     | FW3956469.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2795 | PA      | $2820.24      | 0.00%             | 2028-09-05      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| 193976442.SRDLC                                     | 193976442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4631 | PA      | $4497.58      | 0.00%             | 2026-05-31      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204054285.SRDLC                                     | 204054285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6668 | PA      | $6681.16      | 0.00%             | 2027-09-11      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| CBM4997261.SRDUP                                    | CBM4997261.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4130 | PA      | $3985.02      | 0.00%             | 2028-02-04      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| CBM5003126.SRDUP                                    | CBM5003126.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6259 | PA      | $6183.62      | 0.00%             | 2030-02-05      | Fixed         | 17.57%                | Yes           |                  3 | On Loan: No      |
| 214961642.SRDLC                                     | 214961642.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9924 | PA      | $9580.24      | 0.00%             | 2030-03-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215448186.SRDLC                                     | 215448186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11500 | PA      | $11148.99     | 0.00%             | 2030-04-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207398110.SRDLC                                     | 207398110.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15598 | PA      | $15624.63     | 0.00%             | 2028-03-14      | Fixed         | 14.95%                | Yes           |                  3 | On Loan: No      |
| 207900316.SRDLC                                     | 207900316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $5514.49      | 0.00%             | 2029-04-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3301225.SRDUP                                      | L3301225.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1092 | PA      | $1110.66      | 0.00%             | 2027-08-03      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3310701.SRDUP                                      | L3310701.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14271 | PA      | $14842.25     | 0.00%             | 2027-12-26      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| 8633466.SRDSQ                                       | 8633466.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2915 | PA      | $1843.61      | 0.00%             | 2026-07-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8651320.SRDSQ                                       | 8651320.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2277 | PA      | $2140.37      | 0.00%             | 2026-07-25      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| L5010145.SRDUP                                      | L5010145.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4797 | PA      | $4689.87      | 0.00%             | 2028-02-07      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L5008362.SRDUP                                      | L5008362.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10681 | PA      | $10467.10     | 0.00%             | 2030-02-07      | Fixed         | 21.47%                | Yes           |                  3 | On Loan: No      |
| L5008504.SRDUP                                      | L5008504.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7657 | PA      | $7488.97      | 0.00%             | 2028-02-07      | Fixed         | 19.08%                | Yes           |                  3 | On Loan: No      |
| CBM5010684.SRDUP                                    | CBM5010684.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4720 | PA      | $4557.94      | 0.00%             | 2028-02-07      | Fixed         | 30.25%                | Yes           |                  3 | On Loan: No      |
| CBM5172961.SRDUP                                    | CBM5172961.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10700 | PA      | $10551.60     | 0.00%             | 2030-04-04      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| 210934519.SRDLC                                     | 210934519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17738 | PA      | $16720.77     | 0.00%             | 2029-10-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211039695.SRDLC                                     | 211039695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1628.59      | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3312292.SRDUP                                      | L3312292.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11943 | PA      | $12176.99     | 0.00%             | 2027-07-27      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| L3319799.SRDUP                                      | L3319799.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1407 | PA      | $1460.38      | 0.00%             | 2027-08-01      | Fixed         | 23.94%                | Yes           |                  3 | On Loan: No      |
| DRB5178235.SRDUP                                    | DRB5178235.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2266.63      | 0.00%             | 2030-04-03      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| DRB5178940.SRDUP                                    | DRB5178940.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8800 | PA      | $8716.54      | 0.00%             | 2028-04-03      | Fixed         | 25.57%                | Yes           |                  3 | On Loan: No      |
| 205170016.SRDLC                                     | 205170016.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       818 | PA      | $821.87       | 0.00%             | 2025-11-20      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205466653.SRDLC                                     | 205466653.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6567 | PA      | $6459.13      | 0.00%             | 2026-12-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211207145.SRDLC                                     | 211207145.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16024 | PA      | $14992.20     | 0.00%             | 2029-10-01      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211228657.SRDLC                                     | 211228657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5073 | PA      | $4780.87      | 0.00%             | 2028-10-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3320189.SRDUP                                      | L3320189.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $1002.25      | 0.00%             | 2027-08-01      | Fixed         | 23.86%                | Yes           |                  3 | On Loan: No      |
| L3325164.SRDUP                                      | L3325164.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5623 | PA      | $5706.81      | 0.00%             | 2027-08-02      | Fixed         | 15.51%                | Yes           |                  3 | On Loan: No      |
| 186333355.SRDLC                                     | 186333355.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5426 | PA      | $485.08       | 0.00%             | 2027-02-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 186500893.SRDLC                                     | 186500893.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10858 | PA      | $11280.95     | 0.00%             | 2027-03-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| DRB5003213.SRDUP                                    | DRB5003213.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1388.88      | 0.00%             | 2030-02-05      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| DRB5003731.SRDUP                                    | DRB5003731.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11264 | PA      | $10995.06     | 0.00%             | 2030-02-05      | Fixed         | 24.48%                | Yes           |                  3 | On Loan: No      |
| L5010344.SRDUP                                      | L5010344.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1274 | PA      | $1248.38      | 0.00%             | 2030-02-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5187375.SRDUP                                      | L5187375.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3470.10      | 0.00%             | 2030-04-07      | Fixed         | 22.44%                | Yes           |                  3 | On Loan: No      |
| L3335193.SRDUP                                      | L3335193.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       690 | PA      | $690.28       | 0.00%             | 2025-08-05      | Fixed         | 9.39%                 | Yes           |                  3 | On Loan: No      |
| L3337331.SRDUP                                      | L3337331.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5582 | PA      | $5571.10      | 0.00%             | 2025-08-08      | Fixed         | 14.34%                | Yes           |                  3 | On Loan: No      |
| 186573934.SRDLC                                     | 186573934.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3768 | PA      | $3789.70      | 0.00%             | 2027-02-23      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| 187592785.SRDLC                                     | 187592785.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5663 | PA      | $6085.09      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187593665.SRDLC                                     | 187593665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1919 | PA      | $1954.24      | 0.00%             | 2026-03-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 188125168.SRDLC                                     | 188125168.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        47 | PA      | $47.37        | 0.00%             | 2025-05-22      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| DRB5006380.SRDUP                                    | DRB5006380.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4817 | PA      | $4655.52      | 0.00%             | 2030-02-06      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5186851.SRDUP                                    | DRB5186851.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1095.66      | 0.00%             | 2030-04-07      | Fixed         | 13.88%                | Yes           |                  3 | On Loan: No      |
| 211290906.SRDLC                                     | 211290906.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       792 | PA      | $758.79       | 0.00%             | 2026-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211532862.SRDLC                                     | 211532862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5744 | PA      | $5332.03      | 0.00%             | 2027-10-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| L3341677.SRDUP                                      | L3341677.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       159 | PA      | $158.82       | 0.00%             | 2025-08-09      | Fixed         | 13.13%                | Yes           |                  3 | On Loan: No      |
| L3344380.SRDUP                                      | L3344380.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10098 | PA      | $10268.44     | 0.00%             | 2027-08-10      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| 191302516.SRDLC                                     | 191302516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       897 | PA      | $896.51       | 0.00%             | 2025-07-27      | Fixed         | 10.04%                | Yes           |                  3 | On Loan: No      |
| 192095084.SRDLC                                     | 192095084.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7960 | PA      | $7957.19      | 0.00%             | 2027-08-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3310815.SRDUP                                     | FW3310815.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       692 | PA      | $726.86       | 0.00%             | 2027-07-26      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| FW3331907.SRDUP                                     | FW3331907.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       783 | PA      | $813.68       | 0.00%             | 2027-08-04      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| 211809160.SRDLC                                     | 211809160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12191 | PA      | $11698.87     | 0.00%             | 2028-11-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212356804.SRDLC                                     | 212356804.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13905 | PA      | $13163.86     | 0.00%             | 2029-11-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4008091.SRDUP                                     | FW4008091.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2635 | PA      | $2646.36      | 0.00%             | 2028-10-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW4996165.SRDUP                                     | FW4996165.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2657 | PA      | $2563.00      | 0.00%             | 2030-02-03      | Fixed         | 31.13%                | Yes           |                  3 | On Loan: No      |
| L3500718.SRDUP                                      | L3500718.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12249 | PA      | $1768.81      | 0.00%             | 2025-10-13      | Fixed         | 20.37%                | Yes           |                  3 | On Loan: No      |
| L3542487.SRDUP                                      | L3542487.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1107 | PA      | $1112.84      | 0.00%             | 2027-11-01      | Fixed         | 23.59%                | Yes           |                  3 | On Loan: No      |
| L3324749.SRDUP                                      | L3324749.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4021 | PA      | $4136.71      | 0.00%             | 2027-08-02      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| L3334243.SRDUP                                      | L3334243.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       117 | PA      | $116.62       | 0.00%             | 2025-08-05      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| FW3344364.SRDUP                                     | FW3344364.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2671 | PA      | $2747.66      | 0.00%             | 2027-08-12      | Fixed         | 22.98%                | Yes           |                  3 | On Loan: No      |
| FW5176980.SRDUP                                     | FW5176980.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2365.47      | 0.00%             | 2030-04-03      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| 192817671.SRDLC                                     | 192817671.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       642 | PA      | $647.87       | 0.00%             | 2025-08-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203441299.SRDLC                                     | 203441299.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14895 | PA      | $14718.86     | 0.00%             | 2026-08-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 213622316.SRDLC                                     | 213622316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4672 | PA      | $4495.73      | 0.00%             | 2029-01-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 213655343.SRDLC                                     | 213655343.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5840 | PA      | $5646.42      | 0.00%             | 2027-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8658992.SRDSQ                                       | 8658992.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8805 | PA      | $8270.37      | 0.00%             | 2026-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8678928.SRDSQ                                       | 8678928.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     99114 | PA      | $93991.64     | 0.01%             | 2026-07-31      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 192448747.SRDLC                                     | 192448747.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1292 | PA      | $115.48       | 0.00%             | 2025-08-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204617295.SRDLC                                     | 204617295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4476 | PA      | $4467.19      | 0.00%             | 2027-10-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW5177356.SRDUP                                     | FW5177356.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5662.36      | 0.00%             | 2028-04-03      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| L3291148.SRDUP                                      | L3291148.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2167 | PA      | $2207.66      | 0.00%             | 2027-07-19      | Fixed         | 14.82%                | Yes           |                  3 | On Loan: No      |
| 213984890.SRDLC                                     | 213984890.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10734 | PA      | $10762.49     | 0.00%             | 2028-01-27      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214043908.SRDLC                                     | 214043908.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19112 | PA      | $18565.47     | 0.00%             | 2029-01-30      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8838251.SRDSQ                                       | 8838251.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6489 | PA      | $6113.89      | 0.00%             | 2026-09-13      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8876601.SRDSQ                                       | 8876601.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1258 | PA      | $1109.08      | 0.00%             | 2026-09-23      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 203935388.SRDLC                                     | 203935388.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22380 | PA      | $21849.31     | 0.00%             | 2028-09-05      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 203970650.SRDLC                                     | 203970650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8361 | PA      | $8163.07      | 0.00%             | 2026-09-08      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L3292584.SRDUP                                      | L3292584.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       545 | PA      | $554.74       | 0.00%             | 2027-07-19      | Fixed         | 15.32%                | Yes           |                  3 | On Loan: No      |
| L3319952.SRDUP                                      | L3319952.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       919 | PA      | $944.14       | 0.00%             | 2027-08-01      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| L3334336.SRDUP                                      | L3334336.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5514 | PA      | $5675.65      | 0.00%             | 2028-06-15      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L3337164.SRDUP                                      | L3337164.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17021 | PA      | $17311.51     | 0.00%             | 2027-08-08      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| 214057774.SRDLC                                     | 214057774.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8038 | PA      | $7767.89      | 0.00%             | 2030-01-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214612023.SRDLC                                     | 214612023.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3141 | PA      | $3176.84      | 0.00%             | 2030-03-19      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205155057.SRDLC                                     | 205155057.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2339.84      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205166955.SRDLC                                     | 205166955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3518 | PA      | $3525.58      | 0.00%             | 2027-11-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM4008018.SRDUP                                    | CBM4008018.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       898 | PA      | $893.98       | 0.00%             | 2026-10-06      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| DRB5007907.SRDUP                                    | DRB5007907.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35671 | PA      | $35305.23     | 0.00%             | 2028-02-06      | Fixed         | 13.65%                | Yes           |                  3 | On Loan: No      |
| 8555295.SRDSQ                                       | 8555295.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2029 | PA      | $1971.20      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8590166.SRDSQ                                       | 8590166.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2787.55      | 0.00%             | 2026-07-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3332416.SRDUP                                      | L3332416.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1227 | PA      | $1258.38      | 0.00%             | 2027-08-04      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| L3910229.SRDUP                                      | L3910229.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1548 | PA      | $1544.78      | 0.00%             | 2026-08-02      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| 8377866.SRDSQ                                       | 8377866.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $735.55       | 0.00%             | 2026-05-13      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8421624.SRDSQ                                       | 8421624.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2304 | PA      | $2137.63      | 0.00%             | 2026-05-26      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| L3909858.SRDUP                                      | L3909858.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17192 | PA      | $17320.64     | 0.00%             | 2028-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| L3909895.SRDUP                                      | L3909895.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12651 | PA      | $12759.80     | 0.00%             | 2028-08-02      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| 187156876.SRDLC                                     | 187156876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5631 | PA      | $5555.41      | 0.00%             | 2027-03-27      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 187510418.SRDLC                                     | 187510418.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10391 | PA      | $928.96       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8783511.SRDSQ                                       | 8783511.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6899 | PA      | $6448.58      | 0.00%             | 2026-08-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8786224.SRDSQ                                       | 8786224.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $1871.70      | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5179323.SRDUP                                    | DRB5179323.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4085 | PA      | $4033.54      | 0.00%             | 2028-04-03      | Fixed         | 30.27%                | Yes           |                  3 | On Loan: No      |
| FW3292062.SRDUP                                     | FW3292062.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5948 | PA      | $6133.42      | 0.00%             | 2027-07-19      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| L3391411.SRDUP                                      | L3391411.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $650.23       | 0.00%             | 2027-09-01      | Fixed         | 25.21%                | Yes           |                  3 | On Loan: No      |
| L4011063.SRDUP                                      | L4011063.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14326 | PA      | $14519.76     | 0.00%             | 2028-10-10      | Fixed         | 20.63%                | Yes           |                  3 | On Loan: No      |
| 8560845.SRDSQ                                       | 8560845.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       717 | PA      | $672.17       | 0.00%             | 2026-07-05      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8609467.SRDSQ                                       | 8609467.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5382 | PA      | $5135.89      | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5179493.SRDUP                                      | L5179493.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22378 | PA      | $22274.32     | 0.00%             | 2030-04-03      | Fixed         | 16.70%                | Yes           |                  3 | On Loan: No      |
| L5189294.SRDUP                                      | L5189294.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2975.93      | 0.00%             | 2028-04-07      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L4998475.SRDUP                                      | L4998475.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4901 | PA      | $4781.80      | 0.00%             | 2030-02-04      | Fixed         | 22.22%                | Yes           |                  3 | On Loan: No      |
| L5001260.SRDUP                                      | L5001260.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3024 | PA      | $3009.91      | 0.00%             | 2030-02-04      | Fixed         | 13.35%                | Yes           |                  3 | On Loan: No      |
| 205247186.SRDLC                                     | 205247186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2331 | PA      | $2351.10      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205404187.SRDLC                                     | 205404187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19679 | PA      | $19366.37     | 0.00%             | 2028-11-30      | Fixed         | 10.76%                | Yes           |                  3 | On Loan: No      |
| 8801261.SRDSQ                                       | 8801261.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5384 | PA      | $4549.22      | 0.00%             | 2026-09-05      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8801437.SRDSQ                                       | 8801437.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1935 | PA      | $1820.97      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 186219997.SRDLC                                     | 186219997.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15654 | PA      | $1399.50      | 0.00%             | 2027-02-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 187616322.SRDLC                                     | 187616322.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6561 | PA      | $6466.47      | 0.00%             | 2027-04-07      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| L5009790.SRDUP                                      | L5009790.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19532 | PA      | $19308.97     | 0.00%             | 2030-02-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| L5010653.SRDUP                                      | L5010653.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26625 | PA      | $26404.37     | 0.00%             | 2030-02-07      | Fixed         | 16.83%                | Yes           |                  3 | On Loan: No      |
| FW4011920.SRDUP                                     | FW4011920.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1822 | PA      | $1847.97      | 0.00%             | 2028-10-10      | Fixed         | 19.20%                | Yes           |                  3 | On Loan: No      |
| FW4012601.SRDUP                                     | FW4012601.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2423 | PA      | $2457.86      | 0.00%             | 2028-10-10      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| 211866440.SRDLC                                     | 211866440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7434 | PA      | $7113.56      | 0.00%             | 2026-11-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211991181.SRDLC                                     | 211991181.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2219 | PA      | $2172.10      | 0.00%             | 2027-10-31      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 8789291.SRDSQ                                       | 8789291.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4120 | PA      | $3970.26      | 0.00%             | 2026-09-01      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8790632.SRDSQ                                       | 8790632.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $1926.32      | 0.00%             | 2026-09-02      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| L4008663.SRDUP                                      | L4008663.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6204 | PA      | $3940.16      | 0.00%             | 2026-10-06      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L4012445.SRDUP                                      | L4012445.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2435 | PA      | $2431.69      | 0.00%             | 2026-10-10      | Fixed         | 21.66%                | Yes           |                  3 | On Loan: No      |
| 206469647.SRDLC                                     | 206469647.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3263 | PA      | $3102.40      | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206524034.SRDLC                                     | 206524034.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10439 | PA      | $9920.91      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187709072.SRDLC                                     | 187709072.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6428 | PA      | $574.68       | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188533982.SRDLC                                     | 188533982.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5829 | PA      | $5842.25      | 0.00%             | 2027-04-18      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 188243266.SRDLC                                     | 188243266.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7178 | PA      | $7113.92      | 0.00%             | 2027-04-11      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 188800045.SRDLC                                     | 188800045.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17345 | PA      | $16935.30     | 0.00%             | 2027-04-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| L5006362.SRDUP                                      | L5006362.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5874 | PA      | $5803.52      | 0.00%             | 2030-02-06      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| L5010386.SRDUP                                      | L5010386.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6830 | PA      | $6750.87      | 0.00%             | 2030-02-07      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| 195096186.SRDLC                                     | 195096186.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4249 | PA      | $379.88       | 0.00%             | 2025-10-27      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 203638648.SRDLC                                     | 203638648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7208 | PA      | $7125.90      | 0.00%             | 2026-08-17      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8806567.SRDSQ                                       | 8806567.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14972 | PA      | $14066.21     | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8814490.SRDSQ                                       | 8814490.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13172 | PA      | $12455.26     | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 204517947.SRDLC                                     | 204517947.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16854 | PA      | $17009.64     | 0.00%             | 2028-10-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204672903.SRDLC                                     | 204672903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3962 | PA      | $3692.26      | 0.00%             | 2026-01-12      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8807896.SRDSQ                                       | 8807896.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1273 | PA      | $1209.75      | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8815279.SRDSQ                                       | 8815279.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9490 | PA      | $8942.59      | 0.00%             | 2026-09-08      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 206972436.SRDLC                                     | 206972436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4561 | PA      | $4355.58      | 0.00%             | 2029-03-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207175512.SRDLC                                     | 207175512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2874 | PA      | $2744.69      | 0.00%             | 2027-02-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192899816.SRDLC                                     | 192899816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       604 | PA      | $605.91       | 0.00%             | 2025-08-25      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 193147466.SRDLC                                     | 193147466.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25793 | PA      | $2305.88      | 0.00%             | 2027-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L4996550.SRDUP                                      | L4996550.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3531 | PA      | $3444.21      | 0.00%             | 2030-02-04      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L4998181.SRDUP                                      | L4998181.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4403 | PA      | $4312.55      | 0.00%             | 2030-02-04      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| 213648208.SRDLC                                     | 213648208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14176 | PA      | $13410.28     | 0.00%             | 2028-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213843811.SRDLC                                     | 213843811.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20188 | PA      | $19675.95     | 0.00%             | 2030-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8829973.SRDSQ                                       | 8829973.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18565 | PA      | $16388.81     | 0.00%             | 2026-09-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8838586.SRDSQ                                       | 8838586.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5968 | PA      | $5613.58      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205203505.SRDLC                                     | 205203505.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5998 | PA      | $6032.70      | 0.00%             | 2027-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205389121.SRDLC                                     | 205389121.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6670 | PA      | $6469.96      | 0.00%             | 2028-12-05      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| DRB5186404.SRDUP                                    | DRB5186404.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14400 | PA      | $14219.16     | 0.00%             | 2030-04-07      | Fixed         | 32.04%                | Yes           |                  3 | On Loan: No      |
| DRB5188367.SRDUP                                    | DRB5188367.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11900 | PA      | $11750.20     | 0.00%             | 2028-04-07      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| 8604667.SRDSQ                                       | 8604667.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45669 | PA      | $43171.68     | 0.00%             | 2026-07-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8609337.SRDSQ                                       | 8609337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3202 | PA      | $3071.67      | 0.00%             | 2026-07-10      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L5010251.SRDUP                                      | L5010251.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3228 | PA      | $3164.56      | 0.00%             | 2030-02-07      | Fixed         | 18.06%                | Yes           |                  3 | On Loan: No      |
| L5177295.SRDUP                                      | L5177295.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4200 | PA      | $4158.77      | 0.00%             | 2030-04-03      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| 203830171.SRDLC                                     | 203830171.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18562 | PA      | $18227.85     | 0.00%             | 2028-08-31      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 204774959.SRDLC                                     | 204774959.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1774.26      | 0.00%             | 2026-10-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191563994.SRDLC                                     | 191563994.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5597 | PA      | $500.36       | 0.00%             | 2027-07-25      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 192416611.SRDLC                                     | 192416611.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2204 | PA      | $2197.47      | 0.00%             | 2025-08-15      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| FW3331977.SRDUP                                     | FW3331977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1592 | PA      | $1615.85      | 0.00%             | 2027-08-04      | Fixed         | 16.55%                | Yes           |                  3 | On Loan: No      |
| FW3334502.SRDUP                                     | FW3334502.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5173 | PA      | $5373.08      | 0.00%             | 2027-08-05      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 8839608.SRDSQ                                       | 8839608.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17831 | PA      | $16584.97     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8840601.SRDSQ                                       | 8840601.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8556 | PA      | $8072.44      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 207945271.SRDLC                                     | 207945271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3960 | PA      | $3747.40      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211041204.SRDLC                                     | 211041204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1740 | PA      | $1625.36      | 0.00%             | 2027-09-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW4995809.SRDUP                                     | FW4995809.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5085 | PA      | $4965.00      | 0.00%             | 2030-02-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| FW4996103.SRDUP                                     | FW4996103.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11709 | PA      | $11422.96     | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| L5177389.SRDUP                                      | L5177389.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13500 | PA      | $13375.80     | 0.00%             | 2028-04-03      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| L5178967.SRDUP                                      | L5178967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17500 | PA      | $17254.49     | 0.00%             | 2030-04-03      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| 8815940.SRDSQ                                       | 8815940.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1552 | PA      | $1481.51      | 0.00%             | 2026-09-09      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8837541.SRDSQ                                       | 8837541.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4139 | PA      | $3881.93      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3320223.SRDUP                                     | FW3320223.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       631 | PA      | $654.64       | 0.00%             | 2027-08-01      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| FW3334972.SRDUP                                     | FW3334972.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8095 | PA      | $8413.14      | 0.00%             | 2027-08-05      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| 8610267.SRDSQ                                       | 8610267.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2545 | PA      | $2487.07      | 0.00%             | 2026-07-12      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8615410.SRDSQ                                       | 8615410.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       995 | PA      | $974.89       | 0.00%             | 2026-07-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| L5176999.SRDUP                                      | L5176999.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1365 | PA      | $1354.79      | 0.00%             | 2030-04-03      | Fixed         | 19.54%                | Yes           |                  3 | On Loan: No      |
| L5181213.SRDUP                                      | L5181213.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49500 | PA      | $49264.08     | 0.00%             | 2030-04-04      | Fixed         | 22.32%                | Yes           |                  3 | On Loan: No      |
| 205234543.SRDLC                                     | 205234543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2964 | PA      | $2938.36      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205708881.SRDLC                                     | 205708881.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5826.07      | 0.00%             | 2026-12-13      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8841154.SRDSQ                                       | 8841154.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9051 | PA      | $8409.77      | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8845242.SRDSQ                                       | 8845242.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       558 | PA      | $519.72       | 0.00%             | 2026-09-15      | Fixed         | 5.87%                 | Yes           |                  3 | On Loan: No      |
| DRB5181370.SRDUP                                    | DRB5181370.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5423.38      | 0.00%             | 2030-04-04      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3298685.SRDUP                                     | FW3298685.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       441 | PA      | $441.91       | 0.00%             | 2027-07-21      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| 211201442.SRDLC                                     | 211201442.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1678 | PA      | $1601.50      | 0.00%             | 2028-09-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211452595.SRDLC                                     | 211452595.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20256 | PA      | $18946.05     | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8875748.SRDSQ                                       | 8875748.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4299 | PA      | $3945.56      | 0.00%             | 2026-09-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| CBM3910777.SRDUP                                    | CBM3910777.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3636 | PA      | $3661.43      | 0.00%             | 2028-08-02      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| 192876522.SRDLC                                     | 192876522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $5613.74      | 0.00%             | 2027-08-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192964543.SRDLC                                     | 192964543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12210 | PA      | $1091.60      | 0.00%             | 2028-07-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L4997333.SRDUP                                      | L4997333.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13728 | PA      | $13387.84     | 0.00%             | 2030-02-03      | Fixed         | 22.92%                | Yes           |                  3 | On Loan: No      |
| L5002980.SRDUP                                      | L5002980.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2254 | PA      | $2207.31      | 0.00%             | 2030-02-05      | Fixed         | 21.31%                | Yes           |                  3 | On Loan: No      |
| FW3344806.SRDUP                                     | FW3344806.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       645 | PA      | $672.27       | 0.00%             | 2027-08-10      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3910073.SRDUP                                     | FW3910073.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6454 | PA      | $6499.08      | 0.00%             | 2028-08-02      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| FW3500335.SRDUP                                     | FW3500335.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2639 | PA      | $2720.39      | 0.00%             | 2027-10-13      | Fixed         | 26.54%                | Yes           |                  3 | On Loan: No      |
| FW3500941.SRDUP                                     | FW3500941.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1186.36      | 0.00%             | 2027-10-13      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| L5179451.SRDUP                                      | L5179451.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9828 | PA      | $9781.13      | 0.00%             | 2030-04-03      | Fixed         | 20.04%                | Yes           |                  3 | On Loan: No      |
| L5188144.SRDUP                                      | L5188144.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3281.49      | 0.00%             | 2028-04-07      | Fixed         | 14.96%                | Yes           |                  3 | On Loan: No      |
| 8869200.SRDSQ                                       | 8869200.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8850 | PA      | $8318.07      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8869487.SRDSQ                                       | 8869487.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2747 | PA      | $2589.98      | 0.00%             | 2026-09-20      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 7672993.SRDSQ                                       | 7672993.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3761 | PA      | $2656.88      | 0.00%             | 2025-10-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8306351.SRDSQ                                       | 8306351.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43657 | PA      | $42382.50     | 0.00%             | 2026-04-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| FW4996118.SRDUP                                     | FW4996118.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7373 | PA      | $7114.86      | 0.00%             | 2030-02-03      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| FW4996710.SRDUP                                     | FW4996710.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7993 | PA      | $7703.09      | 0.00%             | 2028-02-03      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3542010.SRDUP                                     | FW3542010.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1337 | PA      | $1408.02      | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW3910740.SRDUP                                     | FW3910740.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1323 | PA      | $1320.45      | 0.00%             | 2026-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2955                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -37 | NC      | $-9620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2960                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-9180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8340653.SRDSQ                                       | 8340653.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2401 | PA      | $2274.20      | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8371320.SRDSQ                                       | 8371320.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22817 | PA      | $21946.24     | 0.00%             | 2026-05-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| L5177160.SRDUP                                      | L5177160.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $1654.52      | 0.00%             | 2030-04-03      | Fixed         | 17.47%                | Yes           |                  3 | On Loan: No      |
| L5178870.SRDUP                                      | L5178870.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3383.86      | 0.00%             | 2030-04-03      | Fixed         | 18.57%                | Yes           |                  3 | On Loan: No      |
| FW3910244.SRDUP                                     | FW3910244.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1818.96      | 0.00%             | 2026-08-02      | Fixed         | 20.90%                | Yes           |                  3 | On Loan: No      |
| FW3913549.SRDUP                                     | FW3913549.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4918 | PA      | $4994.70      | 0.00%             | 2028-08-04      | Fixed         | 21.56%                | Yes           |                  3 | On Loan: No      |
| FW4999636.SRDUP                                     | FW4999636.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12180 | PA      | $11763.12     | 0.00%             | 2030-02-04      | Fixed         | 26.35%                | Yes           |                  3 | On Loan: No      |
| FW5004593.SRDUP                                     | FW5004593.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $2852.27      | 0.00%             | 2030-02-06      | Fixed         | 31.27%                | Yes           |                  3 | On Loan: No      |
| FW3909927.SRDUP                                     | FW3909927.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $944.41       | 0.00%             | 2029-01-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW4008460.SRDUP                                     | FW4008460.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3992 | PA      | $4009.21      | 0.00%             | 2028-10-06      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| 211513223.SRDLC                                     | 211513223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19397 | PA      | $18344.47     | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211664816.SRDLC                                     | 211664816.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7430 | PA      | $7041.29      | 0.00%             | 2029-10-24      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8618239.SRDSQ                                       | 8618239.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       940 | PA      | $874.65       | 0.00%             | 2026-07-15      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8649407.SRDSQ                                       | 8649407.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1566 | PA      | $1476.19      | 0.00%             | 2026-07-24      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8872490.SRDSQ                                       | 8872490.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10058 | PA      | $9391.07      | 0.00%             | 2026-09-21      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8873402.SRDSQ                                       | 8873402.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27112 | PA      | $25508.61     | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5179855.SRDUP                                      | L5179855.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2678.15      | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5186062.SRDUP                                      | L5186062.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1491.46      | 0.00%             | 2028-04-07      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| FW3337761.SRDUP                                     | FW3337761.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1483 | PA      | $1542.92      | 0.00%             | 2027-08-08      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| FW3383096.SRDUP                                     | FW3383096.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       172 | PA      | $171.09       | 0.00%             | 2025-09-01      | Fixed         | 17.73%                | Yes           |                  3 | On Loan: No      |
| FW4008692.SRDUP                                     | FW4008692.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1588 | PA      | $1594.63      | 0.00%             | 2028-10-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| FW4008911.SRDUP                                     | FW4008911.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1946 | PA      | $1952.99      | 0.00%             | 2028-10-07      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| FW4008289.SRDUP                                     | FW4008289.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8255 | PA      | $8290.77      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| FW4009953.SRDUP                                     | FW4009953.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5605 | PA      | $5639.14      | 0.00%             | 2028-10-10      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| 186330289.SRDLC                                     | 186330289.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2908 | PA      | $2938.10      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186995154.SRDLC                                     | 186995154.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       446 | PA      | $39.90        | 0.00%             | 2025-03-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8791866.SRDSQ                                       | 8791866.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1392 | PA      | $1294.56      | 0.00%             | 2026-09-03      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8799745.SRDSQ                                       | 8799745.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3698 | PA      | $3448.46      | 0.00%             | 2026-09-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 187073409.SRDLC                                     | 187073409.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5530 | PA      | $494.38       | 0.00%             | 2025-03-10      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 187280200.SRDLC                                     | 187280200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2146 | PA      | $191.82       | 0.00%             | 2026-03-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 8875945.SRDSQ                                       | 8875945.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23414 | PA      | $21286.47     | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8876898.SRDSQ                                       | 8876898.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36316 | PA      | $33961.88     | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212247989.SRDLC                                     | 212247989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5553 | PA      | $5255.70      | 0.00%             | 2028-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212258158.SRDLC                                     | 212258158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7091 | PA      | $6728.94      | 0.00%             | 2027-11-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW5006421.SRDUP                                     | FW5006421.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7677 | PA      | $7417.22      | 0.00%             | 2030-02-06      | Fixed         | 31.95%                | Yes           |                  3 | On Loan: No      |
| FW5177083.SRDUP                                     | FW5177083.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2759.46      | 0.00%             | 2030-04-03      | Fixed         | 31.16%                | Yes           |                  3 | On Loan: No      |
| 8787615.SRDSQ                                       | 8787615.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15645 | PA      | $14779.74     | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789674.SRDSQ                                       | 8789674.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14034 | PA      | $13179.47     | 0.00%             | 2026-09-01      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW4012677.SRDUP                                     | FW4012677.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1981 | PA      | $1237.84      | 0.00%             | 2027-03-10      | Fixed         | 24.92%                | Yes           |                  3 | On Loan: No      |
| FW5008613.SRDUP                                     | FW5008613.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2576 | PA      | $1261.21      | 0.00%             | 2030-02-07      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| L5186859.SRDUP                                      | L5186859.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $1079.96      | 0.00%             | 2028-04-07      | Fixed         | 14.15%                | Yes           |                  3 | On Loan: No      |
| L5190129.SRDUP                                      | L5190129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1887.01      | 0.00%             | 2030-04-07      | Fixed         | 18.63%                | Yes           |                  3 | On Loan: No      |
| 8803257.SRDSQ                                       | 8803257.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5637 | PA      | $5222.89      | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8809310.SRDSQ                                       | 8809310.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2387 | PA      | $2058.69      | 0.00%             | 2026-09-06      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 205423483.SRDLC                                     | 205423483.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3515.57      | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206530265.SRDLC                                     | 206530265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7070 | PA      | $6795.22      | 0.00%             | 2027-02-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2965                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-6160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2970                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-9280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213977208.SRDLC                                     | 213977208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10504 | PA      | $10346.79     | 0.00%             | 2028-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8157747.SRDSQ                                       | 8157747.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6218 | PA      | $6069.45      | 0.00%             | 2026-03-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW5179216.SRDUP                                     | FW5179216.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $7689.02      | 0.00%             | 2030-04-03      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| L3291319.SRDUP                                      | L3291319.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2753 | PA      | $2837.12      | 0.00%             | 2027-07-18      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 8878369.SRDSQ                                       | 8878369.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3218 | PA      | $2842.64      | 0.00%             | 2026-09-24      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8878406.SRDSQ                                       | 8878406.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18798 | PA      | $17578.61     | 0.00%             | 2026-09-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8389220.SRDSQ                                       | 8389220.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7913 | PA      | $7654.49      | 0.00%             | 2026-05-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8391450.SRDSQ                                       | 8391450.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1955 | PA      | $1799.92      | 0.00%             | 2026-05-18      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| FW3292176.SRDUP                                     | FW3292176.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9209 | PA      | $9635.89      | 0.00%             | 2027-07-19      | Fixed         | 26.96%                | Yes           |                  3 | On Loan: No      |
| FW3301691.SRDUP                                     | FW3301691.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $661.72       | 0.00%             | 2027-07-22      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2985                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2990                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-14960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5178825.SRDUP                                     | FW5178825.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $12897.70     | 0.00%             | 2030-04-03      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| FW5181314.SRDUP                                     | FW5181314.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25600 | PA      | $25249.63     | 0.00%             | 2030-04-04      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| L3291740.SRDUP                                      | L3291740.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8289 | PA      | $8548.78      | 0.00%             | 2027-07-19      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| L3331769.SRDUP                                      | L3331769.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8919 | PA      | $9042.10      | 0.00%             | 2027-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| 204011210.SRDLC                                     | 204011210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7077 | PA      | $6899.71      | 0.00%             | 2026-09-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204187223.SRDLC                                     | 204187223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8330 | PA      | $8466.62      | 0.00%             | 2028-09-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 186445568.SRDLC                                     | 186445568.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18808 | PA      | $18677.07     | 0.00%             | 2027-02-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 186647083.SRDLC                                     | 186647083.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10299 | PA      | $10442.47     | 0.00%             | 2027-02-28      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 185884862.SRDLC                                     | 185884862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1480 | PA      | $132.31       | 0.00%             | 2025-06-22      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186859612.SRDLC                                     | 186859612.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12063 | PA      | $12212.95     | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3301910.SRDUP                                     | FW3301910.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7081 | PA      | $7412.22      | 0.00%             | 2027-07-22      | Fixed         | 27.83%                | Yes           |                  3 | On Loan: No      |
| FW3302563.SRDUP                                     | FW3302563.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2850 | PA      | $2887.48      | 0.00%             | 2027-07-22      | Fixed         | 16.90%                | Yes           |                  3 | On Loan: No      |
| L3298279.SRDUP                                      | L3298279.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3714 | PA      | $3892.68      | 0.00%             | 2027-07-21      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3302921.SRDUP                                      | L3302921.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2440 | PA      | $2467.07      | 0.00%             | 2027-08-03      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| 8810338.SRDSQ                                       | 8810338.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1640 | PA      | $1524.56      | 0.00%             | 2026-09-06      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8821475.SRDSQ                                       | 8821475.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1135.08      | 0.00%             | 2026-09-11      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3390668.SRDUP                                      | L3390668.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       171 | PA      | $169.20       | 0.00%             | 2025-09-01      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| L3499912.SRDUP                                      | L3499912.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $672.52       | 0.00%             | 2025-10-28      | Fixed         | 17.90%                | Yes           |                  3 | On Loan: No      |
| FW3911654.SRDUP                                     | FW3911654.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7096 | PA      | $7149.49      | 0.00%             | 2028-08-03      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| FW3911655.SRDUP                                     | FW3911655.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1593 | PA      | $1606.30      | 0.00%             | 2028-08-03      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| FW4996250.SRDUP                                     | FW4996250.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6626.22      | 0.00%             | 2030-02-03      | Fixed         | 21.98%                | Yes           |                  3 | On Loan: No      |
| FW5177065.SRDUP                                     | FW5177065.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $8378.04      | 0.00%             | 2030-04-03      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| 8798433.SRDSQ                                       | 8798433.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11005 | PA      | $9291.57      | 0.00%             | 2026-09-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8800204.SRDSQ                                       | 8800204.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8888 | PA      | $8392.09      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206587966.SRDLC                                     | 206587966.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3825 | PA      | $341.97       | 0.00%             | 2028-07-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206812968.SRDLC                                     | 206812968.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8181 | PA      | $7926.46      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8403504.SRDSQ                                       | 8403504.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1569 | PA      | $1529.83      | 0.00%             | 2026-05-21      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8405906.SRDSQ                                       | 8405906.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2188 | PA      | $2123.93      | 0.00%             | 2026-05-21      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8331713.SRDSQ                                       | 8331713.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3871 | PA      | $3689.72      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8371007.SRDSQ                                       | 8371007.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $2119.63      | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 206880786.SRDLC                                     | 206880786.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5874 | PA      | $5634.58      | 0.00%             | 2027-02-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207907261.SRDLC                                     | 207907261.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14929 | PA      | $14032.31     | 0.00%             | 2027-05-05      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 188180458.SRDLC                                     | 188180458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9068 | PA      | $9070.56      | 0.00%             | 2027-10-20      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 191340523.SRDLC                                     | 191340523.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14130 | PA      | $14060.50     | 0.00%             | 2027-07-11      | Fixed         | 15.69%                | Yes           |                  3 | On Loan: No      |
| 204746318.SRDLC                                     | 204746318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3624 | PA      | $3594.66      | 0.00%             | 2026-10-31      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205171265.SRDLC                                     | 205171265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3543 | PA      | $316.78       | 0.00%             | 2026-11-13      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 8883126.SRDSQ                                       | 8883126.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $902.78       | 0.00%             | 2026-09-25      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| CBM3913412.SRDUP                                    | CBM3913412.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13186 | PA      | $13329.31     | 0.00%             | 2028-08-04      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| L3319940.SRDUP                                      | L3319940.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25298 | PA      | $25637.66     | 0.00%             | 2027-08-01      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| L3337835.SRDUP                                      | L3337835.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3857 | PA      | $3920.89      | 0.00%             | 2027-08-08      | Fixed         | 14.20%                | Yes           |                  3 | On Loan: No      |
| FW3956033.SRDUP                                     | FW3956033.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $3401.23      | 0.00%             | 2028-09-05      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| FW4012273.SRDUP                                     | FW4012273.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5662 | PA      | $3084.54      | 0.00%             | 2028-10-10      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| 8372063.SRDSQ                                       | 8372063.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $1853.58      | 0.00%             | 2026-05-12      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8388309.SRDSQ                                       | 8388309.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16365 | PA      | $15477.58     | 0.00%             | 2026-05-16      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 210694397.SRDLC                                     | 210694397.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       754 | PA      | $726.01       | 0.00%             | 2026-09-09      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210984220.SRDLC                                     | 210984220.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6012 | PA      | $5623.59      | 0.00%             | 2027-09-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205240488.SRDLC                                     | 205240488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9815 | PA      | $9730.66      | 0.00%             | 2026-11-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205245476.SRDLC                                     | 205245476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17960 | PA      | $3192.09      | 0.00%             | 2028-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 191786026.SRDLC                                     | 191786026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22795 | PA      | $22494.49     | 0.00%             | 2027-08-04      | Fixed         | 16.79%                | Yes           |                  3 | On Loan: No      |
| 192046955.SRDLC                                     | 192046955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3720 | PA      | $332.54       | 0.00%             | 2025-08-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW4012524.SRDUP                                     | FW4012524.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2474 | PA      | $2489.65      | 0.00%             | 2028-10-10      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW5008581.SRDUP                                     | FW5008581.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11315 | PA      | $10938.64     | 0.00%             | 2030-02-07      | Fixed         | 30.71%                | Yes           |                  3 | On Loan: No      |
| 8392767.SRDSQ                                       | 8392767.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3889 | PA      | $3748.41      | 0.00%             | 2026-05-18      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8399477.SRDSQ                                       | 8399477.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1739 | PA      | $1231.90      | 0.00%             | 2026-05-20      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| L3341955.SRDUP                                      | L3341955.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1721.29      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3342349.SRDUP                                      | L3342349.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2381 | PA      | $2423.95      | 0.00%             | 2027-08-09      | Fixed         | 12.04%                | Yes           |                  3 | On Loan: No      |
| 211327546.SRDLC                                     | 211327546.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14236 | PA      | $13382.03     | 0.00%             | 2029-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211715137.SRDLC                                     | 211715137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6386 | PA      | $6326.47      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 186977592.SRDLC                                     | 186977592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3278 | PA      | $3502.34      | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187024503.SRDLC                                     | 187024503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3756 | PA      | $335.79       | 0.00%             | 2025-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5008618.SRDUP                                     | FW5008618.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19205 | PA      | $18544.51     | 0.00%             | 2028-02-07      | Fixed         | 30.79%                | Yes           |                  3 | On Loan: No      |
| FW5010143.SRDUP                                     | FW5010143.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9733 | PA      | $9411.66      | 0.00%             | 2030-02-07      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| 8546488.SRDSQ                                       | 8546488.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3106 | PA      | $2985.28      | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8559645.SRDSQ                                       | 8559645.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24196 | PA      | $22275.17     | 0.00%             | 2026-07-04      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| L3910891.SRDUP                                      | L3910891.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2366 | PA      | $2352.84      | 0.00%             | 2026-08-02      | Fixed         | 12.36%                | Yes           |                  3 | On Loan: No      |
| L4997676.SRDUP                                      | L4997676.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7294 | PA      | $7144.00      | 0.00%             | 2030-02-03      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| 214990283.SRDLC                                     | 214990283.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9828 | PA      | $9470.39      | 0.00%             | 2028-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215925906.SRDLC                                     | 215925906.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13000 | PA      | $12757.51     | 0.00%             | 2028-04-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L3393918.SRDUP                                      | L3393918.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8181 | PA      | $8324.15      | 0.00%             | 2027-09-09      | Fixed         | 13.27%                | Yes           |                  3 | On Loan: No      |
| L3484826.SRDUP                                      | L3484826.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23967 | PA      | $24408.72     | 0.00%             | 2027-10-13      | Fixed         | 16.21%                | Yes           |                  3 | On Loan: No      |
| 194535429.SRDLC                                     | 194535429.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5824 | PA      | $5831.95      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 195752901.SRDLC                                     | 195752901.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1413 | PA      | $1442.83      | 0.00%             | 2026-11-30      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW5177192.SRDUP                                     | FW5177192.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17000 | PA      | $16833.94     | 0.00%             | 2030-04-03      | Fixed         | 20.20%                | Yes           |                  3 | On Loan: No      |
| L3292538.SRDUP                                      | L3292538.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2518 | PA      | $2579.11      | 0.00%             | 2027-12-19      | Fixed         | 13.06%                | Yes           |                  3 | On Loan: No      |
| CBM3960264.SRDUP                                    | CBM3960264.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9100 | PA      | $8825.94      | 0.00%             | 2029-02-10      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| CBM4010323.SRDUP                                    | CBM4010323.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2669 | PA      | $2708.40      | 0.00%             | 2028-10-10      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| 8801113.SRDSQ                                       | 8801113.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12073 | PA      | $11273.75     | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8816290.SRDSQ                                       | 8816290.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1966 | PA      | $1842.39      | 0.00%             | 2026-09-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8882895.SRDSQ                                       | 8882895.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6292 | PA      | $5923.67      | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8890429.SRDSQ                                       | 8890429.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9045 | PA      | $8535.78      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213661984.SRDLC                                     | 213661984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2657.72      | 0.00%             | 2028-01-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213701540.SRDLC                                     | 213701540.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6760 | PA      | $6478.50      | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8606105.SRDSQ                                       | 8606105.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $776.11       | 0.00%             | 2026-07-10      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8649429.SRDSQ                                       | 8649429.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5028 | PA      | $3364.94      | 0.00%             | 2026-07-24      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| CBM3909880.SRDUP                                    | CBM3909880.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1755 | PA      | $1777.23      | 0.00%             | 2028-08-02      | Fixed         | 25.58%                | Yes           |                  3 | On Loan: No      |
| CBM3910941.SRDUP                                    | CBM3910941.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2699 | PA      | $2728.75      | 0.00%             | 2028-08-02      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| DRB5009707.SRDUP                                    | DRB5009707.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $2853.77      | 0.00%             | 2030-02-07      | Fixed         | 31.28%                | Yes           |                  3 | On Loan: No      |
| FW3956097.SRDUP                                     | FW3956097.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4983 | PA      | $5047.34      | 0.00%             | 2028-09-05      | Fixed         | 24.53%                | Yes           |                  3 | On Loan: No      |
| L3500371.SRDUP                                      | L3500371.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12815 | PA      | $13266.50     | 0.00%             | 2027-10-28      | Fixed         | 18.38%                | Yes           |                  3 | On Loan: No      |
| L3542911.SRDUP                                      | L3542911.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3248 | PA      | $3345.35      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| 8170910.SRDSQ                                       | 8170910.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6519 | PA      | $5942.33      | 0.00%             | 2026-03-10      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8185362.SRDSQ                                       | 8185362.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $2199.11      | 0.00%             | 2026-03-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW5009991.SRDUP                                     | FW5009991.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2458 | PA      | $2376.62      | 0.00%             | 2030-02-07      | Fixed         | 28.93%                | Yes           |                  3 | On Loan: No      |
| FW5010135.SRDUP                                     | FW5010135.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4419 | PA      | $4274.36      | 0.00%             | 2030-02-07      | Fixed         | 26.18%                | Yes           |                  3 | On Loan: No      |
| 7484468.SRDSQ                                       | 7484468.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $90.84        | 0.00%             | 2025-08-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8159061.SRDSQ                                       | 8159061.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2458 | PA      | $2399.80      | 0.00%             | 2026-03-06      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 187382263.SRDLC                                     | 187382263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3994 | PA      | $357.09       | 0.00%             | 2025-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187445072.SRDLC                                     | 187445072.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        25 | PA      | $24.53        | 0.00%             | 2025-04-30      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206578013.SRDLC                                     | 206578013.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7531 | PA      | $7167.85      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206672974.SRDLC                                     | 206672974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12011 | PA      | $719.72       | 0.00%             | 2027-02-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 2995                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-9360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -82 | NC      | $-30340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5010213.SRDUP                                     | FW5010213.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1669 | PA      | $1614.38      | 0.00%             | 2030-02-07      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| L3325310.SRDUP                                      | L3325310.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2273 | PA      | $2324.77      | 0.00%             | 2027-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| CBM3911849.SRDUP                                    | CBM3911849.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3856 | PA      | $3908.35      | 0.00%             | 2028-08-03      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| CBM3913379.SRDUP                                    | CBM3913379.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15229 | PA      | $15432.02     | 0.00%             | 2028-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| 8875390.SRDSQ                                       | 8875390.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5317 | PA      | $5004.15      | 0.00%             | 2026-09-22      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| CBM3910047.SRDUP                                    | CBM3910047.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2156 | PA      | $2186.28      | 0.00%             | 2028-08-02      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3005                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-12480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3015                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -41 | NC      | $-17220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292493.SRDUP                                      | L3292493.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       672 | PA      | $684.20       | 0.00%             | 2027-07-19      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| L3305584.SRDUP                                      | L3305584.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27523 | PA      | $28082.75     | 0.00%             | 2027-07-25      | Fixed         | 15.57%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3040                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3045                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-5040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3956410.SRDUP                                     | FW3956410.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       936 | PA      | $950.09       | 0.00%             | 2028-09-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| FW5008070.SRDUP                                     | FW5008070.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6477 | PA      | $6266.31      | 0.00%             | 2030-02-07      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -88 | NC      | $-2003428.56  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 395                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-36041.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8609778.SRDSQ                                       | 8609778.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5381 | PA      | $5038.73      | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8779452.SRDSQ                                       | 8779452.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $2986.29      | 0.00%             | 2026-08-27      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| CBM3913602.SRDUP                                    | CBM3913602.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2671 | PA      | $2662.39      | 0.00%             | 2026-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| CBM3954356.SRDUP                                    | CBM3954356.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36908 | PA      | $37300.79     | 0.00%             | 2028-09-01      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| L3337065.SRDUP                                      | L3337065.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       669 | PA      | $96.65        | 0.00%             | 2027-08-08      | Fixed         | 19.46%                | Yes           |                  3 | On Loan: No      |
| L3542117.SRDUP                                      | L3542117.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1886 | PA      | $1941.51      | 0.00%             | 2027-11-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun25C 397.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-97335.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jul25C 432.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-38880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203623021.SRDLC                                     | 203623021.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8549 | PA      | $8458.84      | 0.00%             | 2026-08-24      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203626028.SRDLC                                     | 203626028.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6126 | PA      | $6070.03      | 0.00%             | 2026-08-17      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 187789570.SRDLC                                     | 187789570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       408 | PA      | $405.85       | 0.00%             | 2025-08-30      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187790872.SRDLC                                     | 187790872.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3368 | PA      | $3527.57      | 0.00%             | 2027-03-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3302613.SRDUP                                     | FW3302613.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       543 | PA      | $543.44       | 0.00%             | 2025-07-22      | Fixed         | 19.85%                | Yes           |                  3 | On Loan: No      |
| FW3302793.SRDUP                                     | FW3302793.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2516 | PA      | $2635.84      | 0.00%             | 2027-07-22      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| 214329539.SRDLC                                     | 214329539.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5776 | PA      | $5551.06      | 0.00%             | 2028-02-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214386240.SRDLC                                     | 214386240.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1811.66      | 0.00%             | 2027-02-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| FW5180071.SRDUP                                     | FW5180071.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3744.79      | 0.00%             | 2030-04-03      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| L3298433.SRDUP                                      | L3298433.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1692 | PA      | $1722.64      | 0.00%             | 2027-07-21      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| 213715053.SRDLC                                     | 213715053.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14684 | PA      | $14027.35     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214326122.SRDLC                                     | 214326122.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11626 | PA      | $11552.39     | 0.00%             | 2029-02-12      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| CBM5004016.SRDUP                                    | CBM5004016.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2753 | PA      | $2660.28      | 0.00%             | 2030-02-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| DRB5000871.SRDUP                                    | DRB5000871.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16211 | PA      | $15654.43     | 0.00%             | 2030-02-04      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| FW5178977.SRDUP                                     | FW5178977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7600 | PA      | $7488.86      | 0.00%             | 2028-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| L3291691.SRDUP                                      | L3291691.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4244 | PA      | $4325.61      | 0.00%             | 2027-07-19      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| 192982092.SRDLC                                     | 192982092.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5117 | PA      | $5151.19      | 0.00%             | 2027-08-29      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 193001323.SRDLC                                     | 193001323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1421 | PA      | $1414.61      | 0.00%             | 2025-09-05      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| CBM3910144.SRDUP                                    | CBM3910144.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2742 | PA      | $2761.61      | 0.00%             | 2028-08-02      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| DRB5009747.SRDUP                                    | DRB5009747.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6685 | PA      | $6464.17      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| L3913291.SRDUP                                      | L3913291.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7523 | PA      | $7630.94      | 0.00%             | 2028-08-04      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L5002945.SRDUP                                      | L5002945.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1272 | PA      | $1246.39      | 0.00%             | 2030-02-05      | Fixed         | 18.87%                | Yes           |                  3 | On Loan: No      |
| L3283486.SRDUP                                      | L3283486.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1652 | PA      | $1683.58      | 0.00%             | 2027-07-22      | Fixed         | 16.28%                | Yes           |                  3 | On Loan: No      |
| L3298621.SRDUP                                      | L3298621.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6923 | PA      | $7058.57      | 0.00%             | 2027-07-21      | Fixed         | 12.01%                | Yes           |                  3 | On Loan: No      |
| 187040123.SRDLC                                     | 187040123.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9897 | PA      | $884.83       | 0.00%             | 2025-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192565665.SRDLC                                     | 192565665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11145 | PA      | $10625.91     | 0.00%             | 2028-03-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205469919.SRDLC                                     | 205469919.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19264 | PA      | $18676.59     | 0.00%             | 2028-12-10      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 206472529.SRDLC                                     | 206472529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14067 | PA      | $13394.27     | 0.00%             | 2027-02-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 191572560.SRDLC                                     | 191572560.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1719 | PA      | $153.68       | 0.00%             | 2026-01-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192107400.SRDLC                                     | 192107400.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       850 | PA      | $679.62       | 0.00%             | 2025-08-08      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 214574310.SRDLC                                     | 214574310.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9908 | PA      | $9758.37      | 0.00%             | 2030-03-19      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 8353539.SRDSQ                                       | 8353539.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $4540.15      | 0.00%             | 2026-05-06      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 204673717.SRDLC                                     | 204673717.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19468 | PA      | $19100.90     | 0.00%             | 2026-10-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 204910104.SRDLC                                     | 204910104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20488 | PA      | $20289.77     | 0.00%             | 2026-10-30      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 187315282.SRDLC                                     | 187315282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10601 | PA      | $947.75       | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187518225.SRDLC                                     | 187518225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3652 | PA      | $326.46       | 0.00%             | 2027-03-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214768420.SRDLC                                     | 214768420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15326 | PA      | $15074.23     | 0.00%             | 2030-03-05      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 215029746.SRDLC                                     | 215029746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1054 | PA      | $1025.41      | 0.00%             | 2027-03-08      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206817054.SRDLC                                     | 206817054.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14385 | PA      | $14173.23     | 0.00%             | 2027-02-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 208055965.SRDLC                                     | 208055965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12558 | PA      | $12423.23     | 0.00%             | 2029-04-30      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 8817397.SRDSQ                                       | 8817397.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1911 | PA      | $1754.70      | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8842123.SRDSQ                                       | 8842123.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1246.60      | 0.00%             | 2026-09-14      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| DRB5009772.SRDUP                                    | DRB5009772.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2557 | PA      | $2472.35      | 0.00%             | 2030-02-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5177249.SRDUP                                    | DRB5177249.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27000 | PA      | $26611.27     | 0.00%             | 2028-04-03      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| 192514171.SRDLC                                     | 192514171.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $671.37       | 0.00%             | 2025-08-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 193110115.SRDLC                                     | 193110115.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       537 | PA      | $536.03       | 0.00%             | 2025-09-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3309855.SRDUP                                      | L3309855.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1120.83      | 0.00%             | 2027-07-26      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| L3312211.SRDUP                                      | L3312211.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2608 | PA      | $2664.86      | 0.00%             | 2027-12-27      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| 192989998.SRDLC                                     | 192989998.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1177 | PA      | $1178.82      | 0.00%             | 2025-08-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194040422.SRDLC                                     | 194040422.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       626 | PA      | $630.26       | 0.00%             | 2025-09-27      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210533623.SRDLC                                     | 210533623.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6379 | PA      | $6125.95      | 0.00%             | 2026-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210977375.SRDLC                                     | 210977375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23812 | PA      | $22296.86     | 0.00%             | 2029-10-08      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| DRB5004545.SRDUP                                    | DRB5004545.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $1026.50      | 0.00%             | 2030-02-06      | Fixed         | 22.82%                | Yes           |                  3 | On Loan: No      |
| DRB5187652.SRDUP                                    | DRB5187652.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26800 | PA      | $26570.55     | 0.00%             | 2030-04-07      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| L5007014.SRDUP                                      | L5007014.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2239 | PA      | $2165.75      | 0.00%             | 2030-02-06      | Fixed         | 23.91%                | Yes           |                  3 | On Loan: No      |
| L5008523.SRDUP                                      | L5008523.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1471 | PA      | $1441.05      | 0.00%             | 2030-02-07      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 8786311.SRDSQ                                       | 8786311.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7638 | PA      | $6383.06      | 0.00%             | 2026-08-28      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8829482.SRDSQ                                       | 8829482.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     63315 | PA      | $59586.06     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 204974638.SRDLC                                     | 204974638.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16959 | PA      | $16647.67     | 0.00%             | 2028-11-03      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205046513.SRDLC                                     | 205046513.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2372 | PA      | $2375.35      | 0.00%             | 2025-11-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 195008403.SRDLC                                     | 195008403.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6122 | PA      | $547.32       | 0.00%             | 2027-10-04      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| 195308227.SRDLC                                     | 195308227.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2218 | PA      | $2188.72      | 0.00%             | 2025-11-10      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| 194389850.SRDLC                                     | 194389850.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $2243.78      | 0.00%             | 2025-10-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 194430048.SRDLC                                     | 194430048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $1983.46      | 0.00%             | 2025-10-14      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 206897990.SRDLC                                     | 206897990.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13281 | PA      | $12892.19     | 0.00%             | 2029-02-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206934152.SRDLC                                     | 206934152.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8611 | PA      | $8175.45      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8846590.SRDSQ                                       | 8846590.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2572 | PA      | $2428.69      | 0.00%             | 2026-09-16      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8878203.SRDSQ                                       | 8878203.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2802 | PA      | $2618.30      | 0.00%             | 2026-09-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L5009355.SRDUP                                      | L5009355.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5283 | PA      | $5178.84      | 0.00%             | 2030-02-07      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| L5009759.SRDUP                                      | L5009759.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5065 | PA      | $5045.00      | 0.00%             | 2030-02-07      | Fixed         | 10.80%                | Yes           |                  3 | On Loan: No      |
| FW3305173.SRDUP                                     | FW3305173.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $992.08       | 0.00%             | 2027-07-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| FW3327976.SRDUP                                     | FW3327976.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2128 | PA      | $2201.61      | 0.00%             | 2027-08-03      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| 204607632.SRDLC                                     | 204607632.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12217 | PA      | $11927.20     | 0.00%             | 2027-02-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204862989.SRDLC                                     | 204862989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       618 | PA      | $613.02       | 0.00%             | 2026-11-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205076877.SRDLC                                     | 205076877.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1795.42      | 0.00%             | 2026-11-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205162304.SRDLC                                     | 205162304.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3176 | PA      | $3187.86      | 0.00%             | 2026-11-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 193442527.SRDLC                                     | 193442527.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       582 | PA      | $587.59       | 0.00%             | 2025-09-27      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194389212.SRDLC                                     | 194389212.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10253 | PA      | $10850.81     | 0.00%             | 2027-10-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5177469.SRDUP                                    | DRB5177469.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5800 | PA      | $5716.24      | 0.00%             | 2030-04-03      | Fixed         | 30.43%                | Yes           |                  3 | On Loan: No      |
| DRB5178784.SRDUP                                    | DRB5178784.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       716 | PA      | $718.79       | 0.00%             | 2028-04-03      | Fixed         | 26.18%                | Yes           |                  3 | On Loan: No      |
| 206768276.SRDLC                                     | 206768276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7716 | PA      | $7676.60      | 0.00%             | 2028-02-27      | Fixed         | 17.64%                | Yes           |                  3 | On Loan: No      |
| 207475754.SRDLC                                     | 207475754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8140 | PA      | $7688.41      | 0.00%             | 2029-04-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3328235.SRDUP                                     | FW3328235.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       614 | PA      | $131.84       | 0.00%             | 2027-08-03      | Fixed         | 28.15%                | Yes           |                  3 | On Loan: No      |
| FW3332235.SRDUP                                     | FW3332235.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       705 | PA      | $732.18       | 0.00%             | 2027-08-04      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| 205300582.SRDLC                                     | 205300582.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11425 | PA      | $1021.38      | 0.00%             | 2026-11-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205586282.SRDLC                                     | 205586282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11716 | PA      | $11554.10     | 0.00%             | 2026-12-20      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| L3910069.SRDUP                                      | L3910069.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9631 | PA      | $9752.43      | 0.00%             | 2028-08-02      | Fixed         | 20.20%                | Yes           |                  3 | On Loan: No      |
| L3954362.SRDUP                                      | L3954362.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1691 | PA      | $1704.48      | 0.00%             | 2028-09-01      | Fixed         | 25.45%                | Yes           |                  3 | On Loan: No      |
| L5010700.SRDUP                                      | L5010700.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1461 | PA      | $1454.07      | 0.00%             | 2030-02-07      | Fixed         | 15.03%                | Yes           |                  3 | On Loan: No      |
| L5177245.SRDUP                                      | L5177245.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2804 | PA      | $2799.60      | 0.00%             | 2028-04-03      | Fixed         | 10.29%                | Yes           |                  3 | On Loan: No      |
| 8828187.SRDSQ                                       | 8828187.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4066 | PA      | $3808.65      | 0.00%             | 2026-09-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8841830.SRDSQ                                       | 8841830.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23595 | PA      | $22081.54     | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5010083.SRDUP                                      | L5010083.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7239 | PA      | $7102.82      | 0.00%             | 2030-02-07      | Fixed         | 20.75%                | Yes           |                  3 | On Loan: No      |
| L5177137.SRDUP                                      | L5177137.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2772.46      | 0.00%             | 2030-04-03      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| DRB5178913.SRDUP                                    | DRB5178913.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21000 | PA      | $20917.35     | 0.00%             | 2028-04-03      | Fixed         | 12.43%                | Yes           |                  3 | On Loan: No      |
| FW3305012.SRDUP                                     | FW3305012.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $843.15       | 0.00%             | 2027-07-25      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3308699.SRDUP                                     | FW3308699.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30105 | PA      | $30711.43     | 0.00%             | 2027-12-26      | Fixed         | 10.39%                | Yes           |                  3 | On Loan: No      |
| FW3309804.SRDUP                                     | FW3309804.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       960 | PA      | $1008.54      | 0.00%             | 2027-07-26      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| 204532190.SRDLC                                     | 204532190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1443 | PA      | $1447.78      | 0.00%             | 2026-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204658916.SRDLC                                     | 204658916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7850 | PA      | $7901.74      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204871983.SRDLC                                     | 204871983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9304 | PA      | $9184.31      | 0.00%             | 2026-11-24      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204970758.SRDLC                                     | 204970758.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28547 | PA      | $28461.78     | 0.00%             | 2027-11-14      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8796264.SRDSQ                                       | 8796264.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18330 | PA      | $16834.33     | 0.00%             | 2026-09-04      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8796750.SRDSQ                                       | 8796750.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $1579.90      | 0.00%             | 2026-09-04      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 206305187.SRDLC                                     | 206305187.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5414 | PA      | $5163.54      | 0.00%             | 2027-02-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206447651.SRDLC                                     | 206447651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4465 | PA      | $4283.27      | 0.00%             | 2028-02-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 195018882.SRDLC                                     | 195018882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2487 | PA      | $2472.78      | 0.00%             | 2026-03-28      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| 203566046.SRDLC                                     | 203566046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6464 | PA      | $6651.04      | 0.00%             | 2028-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211282813.SRDLC                                     | 211282813.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7821 | PA      | $7497.66      | 0.00%             | 2026-10-07      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211332366.SRDLC                                     | 211332366.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19300 | PA      | $18075.46     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3309963.SRDUP                                     | FW3309963.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9261 | PA      | $9445.33      | 0.00%             | 2027-07-26      | Fixed         | 16.93%                | Yes           |                  3 | On Loan: No      |
| FW3320064.SRDUP                                     | FW3320064.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4749 | PA      | $4813.46      | 0.00%             | 2027-08-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3305697.SRDUP                                      | L3305697.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       984 | PA      | $999.16       | 0.00%             | 2027-07-25      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3324988.SRDUP                                      | L3324988.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4060 | PA      | $4112.57      | 0.00%             | 2027-08-02      | Fixed         | 15.03%                | Yes           |                  3 | On Loan: No      |
| 8332838.SRDSQ                                       | 8332838.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15733 | PA      | $15018.36     | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8550895.SRDSQ                                       | 8550895.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44970 | PA      | $43069.83     | 0.00%             | 2026-07-01      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205103139.SRDLC                                     | 205103139.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18273 | PA      | $1633.64      | 0.00%             | 2028-11-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205152075.SRDLC                                     | 205152075.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2873 | PA      | $2872.25      | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203643192.SRDLC                                     | 203643192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20353 | PA      | $20991.80     | 0.00%             | 2028-08-21      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204011230.SRDLC                                     | 204011230.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30014 | PA      | $29510.94     | 0.00%             | 2028-09-24      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 203878978.SRDLC                                     | 203878978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6421 | PA      | $6357.47      | 0.00%             | 2026-09-19      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 204981988.SRDLC                                     | 204981988.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4651 | PA      | $4627.29      | 0.00%             | 2028-07-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW5178610.SRDUP                                     | FW5178610.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14100 | PA      | $13895.52     | 0.00%             | 2030-04-03      | Fixed         | 31.64%                | Yes           |                  3 | On Loan: No      |
| FW5181217.SRDUP                                     | FW5181217.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11400 | PA      | $11241.62     | 0.00%             | 2028-04-04      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| L3954459.SRDUP                                      | L3954459.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1495 | PA      | $1509.30      | 0.00%             | 2028-09-01      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| L3956297.SRDUP                                      | L3956297.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1184 | PA      | $1196.63      | 0.00%             | 2028-09-05      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 204961977.SRDLC                                     | 204961977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7533 | PA      | $7426.92      | 0.00%             | 2026-11-02      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 205253102.SRDLC                                     | 205253102.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17632 | PA      | $17577.72     | 0.00%             | 2027-11-13      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L5179828.SRDUP                                      | L5179828.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50000 | PA      | $49600.51     | 0.00%             | 2030-04-03      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| L5181201.SRDUP                                      | L5181201.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3776.05      | 0.00%             | 2028-04-04      | Fixed         | 15.77%                | Yes           |                  3 | On Loan: No      |
| 206504857.SRDLC                                     | 206504857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3115 | PA      | $2960.69      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206542346.SRDLC                                     | 206542346.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2127 | PA      | $2036.29      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3325668.SRDUP                                     | FW3325668.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7238 | PA      | $7509.35      | 0.00%             | 2027-08-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3334977.SRDUP                                     | FW3334977.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20495 | PA      | $21020.62     | 0.00%             | 2027-08-05      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L3344834.SRDUP                                      | L3344834.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       147 | PA      | $146.38       | 0.00%             | 2025-08-10      | Fixed         | 21.36%                | Yes           |                  3 | On Loan: No      |
| L3910266.SRDUP                                      | L3910266.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35958 | PA      | $36656.98     | 0.00%             | 2028-08-02      | Fixed         | 13.67%                | Yes           |                  3 | On Loan: No      |
| FW5181500.SRDUP                                     | FW5181500.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5600 | PA      | $5578.47      | 0.00%             | 2028-04-04      | Fixed         | 13.26%                | Yes           |                  3 | On Loan: No      |
| L3325289.SRDUP                                      | L3325289.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5479 | PA      | $5573.61      | 0.00%             | 2027-08-02      | Fixed         | 13.13%                | Yes           |                  3 | On Loan: No      |
| CBM3910333.SRDUP                                    | CBM3910333.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6457 | PA      | $6435.93      | 0.00%             | 2026-08-02      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| CBM3954499.SRDUP                                    | CBM3954499.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24429 | PA      | $24608.89     | 0.00%             | 2028-09-01      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 207222770.SRDLC                                     | 207222770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7130 | PA      | $6777.35      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207601108.SRDLC                                     | 207601108.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1501 | PA      | $1418.93      | 0.00%             | 2027-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8845935.SRDSQ                                       | 8845935.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9546 | PA      | $8890.33      | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8846369.SRDSQ                                       | 8846369.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31959 | PA      | $30058.33     | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8639706.SRDSQ                                       | 8639706.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5412 | PA      | $4741.48      | 0.00%             | 2026-07-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8687289.SRDSQ                                       | 8687289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     84470 | PA      | $79212.50     | 0.00%             | 2026-08-03      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 215032465.SRDLC                                     | 215032465.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36125 | PA      | $35646.73     | 0.00%             | 2030-04-01      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8143109.SRDSQ                                       | 8143109.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14229 | PA      | $12898.46     | 0.00%             | 2026-02-28      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L3336754.SRDUP                                      | L3336754.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       580 | PA      | $594.15       | 0.00%             | 2027-08-08      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| L3344597.SRDUP                                      | L3344597.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       904 | PA      | $130.57       | 0.00%             | 2027-08-10      | Fixed         | 16.43%                | Yes           |                  3 | On Loan: No      |
| L3335049.SRDUP                                      | L3335049.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1515.22      | 0.00%             | 2027-08-05      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3394974.SRDUP                                      | L3394974.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       223 | PA      | $222.69       | 0.00%             | 2025-09-02      | Fixed         | 9.60%                 | Yes           |                  3 | On Loan: No      |
| FW3320202.SRDUP                                     | FW3320202.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $2603.37      | 0.00%             | 2027-08-01      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| FW3341295.SRDUP                                     | FW3341295.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1288 | PA      | $1341.12      | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| 205179773.SRDLC                                     | 205179773.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5337 | PA      | $5140.60      | 0.00%             | 2028-11-16      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| 205610040.SRDLC                                     | 205610040.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2365 | PA      | $2329.47      | 0.00%             | 2026-12-08      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8799195.SRDSQ                                       | 8799195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27497 | PA      | $25522.25     | 0.00%             | 2026-09-04      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8814321.SRDSQ                                       | 8814321.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5176.31      | 0.00%             | 2026-09-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 204713085.SRDLC                                     | 204713085.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16852 | PA      | $17206.92     | 0.00%             | 2028-10-16      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 204769673.SRDLC                                     | 204769673.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13864 | PA      | $13552.48     | 0.00%             | 2028-10-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 210563588.SRDLC                                     | 210563588.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5674 | PA      | $5253.61      | 0.00%             | 2027-09-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 210568127.SRDLC                                     | 210568127.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3297 | PA      | $3029.73      | 0.00%             | 2027-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211568162.SRDLC                                     | 211568162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5341 | PA      | $4956.62      | 0.00%             | 2027-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211679180.SRDLC                                     | 211679180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4780 | PA      | $4507.21      | 0.00%             | 2029-10-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3342503.SRDUP                                     | FW3342503.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       589 | PA      | $586.88       | 0.00%             | 2025-08-09      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| FW3499772.SRDUP                                     | FW3499772.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5225 | PA      | $5468.27      | 0.00%             | 2027-10-13      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| 206391882.SRDLC                                     | 206391882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17080 | PA      | $16668.73     | 0.00%             | 2027-02-15      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 206487813.SRDLC                                     | 206487813.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11797 | PA      | $11284.16     | 0.00%             | 2028-02-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3956751.SRDUP                                      | L3956751.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5531 | PA      | $5600.18      | 0.00%             | 2028-09-05      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| L4008387.SRDUP                                      | L4008387.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2368 | PA      | $2382.99      | 0.00%             | 2028-10-06      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| 8337026.SRDSQ                                       | 8337026.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5563 | PA      | $5105.13      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8344562.SRDSQ                                       | 8344562.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10366 | PA      | $9896.94      | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8817428.SRDSQ                                       | 8817428.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8366 | PA      | $7894.31      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846905.SRDSQ                                       | 8846905.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $1896.81      | 0.00%             | 2026-09-16      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW3500575.SRDUP                                     | FW3500575.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3923 | PA      | $4045.92      | 0.00%             | 2027-10-13      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| FW3500778.SRDUP                                     | FW3500778.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1113 | PA      | $1112.99      | 0.00%             | 2025-10-13      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 69                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -226 | NC      | $-1130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 69.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -90 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5178907.SRDUP                                      | L5178907.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10900 | PA      | $10812.27     | 0.00%             | 2030-04-03      | Fixed         | 21.92%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 69.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -221 | NC      | $-1105.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 69.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -216 | NC      | $-1080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207170097.SRDLC                                     | 207170097.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12482 | PA      | $11884.72     | 0.00%             | 2027-03-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 207601979.SRDLC                                     | 207601979.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9556 | PA      | $9065.91      | 0.00%             | 2028-04-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205687455.SRDLC                                     | 205687455.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8287 | PA      | $7973.73      | 0.00%             | 2028-12-20      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| 206513832.SRDLC                                     | 206513832.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $3270.89      | 0.00%             | 2026-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206661294.SRDLC                                     | 206661294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32441 | PA      | $31815.30     | 0.00%             | 2029-02-14      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206799674.SRDLC                                     | 206799674.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8117 | PA      | $7859.00      | 0.00%             | 2028-02-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8852893.SRDSQ                                       | 8852893.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3169 | PA      | $2965.09      | 0.00%             | 2026-09-18      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8867697.SRDSQ                                       | 8867697.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1279 | PA      | $1187.96      | 0.00%             | 2026-09-20      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| L3298354.SRDUP                                      | L3298354.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4203 | PA      | $4282.96      | 0.00%             | 2027-07-21      | Fixed         | 14.05%                | Yes           |                  3 | On Loan: No      |
| L3303226.SRDUP                                      | L3303226.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2249 | PA      | $2225.19      | 0.00%             | 2025-07-22      | Fixed         | 21.72%                | Yes           |                  3 | On Loan: No      |
| CBM4008187.SRDUP                                    | CBM4008187.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7191 | PA      | $7284.69      | 0.00%             | 2028-10-06      | Fixed         | 21.13%                | Yes           |                  3 | On Loan: No      |
| DRB5001698.SRDUP                                    | DRB5001698.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5983 | PA      | $5776.83      | 0.00%             | 2030-02-05      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| 8842051.SRDSQ                                       | 8842051.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8754 | PA      | $8192.26      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8848219.SRDSQ                                       | 8848219.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9731 | PA      | $9095.47      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3500482.SRDUP                                      | L3500482.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5328 | PA      | $5428.01      | 0.00%             | 2027-10-13      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3540203.SRDUP                                      | L3540203.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       662 | PA      | $697.69       | 0.00%             | 2027-11-01      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| DRB5009978.SRDUP                                    | DRB5009978.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2558 | PA      | $2473.10      | 0.00%             | 2030-02-07      | Fixed         | 31.03%                | Yes           |                  3 | On Loan: No      |
| DRB5010118.SRDUP                                    | DRB5010118.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20652 | PA      | $19967.60     | 0.00%             | 2030-02-07      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| 212356819.SRDLC                                     | 212356819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2878 | PA      | $2763.36      | 0.00%             | 2026-11-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212373207.SRDLC                                     | 212373207.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5435 | PA      | $5204.15      | 0.00%             | 2026-11-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L3391572.SRDUP                                      | L3391572.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11782 | PA      | $11955.46     | 0.00%             | 2027-09-01      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| L3542473.SRDUP                                      | L3542473.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5572 | PA      | $5650.03      | 0.00%             | 2027-11-01      | Fixed         | 16.92%                | Yes           |                  3 | On Loan: No      |
| 206832615.SRDLC                                     | 206832615.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4401 | PA      | $3887.58      | 0.00%             | 2026-05-22      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207473817.SRDLC                                     | 207473817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1901 | PA      | $1866.11      | 0.00%             | 2026-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8856346.SRDSQ                                       | 8856346.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3683.47      | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8866174.SRDSQ                                       | 8866174.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3971 | PA      | $3711.81      | 0.00%             | 2026-09-20      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| DRB5010174.SRDUP                                    | DRB5010174.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1469 | PA      | $1420.04      | 0.00%             | 2030-02-07      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| DRB5177077.SRDUP                                    | DRB5177077.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9856.58      | 0.00%             | 2028-04-03      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| L3305645.SRDUP                                      | L3305645.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4154 | PA      | $4239.34      | 0.00%             | 2027-07-25      | Fixed         | 11.17%                | Yes           |                  3 | On Loan: No      |
| L3310251.SRDUP                                      | L3310251.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $242.65       | 0.00%             | 2027-07-26      | Fixed         | 19.26%                | Yes           |                  3 | On Loan: No      |
| L3542686.SRDUP                                      | L3542686.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5060 | PA      | $5214.16      | 0.00%             | 2027-11-02      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| L3543042.SRDUP                                      | L3543042.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3571 | PA      | $3649.51      | 0.00%             | 2027-11-02      | Fixed         | 23.93%                | Yes           |                  3 | On Loan: No      |
| 207742153.SRDLC                                     | 207742153.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $2720.85      | 0.00%             | 2026-04-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207938063.SRDLC                                     | 207938063.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2836 | PA      | $2686.06      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| CBM3909924.SRDUP                                    | CBM3909924.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1518 | PA      | $933.32       | 0.00%             | 2027-01-06      | Fixed         | 27.54%                | Yes           |                  3 | On Loan: No      |
| CBM3910886.SRDUP                                    | CBM3910886.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13711 | PA      | $13857.69     | 0.00%             | 2029-01-02      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| 207820394.SRDLC                                     | 207820394.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6461 | PA      | $6369.12      | 0.00%             | 2028-04-17      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 211172694.SRDLC                                     | 211172694.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7557 | PA      | $7103.30      | 0.00%             | 2029-10-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205165035.SRDLC                                     | 205165035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7653 | PA      | $7676.65      | 0.00%             | 2025-11-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205469820.SRDLC                                     | 205469820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7568 | PA      | $1694.36      | 0.00%             | 2027-11-29      | Fixed         | 17.50%                | Yes           |                  3 | On Loan: No      |
| 8848435.SRDSQ                                       | 8848435.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39698 | PA      | $37061.75     | 0.00%             | 2026-09-17      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8875498.SRDSQ                                       | 8875498.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3178 | PA      | $2983.26      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8351967.SRDSQ                                       | 8351967.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15891 | PA      | $13756.97     | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8352722.SRDSQ                                       | 8352722.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5276 | PA      | $5157.69      | 0.00%             | 2026-05-05      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| L4008546.SRDUP                                      | L4008546.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1245 | PA      | $1243.60      | 0.00%             | 2026-10-06      | Fixed         | 11.15%                | Yes           |                  3 | On Loan: No      |
| L4009116.SRDUP                                      | L4009116.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4418 | PA      | $4466.26      | 0.00%             | 2028-10-06      | Fixed         | 23.47%                | Yes           |                  3 | On Loan: No      |
| FW3500342.SRDUP                                     | FW3500342.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15589 | PA      | $16106.67     | 0.00%             | 2027-10-13      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| FW3542538.SRDUP                                     | FW3542538.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2590 | PA      | $2661.14      | 0.00%             | 2027-11-01      | Fixed         | 28.16%                | Yes           |                  3 | On Loan: No      |
| L3325658.SRDUP                                      | L3325658.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6310 | PA      | $6401.19      | 0.00%             | 2027-08-02      | Fixed         | 17.45%                | Yes           |                  3 | On Loan: No      |
| L3332058.SRDUP                                      | L3332058.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2796 | PA      | $2839.72      | 0.00%             | 2027-08-04      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| 210300770.SRDLC                                     | 210300770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6037 | PA      | $5812.06      | 0.00%             | 2026-09-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 210517714.SRDLC                                     | 210517714.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2575 | PA      | $2433.87      | 0.00%             | 2028-09-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| L3320212.SRDUP                                      | L3320212.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $761.17       | 0.00%             | 2027-08-01      | Fixed         | 18.66%                | Yes           |                  3 | On Loan: No      |
| L3324468.SRDUP                                      | L3324468.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11005 | PA      | $11293.14     | 0.00%             | 2027-08-03      | Fixed         | 20.96%                | Yes           |                  3 | On Loan: No      |
| 186969924.SRDLC                                     | 186969924.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15262 | PA      | $15108.26     | 0.00%             | 2027-03-09      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 187125272.SRDLC                                     | 187125272.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4429 | PA      | $4369.14      | 0.00%             | 2027-03-11      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| L3310076.SRDUP                                      | L3310076.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4322 | PA      | $4411.12      | 0.00%             | 2027-07-26      | Fixed         | 14.52%                | Yes           |                  3 | On Loan: No      |
| L4998216.SRDUP                                      | L4998216.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8334 | PA      | $8164.33      | 0.00%             | 2030-02-04      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| 211446570.SRDLC                                     | 211446570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19021 | PA      | $18008.26     | 0.00%             | 2027-10-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211534714.SRDLC                                     | 211534714.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2207 | PA      | $2088.39      | 0.00%             | 2028-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3020                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-4400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3025                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-9660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4998361.SRDUP                                      | L4998361.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18272 | PA      | $18055.71     | 0.00%             | 2030-02-04      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| L5179315.SRDUP                                      | L5179315.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14783 | PA      | $14640.65     | 0.00%             | 2030-04-03      | Fixed         | 21.43%                | Yes           |                  3 | On Loan: No      |
| 205692531.SRDLC                                     | 205692531.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26300 | PA      | $26200.83     | 0.00%             | 2027-12-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206558883.SRDLC                                     | 206558883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1931 | PA      | $1906.39      | 0.00%             | 2026-02-09      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206803063.SRDLC                                     | 206803063.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15362 | PA      | $15135.02     | 0.00%             | 2027-02-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211313208.SRDLC                                     | 211313208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13291 | PA      | $12273.93     | 0.00%             | 2027-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187232276.SRDLC                                     | 187232276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1444 | PA      | $129.12       | 0.00%             | 2025-03-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187770978.SRDLC                                     | 187770978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2919 | PA      | $260.95       | 0.00%             | 2025-03-30      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L4009943.SRDUP                                      | L4009943.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18320 | PA      | $18532.94     | 0.00%             | 2028-10-15      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| L4011423.SRDUP                                      | L4011423.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10602 | PA      | $10705.51     | 0.00%             | 2028-10-10      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L3909795.SRDUP                                      | L3909795.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5465 | PA      | $5534.18      | 0.00%             | 2028-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| L3909914.SRDUP                                      | L3909914.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $972.90       | 0.00%             | 2026-08-02      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| 8367004.SRDSQ                                       | 8367004.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $628.59       | 0.00%             | 2026-05-08      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8374040.SRDSQ                                       | 8374040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8110 | PA      | $7708.59      | 0.00%             | 2026-05-12      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 211028650.SRDLC                                     | 211028650.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34189 | PA      | $34039.71     | 0.00%             | 2028-09-23      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211344462.SRDLC                                     | 211344462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3799 | PA      | $3562.04      | 0.00%             | 2027-10-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L4015484.SRDUP                                      | L4015484.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15492 | PA      | $15628.20     | 0.00%             | 2028-10-10      | Fixed         | 15.23%                | Yes           |                  3 | On Loan: No      |
| L4986572.SRDUP                                      | L4986572.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47651 | PA      | $47433.64     | 0.00%             | 2030-02-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FW3910184.SRDUP                                     | FW3910184.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       806 | PA      | $816.48       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW3912567.SRDUP                                     | FW3912567.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45142 | PA      | $0.00         | 0.00%             | 2029-01-03      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| 8876883.SRDSQ                                       | 8876883.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3446 | PA      | $3204.10      | 0.00%             | 2026-09-23      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8878575.SRDSQ                                       | 8878575.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12090 | PA      | $11015.57     | 0.00%             | 2026-09-24      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 211496185.SRDLC                                     | 211496185.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8031 | PA      | $7547.80      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211546107.SRDLC                                     | 211546107.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16821 | PA      | $16539.36     | 0.00%             | 2027-11-15      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212626756.SRDLC                                     | 212626756.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16471 | PA      | $16146.27     | 0.00%             | 2027-11-25      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213955142.SRDLC                                     | 213955142.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17284 | PA      | $16700.34     | 0.00%             | 2028-02-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212535592.SRDLC                                     | 212535592.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5048.85      | 0.00%             | 2027-11-20      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213711251.SRDLC                                     | 213711251.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18796 | PA      | $18011.00     | 0.00%             | 2028-01-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206679078.SRDLC                                     | 206679078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17459 | PA      | $17119.20     | 0.00%             | 2029-02-13      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 206704769.SRDLC                                     | 206704769.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2892 | PA      | $2784.80      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211417119.SRDLC                                     | 211417119.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2160 | PA      | $2102.85      | 0.00%             | 2027-10-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211523730.SRDLC                                     | 211523730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8710 | PA      | $8366.40      | 0.00%             | 2026-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun25P 3030                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-10560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 72.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -144 | NC      | $-46080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214994314.SRDLC                                     | 214994314.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6052 | PA      | $6026.92      | 0.00%             | 2028-03-13      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 215060686.SRDLC                                     | 215060686.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12900 | PA      | $12479.37     | 0.00%             | 2030-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3957354.SRDUP                                     | FW3957354.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       769 | PA      | $774.09       | 0.00%             | 2028-09-05      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW4011051.SRDUP                                     | FW4011051.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37273 | PA      | $37568.16     | 0.00%             | 2028-10-10      | Fixed         | 17.11%                | Yes           |                  3 | On Loan: No      |
| 214020481.SRDLC                                     | 214020481.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12326 | PA      | $12279.72     | 0.00%             | 2029-01-29      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214601156.SRDLC                                     | 214601156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1760 | PA      | $1735.70      | 0.00%             | 2028-03-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214326252.SRDLC                                     | 214326252.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9577 | PA      | $9443.87      | 0.00%             | 2028-02-12      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214419949.SRDLC                                     | 214419949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15662 | PA      | $15254.84     | 0.00%             | 2027-02-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 73                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -151 | NC      | $-33220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 73.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -84 | NC      | $-11760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5178855.SRDUP                                     | FW5178855.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.84      | 0.00%             | 2030-04-03      | Fixed         | 27.66%                | Yes           |                  3 | On Loan: No      |
| L3327539.SRDUP                                      | L3327539.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7096 | PA      | $7298.77      | 0.00%             | 2027-08-03      | Fixed         | 20.36%                | Yes           |                  3 | On Loan: No      |
| 8882663.SRDSQ                                       | 8882663.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14757 | PA      | $13801.74     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8882970.SRDSQ                                       | 8882970.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1202.44      | 0.00%             | 2026-09-25      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| FW3542062.SRDUP                                     | FW3542062.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       496 | PA      | $496.17       | 0.00%             | 2025-11-01      | Fixed         | 27.08%                | Yes           |                  3 | On Loan: No      |
| FW3955825.SRDUP                                     | FW3955825.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17404 | PA      | $17578.61     | 0.00%             | 2028-09-05      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| 212440195.SRDLC                                     | 212440195.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5765 | PA      | $5446.30      | 0.00%             | 2029-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 212463240.SRDLC                                     | 212463240.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8945 | PA      | $8367.80      | 0.00%             | 2027-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| CBM3913576.SRDUP                                    | CBM3913576.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1956 | PA      | $282.45       | 0.00%             | 2026-08-04      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| CBM4007984.SRDUP                                    | CBM4007984.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5906 | PA      | $5416.89      | 0.00%             | 2029-03-21      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 73.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -60 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25C 74.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3328160.SRDUP                                      | L3328160.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5158 | PA      | $5291.05      | 0.00%             | 2027-08-03      | Fixed         | 21.82%                | Yes           |                  3 | On Loan: No      |
| L3330321.SRDUP                                      | L3330321.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7345 | PA      | $7451.07      | 0.00%             | 2027-08-04      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 207038216.SRDLC                                     | 207038216.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14201 | PA      | $13553.49     | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210548128.SRDLC                                     | 210548128.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12811 | PA      | $11993.21     | 0.00%             | 2027-09-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8890394.SRDSQ                                       | 8890394.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1155 | PA      | $1096.14      | 0.00%             | 2026-09-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3909833.SRDUP                                    | CBM3909833.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5135 | PA      | $5118.13      | 0.00%             | 2026-08-02      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 70                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -316 | NC      | $-1580.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 70.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -318 | NC      | $-1590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB4996012.SRDUP                                    | DRB4996012.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8598 | PA      | $8301.58      | 0.00%             | 2030-02-03      | Fixed         | 30.53%                | Yes           |                  3 | On Loan: No      |
| DRB5008542.SRDUP                                    | DRB5008542.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30424 | PA      | $29705.36     | 0.00%             | 2030-02-07      | Fixed         | 24.83%                | Yes           |                  3 | On Loan: No      |
| 213520528.SRDLC                                     | 213520528.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13028 | PA      | $12805.53     | 0.00%             | 2030-01-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 213706392.SRDLC                                     | 213706392.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19534 | PA      | $18806.84     | 0.00%             | 2030-01-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Vision 2039 2025-1 Class A                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2819363.24   | 0.17%             | 2028-04-06      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| 8660507.SRDSQ                                       | 8660507.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12900 | PA      | $12267.50     | 0.00%             | 2026-07-28      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8772076.SRDSQ                                       | 8772076.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    116204 | PA      | $109295.55    | 0.01%             | 2026-08-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 186712916.SRDLC                                     | 186712916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7509 | PA      | $7562.92      | 0.00%             | 2027-02-28      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| 186973856.SRDLC                                     | 186973856.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10294 | PA      | $10335.10     | 0.00%             | 2027-03-07      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 210604820.SRDLC                                     | 210604820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14813 | PA      | $13922.72     | 0.00%             | 2029-09-25      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210717183.SRDLC                                     | 210717183.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8514 | PA      | $7979.67      | 0.00%             | 2029-09-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5179882.SRDUP                                      | L5179882.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6638.42      | 0.00%             | 2028-04-03      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| L5180270.SRDUP                                      | L5180270.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5647.92      | 0.00%             | 2028-04-03      | Fixed         | 18.52%                | Yes           |                  3 | On Loan: No      |
| L3342371.SRDUP                                      | L3342371.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       552 | PA      | $561.54       | 0.00%             | 2027-08-09      | Fixed         | 13.72%                | Yes           |                  3 | On Loan: No      |
| L3913367.SRDUP                                      | L3913367.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31916 | PA      | $32557.17     | 0.00%             | 2028-08-04      | Fixed         | 12.13%                | Yes           |                  3 | On Loan: No      |
| 214645236.SRDLC                                     | 214645236.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9023 | PA      | $9003.16      | 0.00%             | 2028-02-26      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 214849844.SRDLC                                     | 214849844.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17700 | PA      | $17607.98     | 0.00%             | 2029-03-19      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 210661857.SRDLC                                     | 210661857.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11619 | PA      | $10875.49     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211034436.SRDLC                                     | 211034436.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5688 | PA      | $5499.63      | 0.00%             | 2026-09-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5179566.SRDUP                                    | DRB5179566.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10372 | PA      | $10224.99     | 0.00%             | 2030-04-03      | Fixed         | 25.38%                | Yes           |                  3 | On Loan: No      |
| FW3296453.SRDUP                                     | FW3296453.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1333 | PA      | $1395.06      | 0.00%             | 2027-07-20      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| L3334497.SRDUP                                      | L3334497.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4001 | PA      | $4062.28      | 0.00%             | 2027-08-05      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| L3342154.SRDUP                                      | L3342154.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3291 | PA      | $3380.10      | 0.00%             | 2027-08-09      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| CBM3959096.SRDUP                                    | CBM3959096.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4581 | PA      | $314.34       | 0.00%             | 2028-09-20      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| CBM4014126.SRDUP                                    | CBM4014126.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2430 | PA      | $2426.76      | 0.00%             | 2026-10-10      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| FW3956150.SRDUP                                     | FW3956150.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19380 | PA      | $19645.96     | 0.00%             | 2028-09-05      | Fixed         | 22.26%                | Yes           |                  3 | On Loan: No      |
| FW3956629.SRDUP                                     | FW3956629.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       678 | PA      | $679.05       | 0.00%             | 2028-09-05      | Fixed         | 27.86%                | Yes           |                  3 | On Loan: No      |
| FW3342637.SRDUP                                     | FW3342637.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1355 | PA      | $1410.27      | 0.00%             | 2027-08-09      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| FW3501080.SRDUP                                     | FW3501080.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27559 | PA      | $28843.89     | 0.00%             | 2027-10-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 213825221.SRDLC                                     | 213825221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20509 | PA      | $20324.70     | 0.00%             | 2029-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214021761.SRDLC                                     | 214021761.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10718 | PA      | $10337.63     | 0.00%             | 2030-01-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3913429.SRDUP                                      | L3913429.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12822 | PA      | $13021.18     | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L3954367.SRDUP                                      | L3954367.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       525 | PA      | $522.88       | 0.00%             | 2026-09-01      | Fixed         | 14.41%                | Yes           |                  3 | On Loan: No      |
| FW3304697.SRDUP                                     | FW3304697.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       947 | PA      | $993.62       | 0.00%             | 2027-07-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| FW3305296.SRDUP                                     | FW3305296.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       871 | PA      | $912.24       | 0.00%             | 2027-07-25      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| 211194401.SRDLC                                     | 211194401.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21615 | PA      | $20439.23     | 0.00%             | 2027-10-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211318288.SRDLC                                     | 211318288.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14245 | PA      | $13330.91     | 0.00%             | 2029-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210786782.SRDLC                                     | 210786782.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3803 | PA      | $3655.19      | 0.00%             | 2026-09-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211337252.SRDLC                                     | 211337252.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20922 | PA      | $19598.20     | 0.00%             | 2027-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L3499928.SRDUP                                      | L3499928.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19751 | PA      | $2852.09      | 0.00%             | 2026-07-13      | Fixed         | 21.59%                | Yes           |                  3 | On Loan: No      |
| L3913170.SRDUP                                      | L3913170.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6851 | PA      | $6937.30      | 0.00%             | 2028-08-04      | Fixed         | 23.09%                | Yes           |                  3 | On Loan: No      |
| FW3957086.SRDUP                                     | FW3957086.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18042 | PA      | $18403.79     | 0.00%             | 2028-09-05      | Fixed         | 10.26%                | Yes           |                  3 | On Loan: No      |
| FW4996382.SRDUP                                     | FW4996382.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5512 | PA      | $5317.15      | 0.00%             | 2030-02-03      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| 7534256.SRDSQ                                       | 7534256.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5713 | PA      | $3974.99      | 0.00%             | 2025-08-26      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 7548062.SRDSQ                                       | 7548062.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     97924 | PA      | $7677.22      | 0.00%             | 2025-08-29      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| L3956012.SRDUP                                      | L3956012.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       572 | PA      | $567.24       | 0.00%             | 2026-09-05      | Fixed         | 21.17%                | Yes           |                  3 | On Loan: No      |
| L4998678.SRDUP                                      | L4998678.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3530 | PA      | $3410.42      | 0.00%             | 2030-02-04      | Fixed         | 22.75%                | Yes           |                  3 | On Loan: No      |
| FW3312527.SRDUP                                     | FW3312527.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1120 | PA      | $1157.16      | 0.00%             | 2027-07-27      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| FW3328491.SRDUP                                     | FW3328491.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1667 | PA      | $1692.17      | 0.00%             | 2027-08-03      | Fixed         | 11.48%                | Yes           |                  3 | On Loan: No      |
| 211527324.SRDLC                                     | 211527324.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19607 | PA      | $3163.18      | 0.00%             | 2029-10-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211671848.SRDLC                                     | 211671848.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8845 | PA      | $8240.14      | 0.00%             | 2027-10-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187243100.SRDLC                                     | 187243100.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1786 | PA      | $1781.27      | 0.00%             | 2026-03-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 188512606.SRDLC                                     | 188512606.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1260 | PA      | $1258.93      | 0.00%             | 2025-07-31      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| L3954127.SRDUP                                      | L3954127.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7720 | PA      | $7781.33      | 0.00%             | 2028-09-01      | Fixed         | 24.88%                | Yes           |                  3 | On Loan: No      |
| L4012708.SRDUP                                      | L4012708.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1629 | PA      | $1626.86      | 0.00%             | 2026-10-10      | Fixed         | 11.54%                | Yes           |                  3 | On Loan: No      |
| L3325602.SRDUP                                      | L3325602.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       854 | PA      | $868.81       | 0.00%             | 2027-08-02      | Fixed         | 24.01%                | Yes           |                  3 | On Loan: No      |
| L3327969.SRDUP                                      | L3327969.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1917 | PA      | $1966.46      | 0.00%             | 2027-08-03      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 70.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -235 | NC      | $-1175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 70.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -81 | NC      | $-810.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187793104.SRDLC                                     | 187793104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5086 | PA      | $454.70       | 0.00%             | 2025-03-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 191814695.SRDLC                                     | 191814695.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $4748.71      | 0.00%             | 2026-08-03      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3340271.SRDUP                                     | FW3340271.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $871.52       | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3391960.SRDUP                                     | FW3391960.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5224 | PA      | $754.32       | 0.00%             | 2027-09-01      | Fixed         | 19.15%                | Yes           |                  3 | On Loan: No      |
| L5001710.SRDUP                                      | L5001710.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1077 | PA      | $1055.04      | 0.00%             | 2030-02-05      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| L5001894.SRDUP                                      | L5001894.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7805 | PA      | $7712.38      | 0.00%             | 2030-02-05      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| FW3501308.SRDUP                                     | FW3501308.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3379 | PA      | $3489.28      | 0.00%             | 2027-10-13      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| FW3501329.SRDUP                                     | FW3501329.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5970 | PA      | $6248.63      | 0.00%             | 2027-10-13      | Fixed         | 27.65%                | Yes           |                  3 | On Loan: No      |
| 211827137.SRDLC                                     | 211827137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23381 | PA      | $22800.73     | 0.00%             | 2029-10-24      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 212087175.SRDLC                                     | 212087175.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3582 | PA      | $3358.73      | 0.00%             | 2027-11-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913500.SRDUP                                    | CBM3913500.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       811 | PA      | $802.45       | 0.00%             | 2028-08-04      | Fixed         | 27.57%                | Yes           |                  3 | On Loan: No      |
| CBM4008251.SRDUP                                    | CBM4008251.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4680 | PA      | $4714.41      | 0.00%             | 2028-10-06      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| L3337445.SRDUP                                      | L3337445.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       726 | PA      | $744.93       | 0.00%             | 2027-08-08      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| L3344765.SRDUP                                      | L3344765.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       321 | PA      | $319.66       | 0.00%             | 2025-08-10      | Fixed         | 18.07%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 71                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -91 | NC      | $-910.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 71.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -189 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3912433.SRDUP                                      | L3912433.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       824 | PA      | $833.07       | 0.00%             | 2028-08-03      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| L4008533.SRDUP                                      | L4008533.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3658 | PA      | $3701.65      | 0.00%             | 2028-10-06      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| FW3910704.SRDUP                                     | FW3910704.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7644 | PA      | $7705.80      | 0.00%             | 2028-08-02      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| FW4008125.SRDUP                                     | FW4008125.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $1324.74      | 0.00%             | 2026-10-06      | Fixed         | 21.15%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 71.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -102 | NC      | $-3570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 71.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -143 | NC      | $-8580.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5007750.SRDUP                                      | L5007750.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1076 | PA      | $1041.97      | 0.00%             | 2030-02-06      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| L5177213.SRDUP                                      | L5177213.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3200 | PA      | $3194.96      | 0.00%             | 2030-04-03      | Fixed         | 10.83%                | Yes           |                  3 | On Loan: No      |
| 212353140.SRDLC                                     | 212353140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4679 | PA      | $4438.84      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212444137.SRDLC                                     | 212444137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22169 | PA      | $20920.83     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8876403.SRDSQ                                       | 8876403.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1464 | PA      | $1378.87      | 0.00%             | 2026-09-23      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| CBM3913442.SRDUP                                    | CBM3913442.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3018 | PA      | $3007.95      | 0.00%             | 2026-08-04      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| FW4012581.SRDUP                                     | FW4012581.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $967.81       | 0.00%             | 2028-10-10      | Fixed         | 27.32%                | Yes           |                  3 | On Loan: No      |
| FW5009539.SRDUP                                     | FW5009539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9745 | PA      | $9419.36      | 0.00%             | 2030-02-07      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| FW3542218.SRDUP                                     | FW3542218.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $249.23       | 0.00%             | 2027-11-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| FW3909817.SRDUP                                     | FW3909817.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11582 | PA      | $11691.22     | 0.00%             | 2028-08-02      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| 185818512.SRDLC                                     | 185818512.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17415 | PA      | $17229.16     | 0.00%             | 2027-02-15      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 186525066.SRDLC                                     | 186525066.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6031 | PA      | $539.14       | 0.00%             | 2025-04-09      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 8185773.SRDSQ                                       | 8185773.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5309 | PA      | $5158.77      | 0.00%             | 2026-03-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8214753.SRDSQ                                       | 8214753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1559 | PA      | $1524.58      | 0.00%             | 2026-03-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212534647.SRDLC                                     | 212534647.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6557 | PA      | $6497.17      | 0.00%             | 2029-11-25      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214746996.SRDLC                                     | 214746996.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $1158.14      | 0.00%             | 2028-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186685210.SRDLC                                     | 186685210.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6450 | PA      | $6373.96      | 0.00%             | 2027-02-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 187568029.SRDLC                                     | 187568029.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9954 | PA      | $9856.55      | 0.00%             | 2027-09-25      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| L4010910.SRDUP                                      | L4010910.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39918 | PA      | $40463.23     | 0.00%             | 2028-10-10      | Fixed         | 20.65%                | Yes           |                  3 | On Loan: No      |
| L4011207.SRDUP                                      | L4011207.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       934 | PA      | $947.58       | 0.00%             | 2028-10-10      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| DRB5178973.SRDUP                                    | DRB5178973.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50000 | PA      | $49507.51     | 0.00%             | 2030-04-03      | Fixed         | 21.91%                | Yes           |                  3 | On Loan: No      |
| FW3312235.SRDUP                                     | FW3312235.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2842 | PA      | $2949.11      | 0.00%             | 2027-07-27      | Fixed         | 19.25%                | Yes           |                  3 | On Loan: No      |
| 215116902.SRDLC                                     | 215116902.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25271 | PA      | $25182.17     | 0.00%             | 2028-03-20      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 8412831.SRDSQ                                       | 8412831.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       624 | PA      | $600.88       | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3911485.SRDUP                                     | FW3911485.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3514 | PA      | $3559.37      | 0.00%             | 2028-08-03      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| FW3913234.SRDUP                                     | FW3913234.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $968.09       | 0.00%             | 2028-08-04      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| L3344977.SRDUP                                      | L3344977.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1490 | PA      | $851.45       | 0.00%             | 2027-08-10      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3394680.SRDUP                                      | L3394680.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6947 | PA      | $7148.44      | 0.00%             | 2027-09-02      | Fixed         | 20.76%                | Yes           |                  3 | On Loan: No      |
| 187767443.SRDLC                                     | 187767443.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5831 | PA      | $1070.06      | 0.00%             | 2028-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188382495.SRDLC                                     | 188382495.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11600 | PA      | $11434.86     | 0.00%             | 2027-04-14      | Fixed         | 10.59%                | Yes           |                  3 | On Loan: No      |
| 211474391.SRDLC                                     | 211474391.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8600 | PA      | $8192.94      | 0.00%             | 2029-10-26      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| 211675292.SRDLC                                     | 211675292.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3102 | PA      | $2984.21      | 0.00%             | 2026-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8795386.SRDSQ                                       | 8795386.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2036 | PA      | $1907.68      | 0.00%             | 2026-09-04      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8806922.SRDSQ                                       | 8806922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3414 | PA      | $3048.74      | 0.00%             | 2026-09-06      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 7640550.SRDSQ                                       | 7640550.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $713.64       | 0.00%             | 2025-09-29      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7730116.SRDSQ                                       | 7730116.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2004 | PA      | $492.81       | 0.00%             | 2025-10-26      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L4014835.SRDUP                                      | L4014835.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9123 | PA      | $9225.41      | 0.00%             | 2028-10-17      | Fixed         | 24.03%                | Yes           |                  3 | On Loan: No      |
| L4996413.SRDUP                                      | L4996413.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4979 | PA      | $4941.08      | 0.00%             | 2028-02-03      | Fixed         | 14.08%                | Yes           |                  3 | On Loan: No      |
| DRB5007091.SRDUP                                    | DRB5007091.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8189 | PA      | $8152.21      | 0.00%             | 2030-02-06      | Fixed         | 12.26%                | Yes           |                  3 | On Loan: No      |
| DRB5007186.SRDUP                                    | DRB5007186.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4554 | PA      | $4408.06      | 0.00%             | 2030-02-07      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May25P 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -19 | NC      | $-1900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CBOE VIX FUTURE   May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        90 | NC      | $-347226.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 188846276.SRDLC                                     | 188846276.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19809 | PA      | $19462.97     | 0.00%             | 2027-05-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 191154880.SRDLC                                     | 191154880.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1229 | PA      | $1223.27      | 0.00%             | 2025-08-02      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| L4997805.SRDUP                                      | L4997805.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2206.53      | 0.00%             | 2030-02-04      | Fixed         | 21.12%                | Yes           |                  3 | On Loan: No      |
| L5004114.SRDUP                                      | L5004114.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40746 | PA      | $40269.21     | 0.00%             | 2030-02-05      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| FW3913541.SRDUP                                     | FW3913541.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2194 | PA      | $2210.87      | 0.00%             | 2028-08-04      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3961069.SRDUP                                     | FW3961069.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4041 | PA      | $4084.05      | 0.00%             | 2028-09-06      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| 8819516.SRDSQ                                       | 8819516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14269 | PA      | $13453.59     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846200.SRDSQ                                       | 8846200.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5993 | PA      | $4825.34      | 0.00%             | 2026-09-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8345479.SRDSQ                                       | 8345479.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20444 | PA      | $5844.74      | 0.00%             | 2026-05-03      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8356051.SRDSQ                                       | 8356051.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3774 | PA      | $3643.16      | 0.00%             | 2026-05-06      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 186716052.SRDLC                                     | 186716052.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5169 | PA      | $5122.73      | 0.00%             | 2027-03-03      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 187299766.SRDLC                                     | 187299766.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4733 | PA      | $4908.92      | 0.00%             | 2027-03-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L3909882.SRDUP                                      | L3909882.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5750 | PA      | $5807.35      | 0.00%             | 2028-08-02      | Fixed         | 15.31%                | Yes           |                  3 | On Loan: No      |
| L3956164.SRDUP                                      | L3956164.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12900 | PA      | $12936.59     | 0.00%             | 2029-02-05      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| CBM5003479.SRDUP                                    | CBM5003479.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29216 | PA      | $28511.10     | 0.00%             | 2030-02-05      | Fixed         | 24.53%                | Yes           |                  3 | On Loan: No      |
| CBM5180061.SRDUP                                    | CBM5180061.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.09      | 0.00%             | 2028-04-03      | Fixed         | 30.45%                | Yes           |                  3 | On Loan: No      |
| L5006424.SRDUP                                      | L5006424.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31175 | PA      | $30819.62     | 0.00%             | 2030-02-06      | Fixed         | 13.26%                | Yes           |                  3 | On Loan: No      |
| L5009820.SRDUP                                      | L5009820.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2402 | PA      | $2374.09      | 0.00%             | 2030-02-07      | Fixed         | 17.42%                | Yes           |                  3 | On Loan: No      |
| 187332393.SRDLC                                     | 187332393.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1566 | PA      | $1595.02      | 0.00%             | 2026-03-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 188691099.SRDLC                                     | 188691099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8471 | PA      | $8392.64      | 0.00%             | 2027-04-26      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 8391106.SRDSQ                                       | 8391106.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       886 | PA      | $823.41       | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8423856.SRDSQ                                       | 8423856.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       796 | PA      | $781.30       | 0.00%             | 2026-05-26      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| CBM3954283.SRDUP                                    | CBM3954283.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30622 | PA      | $30842.56     | 0.00%             | 2028-09-01      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| CBM4008196.SRDUP                                    | CBM4008196.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2268 | PA      | $2284.65      | 0.00%             | 2028-10-06      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 209                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-27000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 212                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5179329.SRDUP                                      | L5179329.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2179.88      | 0.00%             | 2028-04-03      | Fixed         | 18.68%                | Yes           |                  3 | On Loan: No      |
| L5180908.SRDUP                                      | L5180908.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5600 | PA      | $5545.08      | 0.00%             | 2030-04-03      | Fixed         | 21.03%                | Yes           |                  3 | On Loan: No      |
| 193081235.SRDLC                                     | 193081235.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8249 | PA      | $737.50       | 0.00%             | 2027-08-25      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 193127470.SRDLC                                     | 193127470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1594 | PA      | $1604.41      | 0.00%             | 2025-09-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L4008683.SRDUP                                      | L4008683.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7022 | PA      | $6984.14      | 0.00%             | 2026-10-06      | Fixed         | 13.46%                | Yes           |                  3 | On Loan: No      |
| L4999526.SRDUP                                      | L4999526.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       928 | PA      | $912.83       | 0.00%             | 2028-02-04      | Fixed         | 15.97%                | Yes           |                  3 | On Loan: No      |
| 192078630.SRDLC                                     | 192078630.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2939 | PA      | $262.73       | 0.00%             | 2026-08-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 192775167.SRDLC                                     | 192775167.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       463 | PA      | $469.51       | 0.00%             | 2025-08-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| CBM5007097.SRDUP                                    | CBM5007097.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1082 | PA      | $1045.98      | 0.00%             | 2030-02-07      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| CBM5178312.SRDUP                                    | CBM5178312.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1872.76      | 0.00%             | 2030-04-03      | Fixed         | 28.35%                | Yes           |                  3 | On Loan: No      |
| 186752739.SRDLC                                     | 186752739.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5050 | PA      | $5072.88      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 187019293.SRDLC                                     | 187019293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12327 | PA      | $8950.11      | 0.00%             | 2027-09-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| Eiffel Re Ltd.                                      | Eiffel Re 2023-1 Class A                                          | CUSIP: 000000000<br>LEI: 5493000KHTJQAOS8QP53 | Long             | DBT              | CORP              | BM        |   1917000 | PA      | $2185584.79   | 0.13%             | 2027-01-19      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Blue Sky Re DAC                                     | Blue Sky Re DAC 2023-1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    493000 | PA      | $579645.98    | 0.03%             | 2027-01-26      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| 187112294.SRDLC                                     | 187112294.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3671 | PA      | $3897.07      | 0.00%             | 2027-06-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187452870.SRDLC                                     | 187452870.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3610 | PA      | $0.00         | 0.00%             | 2027-04-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3909839.SRDUP                                     | FW3909839.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       802 | PA      | $799.83       | 0.00%             | 2028-08-02      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| FW3911228.SRDUP                                     | FW3911228.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8384 | PA      | $1210.63      | 0.00%             | 2028-08-02      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 66                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -4 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25C 66.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192237494.SRDLC                                     | 192237494.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3626 | PA      | $3638.90      | 0.00%             | 2027-08-25      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192238273.SRDLC                                     | 192238273.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $129.60       | 0.00%             | 2025-08-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187528155.SRDLC                                     | 187528155.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1160 | PA      | $1156.13      | 0.00%             | 2025-05-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187711960.SRDLC                                     | 187711960.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4246 | PA      | $4416.99      | 0.00%             | 2027-03-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215618786.SRDLC                                     | 215618786.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9754.64      | 0.00%             | 2028-04-09      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8150282.SRDSQ                                       | 8150282.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10607 | PA      | $10147.60     | 0.00%             | 2026-03-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 55                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 56                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8808854.SRDSQ                                       | 8808854.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9334 | PA      | $8808.87      | 0.00%             | 2026-09-06      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8810407.SRDSQ                                       | 8810407.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12111 | PA      | $11440.80     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3336614.SRDUP                                      | L3336614.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3772 | PA      | $3864.58      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3394760.SRDUP                                      | L3394760.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2454 | PA      | $2524.12      | 0.00%             | 2027-09-02      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| 195123243.SRDLC                                     | 195123243.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8859 | PA      | $9283.55      | 0.00%             | 2028-02-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204787395.SRDLC                                     | 204787395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3712 | PA      | $3674.70      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192824567.SRDLC                                     | 192824567.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       455 | PA      | $457.43       | 0.00%             | 2025-08-23      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 193213965.SRDLC                                     | 193213965.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1627 | PA      | $1655.05      | 0.00%             | 2025-09-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 213                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 214                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3499895.SRDUP                                      | L3499895.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3552 | PA      | $3624.31      | 0.00%             | 2027-10-13      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| L4008380.SRDUP                                      | L4008380.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       815 | PA      | $822.69       | 0.00%             | 2028-10-15      | Fixed         | 23.45%                | Yes           |                  3 | On Loan: No      |
| 205246160.SRDLC                                     | 205246160.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10973 | PA      | $981.00       | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205525021.SRDLC                                     | 205525021.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8137 | PA      | $7853.68      | 0.00%             | 2026-12-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L5010060.SRDUP                                      | L5010060.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5458 | PA      | $5351.06      | 0.00%             | 2030-02-07      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| L5010169.SRDUP                                      | L5010169.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $3190.67      | 0.00%             | 2030-02-07      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 203715269.SRDLC                                     | 203715269.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1649 | PA      | $1634.47      | 0.00%             | 2026-08-21      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205211602.SRDLC                                     | 205211602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3304 | PA      | $3267.19      | 0.00%             | 2026-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW4008050.SRDUP                                     | FW4008050.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2950 | PA      | $890.82       | 0.00%             | 2028-10-06      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| FW4012486.SRDUP                                     | FW4012486.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7864 | PA      | $7919.49      | 0.00%             | 2028-10-10      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| 8386082.SRDSQ                                       | 8386082.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17647 | PA      | $16345.23     | 0.00%             | 2026-05-15      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8403439.SRDSQ                                       | 8403439.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $1896.03      | 0.00%             | 2026-05-21      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 193347562.SRDLC                                     | 193347562.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2585 | PA      | $2584.08      | 0.00%             | 2025-09-20      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| 194611665.SRDLC                                     | 194611665.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12143 | PA      | $12220.49     | 0.00%             | 2027-10-17      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| DRB4998071.SRDUP                                    | DRB4998071.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1745 | PA      | $1684.85      | 0.00%             | 2030-02-04      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| DRB5001704.SRDUP                                    | DRB5001704.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4626 | PA      | $4467.28      | 0.00%             | 2030-02-05      | Fixed         | 32.13%                | Yes           |                  3 | On Loan: No      |
| L4996189.SRDUP                                      | L4996189.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9774 | PA      | $9570.80      | 0.00%             | 2030-02-03      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| 205546389.SRDLC                                     | 205546389.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23626 | PA      | $23558.88     | 0.00%             | 2027-12-15      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205759846.SRDLC                                     | 205759846.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11233 | PA      | $10937.07     | 0.00%             | 2028-12-18      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| FW3913458.SRDUP                                     | FW3913458.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       750 | PA      | $757.14       | 0.00%             | 2028-08-04      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| FW3956162.SRDUP                                     | FW3956162.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28580 | PA      | $28886.88     | 0.00%             | 2028-09-05      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| L5010713.SRDUP                                      | L5010713.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $1772.80      | 0.00%             | 2030-02-07      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L5176890.SRDUP                                      | L5176890.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11300 | PA      | $11189.57     | 0.00%             | 2030-04-03      | Fixed         | 20.28%                | Yes           |                  3 | On Loan: No      |
| 212173048.SRDLC                                     | 212173048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $1352.88      | 0.00%             | 2030-05-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212333158.SRDLC                                     | 212333158.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18473 | PA      | $17272.30     | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 195681577.SRDLC                                     | 195681577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       700 | PA      | $697.14       | 0.00%             | 2025-11-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203520590.SRDLC                                     | 203520590.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13406 | PA      | $13417.11     | 0.00%             | 2026-08-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW5010745.SRDUP                                     | FW5010745.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4551 | PA      | $4400.86      | 0.00%             | 2030-02-07      | Fixed         | 31.56%                | Yes           |                  3 | On Loan: No      |
| L3265831.SRDUP                                      | L3265831.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $916.29       | 0.00%             | 2027-07-20      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| 8282612.SRDSQ                                       | 8282612.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72949 | PA      | $65939.50     | 0.00%             | 2026-04-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8286981.SRDSQ                                       | 8286981.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    114827 | PA      | $94336.51     | 0.01%             | 2026-04-16      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 206495381.SRDLC                                     | 206495381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17708 | PA      | $17100.82     | 0.00%             | 2029-02-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206586538.SRDLC                                     | 206586538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10249 | PA      | $10186.82     | 0.00%             | 2026-02-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 56.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -37 | NC      | $-185.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 57                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -97 | NC      | $-485.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8213982.SRDSQ                                       | 8213982.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1238 | PA      | $223.95       | 0.00%             | 2026-03-24      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 8307040.SRDSQ                                       | 8307040.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38289 | PA      | $37368.54     | 0.00%             | 2026-04-22      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| L3312244.SRDUP                                      | L3312244.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       652 | PA      | $674.50       | 0.00%             | 2027-07-27      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| L3319888.SRDUP                                      | L3319888.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1505 | PA      | $1542.46      | 0.00%             | 2027-08-01      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 206818133.SRDLC                                     | 206818133.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13531 | PA      | $13178.24     | 0.00%             | 2027-02-28      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 206979916.SRDLC                                     | 206979916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18017 | PA      | $17120.92     | 0.00%             | 2027-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 57.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -121 | NC      | $-605.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 57.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -26 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 193287070.SRDLC                                     | 193287070.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1107 | PA      | $1125.52      | 0.00%             | 2026-09-11      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 193639194.SRDLC                                     | 193639194.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6972 | PA      | $623.29       | 0.00%             | 2027-09-19      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008767.SRDUP                                    | DRB5008767.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4265 | PA      | $4124.32      | 0.00%             | 2030-02-07      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| DRB5178929.SRDUP                                    | DRB5178929.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5619.09      | 0.00%             | 2030-04-03      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| 213504137.SRDLC                                     | 213504137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14069 | PA      | $13480.30     | 0.00%             | 2028-01-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214185820.SRDLC                                     | 214185820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8121 | PA      | $8070.58      | 0.00%             | 2029-02-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206971632.SRDLC                                     | 206971632.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2686 | PA      | $2650.02      | 0.00%             | 2026-03-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207185311.SRDLC                                     | 207185311.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4450 | PA      | $4373.59      | 0.00%             | 2027-03-12      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| DRB5007015.SRDUP                                    | DRB5007015.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1931 | PA      | $1923.33      | 0.00%             | 2030-02-06      | Fixed         | 13.18%                | Yes           |                  3 | On Loan: No      |
| DRB5010119.SRDUP                                    | DRB5010119.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1644 | PA      | $1589.59      | 0.00%             | 2030-02-07      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| DRB4996403.SRDUP                                    | DRB4996403.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $947.76       | 0.00%             | 2030-02-03      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| DRB5002908.SRDUP                                    | DRB5002908.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1637 | PA      | $1579.48      | 0.00%             | 2028-02-05      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| L3332438.SRDUP                                      | L3332438.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6352 | PA      | $681.23       | 0.00%             | 2027-08-04      | Fixed         | 16.85%                | Yes           |                  3 | On Loan: No      |
| L3391321.SRDUP                                      | L3391321.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       694 | PA      | $704.95       | 0.00%             | 2027-09-01      | Fixed         | 15.58%                | Yes           |                  3 | On Loan: No      |
| 193900889.SRDLC                                     | 193900889.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12643 | PA      | $12691.27     | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203570882.SRDLC                                     | 203570882.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30242 | PA      | $29640.40     | 0.00%             | 2028-08-16      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 207203419.SRDLC                                     | 207203419.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2955 | PA      | $2835.85      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207359134.SRDLC                                     | 207359134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21894 | PA      | $21135.35     | 0.00%             | 2029-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L5178925.SRDUP                                      | L5178925.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2777.50      | 0.00%             | 2030-04-03      | Fixed         | 21.65%                | Yes           |                  3 | On Loan: No      |
| L5179880.SRDUP                                      | L5179880.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19815.63     | 0.00%             | 2028-04-03      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| 7683092.SRDSQ                                       | 7683092.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1293 | PA      | $1207.21      | 0.00%             | 2025-10-11      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 8369832.SRDSQ                                       | 8369832.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6533 | PA      | $6242.22      | 0.00%             | 2026-05-10      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205829459.SRDLC                                     | 205829459.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7027 | PA      | $6773.01      | 0.00%             | 2026-12-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205858890.SRDLC                                     | 205858890.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16255 | PA      | $15846.83     | 0.00%             | 2028-12-19      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L3392189.SRDUP                                      | L3392189.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13338 | PA      | $13568.70     | 0.00%             | 2027-09-01      | Fixed         | 11.72%                | Yes           |                  3 | On Loan: No      |
| L3499842.SRDUP                                      | L3499842.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1482 | PA      | $1529.22      | 0.00%             | 2027-10-13      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| DRB5178989.SRDUP                                    | DRB5178989.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5321.06      | 0.00%             | 2028-04-03      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| DRB5181372.SRDUP                                    | DRB5181372.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1600 | PA      | $1577.83      | 0.00%             | 2030-04-04      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 8341858.SRDSQ                                       | 8341858.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     59660 | PA      | $48140.88     | 0.00%             | 2026-05-01      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8347428.SRDSQ                                       | 8347428.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12216 | PA      | $11773.24     | 0.00%             | 2026-05-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 216                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 217                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210702472.SRDLC                                     | 210702472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3749 | PA      | $3512.62      | 0.00%             | 2027-09-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211153200.SRDLC                                     | 211153200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14573 | PA      | $13881.01     | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 192698444.SRDLC                                     | 192698444.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       299 | PA      | $296.70       | 0.00%             | 2025-09-01      | Fixed         | 11.29%                | Yes           |                  3 | On Loan: No      |
| 192776232.SRDLC                                     | 192776232.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $973.66       | 0.00%             | 2025-08-22      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8846694.SRDSQ                                       | 8846694.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3148 | PA      | $2966.45      | 0.00%             | 2026-09-16      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8849266.SRDSQ                                       | 8849266.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4572 | PA      | $4308.63      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3500697.SRDUP                                      | L3500697.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1597 | PA      | $1596.72      | 0.00%             | 2025-10-13      | Fixed         | 20.76%                | Yes           |                  3 | On Loan: No      |
| L3541957.SRDUP                                      | L3541957.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       219 | PA      | $219.26       | 0.00%             | 2025-11-01      | Fixed         | 10.31%                | Yes           |                  3 | On Loan: No      |
| 203980955.SRDLC                                     | 203980955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5841 | PA      | $5817.47      | 0.00%             | 2026-09-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204682690.SRDLC                                     | 204682690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7468 | PA      | $7637.69      | 0.00%             | 2028-10-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210751974.SRDLC                                     | 210751974.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17428 | PA      | $16075.14     | 0.00%             | 2030-05-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211104348.SRDLC                                     | 211104348.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12281 | PA      | $12228.51     | 0.00%             | 2028-09-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8413286.SRDSQ                                       | 8413286.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3333 | PA      | $3147.87      | 0.00%             | 2026-05-23      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 8560867.SRDSQ                                       | 8560867.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       431 | PA      | $402.52       | 0.00%             | 2026-07-05      | Fixed         | 4.91%                 | Yes           |                  3 | On Loan: No      |
| L3909971.SRDUP                                      | L3909971.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       986 | PA      | $992.81       | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| L3911642.SRDUP                                      | L3911642.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2390 | PA      | $2339.86      | 0.00%             | 2026-08-17      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| DRB5179845.SRDUP                                    | DRB5179845.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3900 | PA      | $3843.30      | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5181277.SRDUP                                    | DRB5181277.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2268.10      | 0.00%             | 2030-04-04      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 58                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -165 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 58.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -165 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212289297.SRDLC                                     | 212289297.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21971 | PA      | $21755.40     | 0.00%             | 2028-11-18      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 213729137.SRDLC                                     | 213729137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12205 | PA      | $11697.33     | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 192200565.SRDLC                                     | 192200565.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       250 | PA      | $28.97        | 0.00%             | 2025-08-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192796437.SRDLC                                     | 192796437.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $737.15       | 0.00%             | 2025-08-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8867456.SRDSQ                                       | 8867456.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16977 | PA      | $15873.96     | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8875352.SRDSQ                                       | 8875352.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       761 | PA      | $713.50       | 0.00%             | 2026-09-22      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 211249345.SRDLC                                     | 211249345.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7399 | PA      | $6957.59      | 0.00%             | 2027-10-22      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211373193.SRDLC                                     | 211373193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23296 | PA      | $22401.03     | 0.00%             | 2029-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8349839.SRDSQ                                       | 8349839.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        34 | PA      | $33.63        | 0.00%             | 2026-05-05      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8356415.SRDSQ                                       | 8356415.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       763 | PA      | $746.65       | 0.00%             | 2026-05-06      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 58.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -328 | NC      | $-1640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 58.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -135 | NC      | $-675.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214416337.SRDLC                                     | 214416337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15239 | PA      | $15174.56     | 0.00%             | 2028-02-18      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214422367.SRDLC                                     | 214422367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21699 | PA      | $21272.63     | 0.00%             | 2027-02-19      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| DRB5190698.SRDUP                                    | DRB5190698.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10600 | PA      | $10468.66     | 0.00%             | 2030-04-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW3302178.SRDUP                                     | FW3302178.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12747 | PA      | $12975.67     | 0.00%             | 2027-07-22      | Fixed         | 20.72%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25C 218                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 181                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5187437.SRDUP                                    | DRB5187437.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $1383.06      | 0.00%             | 2030-04-07      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| FW3290686.SRDUP                                     | FW3290686.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4575 | PA      | $660.60       | 0.00%             | 2027-07-22      | Fixed         | 16.05%                | Yes           |                  3 | On Loan: No      |
| 214709090.SRDLC                                     | 214709090.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24507 | PA      | $23718.58     | 0.00%             | 2028-03-07      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215706222.SRDLC                                     | 215706222.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19500 | PA      | $19050.95     | 0.00%             | 2027-04-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211281862.SRDLC                                     | 211281862.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8828 | PA      | $8198.13      | 0.00%             | 2027-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211305357.SRDLC                                     | 211305357.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7490 | PA      | $6956.67      | 0.00%             | 2027-10-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8888372.SRDSQ                                       | 8888372.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7610 | PA      | $7146.54      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8893823.SRDSQ                                       | 8893823.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15427 | PA      | $14512.97     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3325207.SRDUP                                     | FW3325207.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1385 | PA      | $1437.87      | 0.00%             | 2027-08-02      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3336867.SRDUP                                     | FW3336867.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $333.17       | 0.00%             | 2028-01-08      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| L3956508.SRDUP                                      | L3956508.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       905 | PA      | $913.88       | 0.00%             | 2028-09-05      | Fixed         | 14.39%                | Yes           |                  3 | On Loan: No      |
| L4011229.SRDUP                                      | L4011229.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3047 | PA      | $3069.92      | 0.00%             | 2028-10-10      | Fixed         | 17.78%                | Yes           |                  3 | On Loan: No      |
| 203838024.SRDLC                                     | 203838024.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5085 | PA      | $5018.54      | 0.00%             | 2026-09-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204697173.SRDLC                                     | 204697173.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2623 | PA      | $2603.33      | 0.00%             | 2026-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 193919332.SRDLC                                     | 193919332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6346 | PA      | $567.33       | 0.00%             | 2025-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204660104.SRDLC                                     | 204660104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19471 | PA      | $19575.72     | 0.00%             | 2028-10-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May25P 183                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Longleaf (Artex Segregated Account Company)         | Longleaf (Artex Segregated Account Company)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     35082 | NS      | $60146278.94  | 3.61%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 211364051.SRDLC                                     | 211364051.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6913 | PA      | $6726.71      | 0.00%             | 2027-10-04      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211444720.SRDLC                                     | 211444720.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17032 | PA      | $16042.25     | 0.00%             | 2029-10-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3337554.SRDUP                                     | FW3337554.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1006 | PA      | $1036.91      | 0.00%             | 2027-08-08      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| FW3342367.SRDUP                                     | FW3342367.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6706 | PA      | $6892.39      | 0.00%             | 2027-08-09      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| FW3309752.SRDUP                                     | FW3309752.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3643 | PA      | $3823.91      | 0.00%             | 2027-07-26      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| FW3330594.SRDUP                                     | FW3330594.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       709 | PA      | $705.74       | 0.00%             | 2025-08-04      | Fixed         | 18.05%                | Yes           |                  3 | On Loan: No      |
| 8397119.SRDSQ                                       | 8397119.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2680 | PA      | $2539.26      | 0.00%             | 2026-05-19      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8747951.SRDSQ                                       | 8747951.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    196745 | PA      | $184704.34    | 0.01%             | 2026-08-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW4014789.SRDUP                                     | FW4014789.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6618 | PA      | $6713.40      | 0.00%             | 2028-10-10      | Fixed         | 22.76%                | Yes           |                  3 | On Loan: No      |
| L3327996.SRDUP                                      | L3327996.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2601 | PA      | $2638.68      | 0.00%             | 2027-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| 8413660.SRDSQ                                       | 8413660.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17909 | PA      | $17177.85     | 0.00%             | 2026-05-23      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8550864.SRDSQ                                       | 8550864.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4260 | PA      | $2436.75      | 0.00%             | 2026-07-01      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | S&P/TSX 60 IX FUT Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |      -120 | NC      | $-33250.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 04/30/25 P1795                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8894347.SRDSQ                                       | 8894347.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2078 | PA      | $1920.94      | 0.00%             | 2026-09-27      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8894516.SRDSQ                                       | 8894516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1194 | PA      | $1115.83      | 0.00%             | 2026-09-27      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 59                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 59.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205086200.SRDLC                                     | 205086200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2969 | PA      | $2935.25      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205203529.SRDLC                                     | 205203529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18429 | PA      | $18651.91     | 0.00%             | 2028-11-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8809823.SRDSQ                                       | 8809823.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       636 | PA      | $614.28       | 0.00%             | 2026-09-06      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8822394.SRDSQ                                       | 8822394.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3256 | PA      | $2849.01      | 0.00%             | 2026-09-11      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 205829874.SRDLC                                     | 205829874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13815 | PA      | $12570.05     | 0.00%             | 2026-11-27      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205844883.SRDLC                                     | 205844883.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23250 | PA      | $23019.36     | 0.00%             | 2026-12-28      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| FW3391565.SRDUP                                     | FW3391565.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1044 | PA      | $1056.67      | 0.00%             | 2027-09-01      | Fixed         | 21.35%                | Yes           |                  3 | On Loan: No      |
| FW3500616.SRDUP                                     | FW3500616.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3117 | PA      | $3117.81      | 0.00%             | 2025-10-13      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 04/30/25 P1800                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 04/30/25 P1890                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911536.SRDUP                                    | CBM3911536.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1292 | PA      | $1301.74      | 0.00%             | 2028-08-03      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| CBM3954153.SRDUP                                    | CBM3954153.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $1168.59      | 0.00%             | 2026-09-01      | Fixed         | 25.94%                | Yes           |                  3 | On Loan: No      |
| 211472079.SRDLC                                     | 211472079.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18530 | PA      | $18116.22     | 0.00%             | 2029-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211534325.SRDLC                                     | 211534325.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8590 | PA      | $8422.59      | 0.00%             | 2027-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8869291.SRDSQ                                       | 8869291.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $3802.39      | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8870532.SRDSQ                                       | 8870532.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8207 | PA      | $6876.35      | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L5002954.SRDUP                                      | L5002954.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2352 | PA      | $2295.68      | 0.00%             | 2030-02-05      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| L5010193.SRDUP                                      | L5010193.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3629 | PA      | $3543.49      | 0.00%             | 2030-02-07      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 61                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -36 | NC      | $-360.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 61.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -43 | NC      | $-860.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206371891.SRDLC                                     | 206371891.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10605 | PA      | $10186.71     | 0.00%             | 2027-02-05      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206552538.SRDLC                                     | 206552538.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5684.70      | 0.00%             | 2027-02-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3501054.SRDUP                                     | FW3501054.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7279 | PA      | $7620.78      | 0.00%             | 2027-10-13      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| FW3541761.SRDUP                                     | FW3541761.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3309 | PA      | $3407.36      | 0.00%             | 2027-11-01      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| 205155888.SRDLC                                     | 205155888.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1369 | PA      | $1389.83      | 0.00%             | 2025-11-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205203667.SRDLC                                     | 205203667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2478 | PA      | $416.34       | 0.00%             | 2027-05-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8364226.SRDSQ                                       | 8364226.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6108 | PA      | $4609.44      | 0.00%             | 2026-05-07      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8366609.SRDSQ                                       | 8366609.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1296 | PA      | $1229.85      | 0.00%             | 2026-05-08      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 211894049.SRDLC                                     | 211894049.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $667.53       | 0.00%             | 2026-10-28      | Fixed         | 18.06%                | Yes           |                  3 | On Loan: No      |
| 212236851.SRDLC                                     | 212236851.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6918 | PA      | $1714.07      | 0.00%             | 2028-11-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8543434.SRDSQ                                       | 8543434.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       543 | PA      | $523.33       | 0.00%             | 2026-06-30      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8647354.SRDSQ                                       | 8647354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3360 | PA      | $3163.91      | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4007944.SRDUP                                    | CBM4007944.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       988 | PA      | $295.85       | 0.00%             | 2028-10-06      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| CBM4011611.SRDUP                                    | CBM4011611.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1110.95      | 0.00%             | 2029-08-25      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 193709519.SRDLC                                     | 193709519.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       762 | PA      | $762.29       | 0.00%             | 2025-09-23      | Fixed         | 9.09%                 | Yes           |                  3 | On Loan: No      |
| 195343443.SRDLC                                     | 195343443.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4295 | PA      | $4393.74      | 0.00%             | 2027-11-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5181430.SRDUP                                    | DRB5181430.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7100 | PA      | $7001.47      | 0.00%             | 2030-04-04      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| FW3298288.SRDUP                                     | FW3298288.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $1785.62      | 0.00%             | 2027-07-21      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| 206571682.SRDLC                                     | 206571682.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4185 | PA      | $3983.64      | 0.00%             | 2027-02-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206575841.SRDLC                                     | 206575841.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2154.57      | 0.00%             | 2027-02-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3335207.SRDUP                                     | FW3335207.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       553 | PA      | $566.31       | 0.00%             | 2027-08-05      | Fixed         | 26.84%                | Yes           |                  3 | On Loan: No      |
| FW3391334.SRDUP                                     | FW3391334.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2245 | PA      | $2326.76      | 0.00%             | 2027-09-01      | Fixed         | 33.66%                | Yes           |                  3 | On Loan: No      |
| 204110223.SRDLC                                     | 204110223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13656 | PA      | $13390.93     | 0.00%             | 2028-09-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 204271776.SRDLC                                     | 204271776.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17037 | PA      | $17050.26     | 0.00%             | 2027-09-25      | Fixed         | 10.94%                | Yes           |                  3 | On Loan: No      |
| L5002914.SRDUP                                      | L5002914.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2941 | PA      | $2870.54      | 0.00%             | 2030-02-05      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| L5008195.SRDUP                                      | L5008195.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9697 | PA      | $9504.28      | 0.00%             | 2030-02-07      | Fixed         | 20.78%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1815                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29 | NC      | $-725.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1825                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-585.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206597289.SRDLC                                     | 206597289.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13224 | PA      | $12870.12     | 0.00%             | 2027-02-12      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 206599929.SRDLC                                     | 206599929.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2649 | PA      | $2606.06      | 0.00%             | 2027-02-07      | Fixed         | 9.96%                 | Yes           |                  3 | On Loan: No      |
| 8809744.SRDSQ                                       | 8809744.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6910 | PA      | $6487.51      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8819657.SRDSQ                                       | 8819657.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6932 | PA      | $6114.70      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM5008510.SRDUP                                    | CBM5008510.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7170 | PA      | $6934.75      | 0.00%             | 2030-02-07      | Fixed         | 26.54%                | Yes           |                  3 | On Loan: No      |
| CBM5180165.SRDUP                                    | CBM5180165.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30900 | PA      | $30592.62     | 0.00%             | 2030-04-03      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| 8813057.SRDSQ                                       | 8813057.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     67028 | PA      | $63256.12     | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8813901.SRDSQ                                       | 8813901.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4039 | PA      | $3828.23      | 0.00%             | 2026-09-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1830                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1840                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3391367.SRDUP                                     | FW3391367.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9424 | PA      | $9569.02      | 0.00%             | 2027-09-01      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| FW3391398.SRDUP                                     | FW3391398.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1794 | PA      | $1860.47      | 0.00%             | 2027-09-01      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| 206867521.SRDLC                                     | 206867521.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9729 | PA      | $9374.47      | 0.00%             | 2029-03-23      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206882488.SRDLC                                     | 206882488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12616 | PA      | $12356.83     | 0.00%             | 2027-02-28      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| L5006717.SRDUP                                      | L5006717.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47034 | PA      | $46238.12     | 0.00%             | 2030-02-06      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L5008338.SRDUP                                      | L5008338.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23439 | PA      | $22679.91     | 0.00%             | 2030-02-07      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| 211650428.SRDLC                                     | 211650428.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13539 | PA      | $13064.50     | 0.00%             | 2028-10-18      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 212102293.SRDLC                                     | 212102293.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5455 | PA      | $5211.69      | 0.00%             | 2026-11-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 7677408.SRDSQ                                       | 7677408.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5634 | PA      | $3353.11      | 0.00%             | 2025-10-10      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 8297305.SRDSQ                                       | 8297305.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47131 | PA      | $45556.98     | 0.00%             | 2026-04-18      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| DRB4998229.SRDUP                                    | DRB4998229.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5292.35      | 0.00%             | 2030-02-04      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| DRB5009847.SRDUP                                    | DRB5009847.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22277 | PA      | $21751.11     | 0.00%             | 2030-02-07      | Fixed         | 31.25%                | Yes           |                  3 | On Loan: No      |
| 8870649.SRDSQ                                       | 8870649.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5874 | PA      | $5493.36      | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8876222.SRDSQ                                       | 8876222.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4897 | PA      | $4316.31      | 0.00%             | 2026-09-23      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW3391950.SRDUP                                     | FW3391950.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33411 | PA      | $34409.46     | 0.00%             | 2028-02-01      | Fixed         | 20.01%                | Yes           |                  3 | On Loan: No      |
| FW3500123.SRDUP                                     | FW3500123.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7541 | PA      | $7857.39      | 0.00%             | 2028-03-13      | Fixed         | 27.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1845                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1850                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11 | NC      | $-770.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207542120.SRDLC                                     | 207542120.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6518 | PA      | $6202.57      | 0.00%             | 2028-04-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210671265.SRDLC                                     | 210671265.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13024 | PA      | $12062.09     | 0.00%             | 2027-09-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 213685225.SRDLC                                     | 213685225.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3575 | PA      | $3491.09      | 0.00%             | 2027-01-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 213713328.SRDLC                                     | 213713328.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19705 | PA      | $19062.63     | 0.00%             | 2030-01-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8338896.SRDSQ                                       | 8338896.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5781 | PA      | $5412.58      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8355456.SRDSQ                                       | 8355456.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35765 | PA      | $34673.34     | 0.00%             | 2026-05-06      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L5008928.SRDUP                                      | L5008928.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2098 | PA      | $2076.50      | 0.00%             | 2028-02-07      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| L5009972.SRDUP                                      | L5009972.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1049 | PA      | $1031.99      | 0.00%             | 2028-02-07      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| DRB5010124.SRDUP                                    | DRB5010124.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1425.85      | 0.00%             | 2030-02-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| DRB5175952.SRDUP                                    | DRB5175952.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2143 | PA      | $2111.97      | 0.00%             | 2028-04-02      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| 211564078.SRDLC                                     | 211564078.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22839 | PA      | $22727.10     | 0.00%             | 2028-10-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211857238.SRDLC                                     | 211857238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16847 | PA      | $16791.61     | 0.00%             | 2028-10-28      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| FW3328211.SRDUP                                     | FW3328211.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3396 | PA      | $3481.57      | 0.00%             | 2027-08-03      | Fixed         | 23.94%                | Yes           |                  3 | On Loan: No      |
| FW3332338.SRDUP                                     | FW3332338.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28593 | PA      | $29021.25     | 0.00%             | 2027-08-04      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| FW3911585.SRDUP                                     | FW3911585.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13845 | PA      | $13961.35     | 0.00%             | 2028-08-18      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| FW3913029.SRDUP                                     | FW3913029.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       775 | PA      | $784.26       | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 214157926.SRDLC                                     | 214157926.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10750 | PA      | $10416.10     | 0.00%             | 2029-02-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214355038.SRDLC                                     | 214355038.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14370 | PA      | $13882.44     | 0.00%             | 2028-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8389436.SRDSQ                                       | 8389436.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1852.97      | 0.00%             | 2026-05-17      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8552805.SRDSQ                                       | 8552805.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1288 | PA      | $1215.16      | 0.00%             | 2026-07-02      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 62                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 62.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1900                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38 | NC      | $-14820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1920                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38 | NC      | $-26410.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5180825.SRDUP                                    | DRB5180825.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5817.83      | 0.00%             | 2030-04-04      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| DRB5181373.SRDUP                                    | DRB5181373.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36700 | PA      | $36186.41     | 0.00%             | 2028-04-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L5010084.SRDUP                                      | L5010084.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48903 | PA      | $48330.72     | 0.00%             | 2030-02-07      | Fixed         | 17.89%                | Yes           |                  3 | On Loan: No      |
| L5177154.SRDUP                                      | L5177154.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4500 | PA      | $4479.29      | 0.00%             | 2030-04-03      | Fixed         | 15.32%                | Yes           |                  3 | On Loan: No      |
| FW3956006.SRDUP                                     | FW3956006.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1105 | PA      | $1102.30      | 0.00%             | 2026-09-05      | Fixed         | 21.70%                | Yes           |                  3 | On Loan: No      |
| FW3960562.SRDUP                                     | FW3960562.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5489 | PA      | $5538.13      | 0.00%             | 2028-09-05      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| 215008702.SRDLC                                     | 215008702.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4856 | PA      | $4766.03      | 0.00%             | 2027-03-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215013375.SRDLC                                     | 215013375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12752 | PA      | $12346.61     | 0.00%             | 2028-03-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204786282.SRDLC                                     | 204786282.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8213 | PA      | $8123.84      | 0.00%             | 2026-11-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204866197.SRDLC                                     | 204866197.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2189 | PA      | $2152.22      | 0.00%             | 2026-10-25      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| DRB5187584.SRDUP                                    | DRB5187584.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $1382.65      | 0.00%             | 2030-04-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| FW3335227.SRDUP                                     | FW3335227.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4658 | PA      | $1433.78      | 0.00%             | 2027-08-05      | Fixed         | 27.63%                | Yes           |                  3 | On Loan: No      |
| FW4013153.SRDUP                                     | FW4013153.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18418 | PA      | $18628.65     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| FW5008560.SRDUP                                     | FW5008560.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9901 | PA      | $9669.98      | 0.00%             | 2030-02-07      | Fixed         | 22.44%                | Yes           |                  3 | On Loan: No      |
| 212378318.SRDLC                                     | 212378318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $1430.94      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212385813.SRDLC                                     | 212385813.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6679 | PA      | $6160.00      | 0.00%             | 2027-12-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5008509.SRDUP                                     | FW5008509.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3332 | PA      | $3254.04      | 0.00%             | 2030-02-07      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| FW5009967.SRDUP                                     | FW5009967.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2459 | PA      | $2377.56      | 0.00%             | 2030-02-07      | Fixed         | 30.36%                | Yes           |                  3 | On Loan: No      |
| 8639124.SRDSQ                                       | 8639124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5881 | PA      | $5624.56      | 0.00%             | 2026-07-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8654058.SRDSQ                                       | 8654058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1787 | PA      | $1675.09      | 0.00%             | 2026-07-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8368134.SRDSQ                                       | 8368134.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4294 | PA      | $4101.90      | 0.00%             | 2026-05-08      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8377351.SRDSQ                                       | 8377351.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3720 | PA      | $3322.57      | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8862124.SRDSQ                                       | 8862124.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12309 | PA      | $11586.34     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8890993.SRDSQ                                       | 8890993.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2627 | PA      | $2473.63      | 0.00%             | 2026-09-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 206341755.SRDLC                                     | 206341755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10067 | PA      | $9560.12      | 0.00%             | 2027-02-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206662755.SRDLC                                     | 206662755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8828 | PA      | $8560.85      | 0.00%             | 2029-02-22      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 8605640.SRDSQ                                       | 8605640.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $922.41       | 0.00%             | 2026-07-09      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| 8637922.SRDSQ                                       | 8637922.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9266 | PA      | $7921.21      | 0.00%             | 2026-07-22      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 215620259.SRDLC                                     | 215620259.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22500 | PA      | $21972.52     | 0.00%             | 2028-04-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 7660562.SRDSQ                                       | 7660562.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       559 | PA      | $442.45       | 0.00%             | 2025-10-04      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1925                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29 | NC      | $-23345.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1935                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-33600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5008565.SRDUP                                     | FW5008565.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6511 | PA      | $6301.02      | 0.00%             | 2030-02-07      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| FW5009923.SRDUP                                     | FW5009923.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9505 | PA      | $9389.83      | 0.00%             | 2030-02-07      | Fixed         | 21.45%                | Yes           |                  3 | On Loan: No      |
| FW3391086.SRDUP                                     | FW3391086.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9500 | PA      | $1371.80      | 0.00%             | 2025-09-01      | Fixed         | 34.10%                | Yes           |                  3 | On Loan: No      |
| FW3402005.SRDUP                                     | FW3402005.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2037 | PA      | $2113.82      | 0.00%             | 2027-09-06      | Fixed         | 33.56%                | Yes           |                  3 | On Loan: No      |
| 8383932.SRDSQ                                       | 8383932.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3977 | PA      | $3692.94      | 0.00%             | 2026-05-14      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8391257.SRDSQ                                       | 8391257.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9004 | PA      | $8671.45      | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8877289.SRDSQ                                       | 8877289.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3716 | PA      | $3425.58      | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8888137.SRDSQ                                       | 8888137.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6743 | PA      | $6342.92      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8294716.SRDSQ                                       | 8294716.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12733 | PA      | $12528.28     | 0.00%             | 2026-04-17      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8349432.SRDSQ                                       | 8349432.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       565 | PA      | $503.25       | 0.00%             | 2026-05-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8829307.SRDSQ                                       | 8829307.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15914 | PA      | $15011.71     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8860898.SRDSQ                                       | 8860898.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     69723 | PA      | $65544.52     | 0.00%             | 2026-09-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| FW5179841.SRDUP                                     | FW5179841.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2266.65      | 0.00%             | 2030-04-03      | Fixed         | 31.58%                | Yes           |                  3 | On Loan: No      |
| FW5187834.SRDUP                                     | FW5187834.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5828.71      | 0.00%             | 2030-04-07      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| 206763993.SRDLC                                     | 206763993.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10544 | PA      | $10084.49     | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206837166.SRDLC                                     | 206837166.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6228 | PA      | $6054.59      | 0.00%             | 2029-02-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8662338.SRDSQ                                       | 8662338.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4161 | PA      | $3939.41      | 0.00%             | 2026-07-29      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8665598.SRDSQ                                       | 8665598.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25300 | PA      | $23143.37     | 0.00%             | 2026-07-29      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 213672690.SRDLC                                     | 213672690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20665 | PA      | $20019.13     | 0.00%             | 2030-01-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214280381.SRDLC                                     | 214280381.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39983 | PA      | $39137.52     | 0.00%             | 2030-02-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8605890.SRDSQ                                       | 8605890.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2707 | PA      | $2603.33      | 0.00%             | 2026-07-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8617785.SRDSQ                                       | 8617785.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3173 | PA      | $3032.15      | 0.00%             | 2026-07-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8871518.SRDSQ                                       | 8871518.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14949 | PA      | $13888.23     | 0.00%             | 2026-09-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8872259.SRDSQ                                       | 8872259.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1403 | PA      | $1302.98      | 0.00%             | 2026-09-21      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8398919.SRDSQ                                       | 8398919.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3956 | PA      | $3784.34      | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8411571.SRDSQ                                       | 8411571.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1749 | PA      | $1661.64      | 0.00%             | 2026-05-22      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| FW5187841.SRDUP                                     | FW5187841.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5900 | PA      | $5826.93      | 0.00%             | 2030-04-07      | Fixed         | 28.51%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 533                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8811507.SRDSQ                                       | 8811507.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1276.83      | 0.00%             | 2026-09-07      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8876573.SRDSQ                                       | 8876573.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5185 | PA      | $4849.05      | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8703908.SRDSQ                                       | 8703908.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    129773 | PA      | $122716.47    | 0.01%             | 2026-08-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8782162.SRDSQ                                       | 8782162.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8777 | PA      | $8222.53      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214938903.SRDLC                                     | 214938903.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7940 | PA      | $7675.27      | 0.00%             | 2030-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214972805.SRDLC                                     | 214972805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7895 | PA      | $7622.43      | 0.00%             | 2030-03-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204939156.SRDLC                                     | 204939156.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3753 | PA      | $3774.96      | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205242223.SRDLC                                     | 205242223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8825 | PA      | $1555.45      | 0.00%             | 2026-11-23      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8413498.SRDSQ                                       | 8413498.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8350 | PA      | $7944.38      | 0.00%             | 2026-05-23      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8414713.SRDSQ                                       | 8414713.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1063 | PA      | $987.74       | 0.00%             | 2026-05-25      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May25P 63                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -41 | NC      | $-5740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 128.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-37125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8889689.SRDSQ                                       | 8889689.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16346 | PA      | $15396.89     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8890968.SRDSQ                                       | 8890968.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       684 | PA      | $648.76       | 0.00%             | 2026-09-26      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8783706.SRDSQ                                       | 8783706.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7714 | PA      | $6194.88      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8796844.SRDSQ                                       | 8796844.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1936 | PA      | $1718.83      | 0.00%             | 2026-09-04      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| L3303535.SRDUP                                      | L3303535.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6599 | PA      | $6731.74      | 0.00%             | 2027-07-26      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| L3305021.SRDUP                                      | L3305021.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5061 | PA      | $5143.02      | 0.00%             | 2027-07-25      | Fixed         | 11.57%                | Yes           |                  3 | On Loan: No      |
| 215472440.SRDLC                                     | 215472440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5859.60      | 0.00%             | 2028-04-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7494228.SRDSQ                                       | 7494228.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1527 | PA      | $1375.02      | 0.00%             | 2025-08-14      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 8881195.SRDSQ                                       | 8881195.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2183 | PA      | $1899.27      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8894133.SRDSQ                                       | 8894133.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10119 | PA      | $9518.99      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206900700.SRDLC                                     | 206900700.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5375 | PA      | $4745.91      | 0.00%             | 2027-07-26      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 207224646.SRDLC                                     | 207224646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9994 | PA      | $10017.15     | 0.00%             | 2026-03-14      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205277977.SRDLC                                     | 205277977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10103 | PA      | $10298.66     | 0.00%             | 2028-11-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205968238.SRDLC                                     | 205968238.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10060 | PA      | $9580.27      | 0.00%             | 2027-01-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8815590.SRDSQ                                       | 8815590.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3160 | PA      | $2980.83      | 0.00%             | 2026-09-08      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8822571.SRDSQ                                       | 8822571.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2374 | PA      | $2198.60      | 0.00%             | 2026-09-11      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8546083.SRDSQ                                       | 8546083.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19774 | PA      | $18747.11     | 0.00%             | 2026-06-30      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8609690.SRDSQ                                       | 8609690.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2407 | PA      | $2289.44      | 0.00%             | 2026-07-11      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3305233.SRDUP                                      | L3305233.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11347 | PA      | $11630.93     | 0.00%             | 2027-12-25      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3320277.SRDUP                                      | L3320277.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3318 | PA      | $3405.07      | 0.00%             | 2027-08-01      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| 8881383.SRDSQ                                       | 8881383.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4487.08      | 0.00%             | 2026-09-25      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8890709.SRDSQ                                       | 8890709.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9298 | PA      | $8213.31      | 0.00%             | 2026-09-26      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 210731989.SRDLC                                     | 210731989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11978 | PA      | $11141.53     | 0.00%             | 2027-09-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 210742365.SRDLC                                     | 210742365.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5130 | PA      | $4796.91      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8644813.SRDSQ                                       | 8644813.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       847 | PA      | $743.40       | 0.00%             | 2026-07-23      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8656348.SRDSQ                                       | 8656348.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11462 | PA      | $10797.31     | 0.00%             | 2026-07-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8409056.SRDSQ                                       | 8409056.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3261 | PA      | $2843.65      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8546551.SRDSQ                                       | 8546551.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3942 | PA      | $3708.76      | 0.00%             | 2026-06-30      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| CBM4996212.SRDUP                                    | CBM4996212.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1434 | PA      | $1399.36      | 0.00%             | 2028-02-03      | Fixed         | 26.57%                | Yes           |                  3 | On Loan: No      |
| DRB4998236.SRDUP                                    | DRB4998236.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13763 | PA      | $13288.17     | 0.00%             | 2030-02-04      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| 8644660.SRDSQ                                       | 8644660.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7775 | PA      | $7456.70      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8651856.SRDSQ                                       | 8651856.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9624 | PA      | $9096.89      | 0.00%             | 2026-07-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8791900.SRDSQ                                       | 8791900.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35832 | PA      | $33598.20     | 0.00%             | 2026-09-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8807451.SRDSQ                                       | 8807451.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12363 | PA      | $11607.38     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8549979.SRDSQ                                       | 8549979.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1226 | PA      | $1186.17      | 0.00%             | 2026-07-01      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8603789.SRDSQ                                       | 8603789.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $4349.66      | 0.00%             | 2026-07-09      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| DRB5007439.SRDUP                                    | DRB5007439.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5403 | PA      | $5272.39      | 0.00%             | 2030-02-06      | Fixed         | 27.08%                | Yes           |                  3 | On Loan: No      |
| DRB5010203.SRDUP                                    | DRB5010203.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9517 | PA      | $9201.18      | 0.00%             | 2030-02-07      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 8866211.SRDSQ                                       | 8866211.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14770 | PA      | $13635.93     | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8873306.SRDSQ                                       | 8873306.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1002 | PA      | $934.49       | 0.00%             | 2026-09-21      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8366621.SRDSQ                                       | 8366621.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1159 | PA      | $1117.97      | 0.00%             | 2026-05-08      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8366662.SRDSQ                                       | 8366662.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19375 | PA      | $18745.28     | 0.00%             | 2026-05-08      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8626969.SRDSQ                                       | 8626969.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37385 | PA      | $36299.90     | 0.00%             | 2026-07-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8798291.SRDSQ                                       | 8798291.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15855 | PA      | $14589.09     | 0.00%             | 2026-09-04      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8605919.SRDSQ                                       | 8605919.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2498 | PA      | $1910.46      | 0.00%             | 2026-07-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8714960.SRDSQ                                       | 8714960.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    107587 | PA      | $101169.37    | 0.01%             | 2026-08-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5181026.SRDUP                                    | DRB5181026.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2366.36      | 0.00%             | 2030-04-04      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| FW3298144.SRDUP                                     | FW3298144.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3371 | PA      | $3477.93      | 0.00%             | 2027-07-21      | Fixed         | 24.93%                | Yes           |                  3 | On Loan: No      |
| 211098544.SRDLC                                     | 211098544.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7389 | PA      | $6988.34      | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211262531.SRDLC                                     | 211262531.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17314 | PA      | $16326.46     | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8838686.SRDSQ                                       | 8838686.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29597 | PA      | $27539.60     | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8839452.SRDSQ                                       | 8839452.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1891 | PA      | $1784.33      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3542479.SRDUP                                     | FW3542479.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       757 | PA      | $796.51       | 0.00%             | 2027-11-01      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3909860.SRDUP                                     | FW3909860.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11337 | PA      | $11457.26     | 0.00%             | 2028-08-02      | Fixed         | 26.63%                | Yes           |                  3 | On Loan: No      |
| 8731158.SRDSQ                                       | 8731158.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     69992 | PA      | $66719.42     | 0.00%             | 2026-08-13      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8782149.SRDSQ                                       | 8782149.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1958 | PA      | $1853.73      | 0.00%             | 2026-08-27      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| FW3500621.SRDUP                                     | FW3500621.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1285 | PA      | $1343.75      | 0.00%             | 2027-10-13      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| FW3541847.SRDUP                                     | FW3541847.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $153.33       | 0.00%             | 2027-11-15      | Fixed         | 28.38%                | Yes           |                  3 | On Loan: No      |
| 8868066.SRDSQ                                       | 8868066.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17614 | PA      | $16288.82     | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8875697.SRDSQ                                       | 8875697.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $697.51       | 0.00%             | 2026-09-22      | Fixed         | 4.97%                 | Yes           |                  3 | On Loan: No      |
| FW3345108.SRDUP                                     | FW3345108.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1192 | PA      | $1228.48      | 0.00%             | 2027-08-10      | Fixed         | 21.17%                | Yes           |                  3 | On Loan: No      |
| FW3501227.SRDUP                                     | FW3501227.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2574 | PA      | $186.02       | 0.00%             | 2028-08-13      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| 211453555.SRDLC                                     | 211453555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9490 | PA      | $8986.24      | 0.00%             | 2027-10-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211519743.SRDLC                                     | 211519743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13267 | PA      | $12314.80     | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8808256.SRDSQ                                       | 8808256.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1036 | PA      | $742.16       | 0.00%             | 2026-09-06      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8811313.SRDSQ                                       | 8811313.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8131 | PA      | $7694.30      | 0.00%             | 2026-09-07      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 214542641.SRDLC                                     | 214542641.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9707 | PA      | $9640.63      | 0.00%             | 2029-02-24      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 8164948.SRDSQ                                       | 8164948.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1235 | PA      | $1195.01      | 0.00%             | 2026-03-09      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8790645.SRDSQ                                       | 8790645.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2749 | PA      | $2542.95      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8870814.SRDSQ                                       | 8870814.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5599 | PA      | $5279.57      | 0.00%             | 2026-09-21      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 205208973.SRDLC                                     | 205208973.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2876 | PA      | $257.11       | 0.00%             | 2026-11-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 207182667.SRDLC                                     | 207182667.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4342 | PA      | $4124.74      | 0.00%             | 2027-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 128.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -142 | NC      | $-417125.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 129                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -184 | NC      | $-511750.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 186825061.SRDLC                                     | 186825061.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15040 | PA      | $14825.69     | 0.00%             | 2027-03-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187232739.SRDLC                                     | 187232739.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4508 | PA      | $4817.14      | 0.00%             | 2027-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L3298658.SRDUP                                      | L3298658.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5295 | PA      | $5393.46      | 0.00%             | 2027-07-21      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| L3310766.SRDUP                                      | L3310766.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19246 | PA      | $19950.87     | 0.00%             | 2027-07-26      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| 205252251.SRDLC                                     | 205252251.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2615 | PA      | $2606.43      | 0.00%             | 2028-06-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205347416.SRDLC                                     | 205347416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11069 | PA      | $10955.37     | 0.00%             | 2026-11-20      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| 8417691.SRDSQ                                       | 8417691.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3962 | PA      | $3684.11      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8605798.SRDSQ                                       | 8605798.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2049 | PA      | $1919.67      | 0.00%             | 2026-07-09      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 207223247.SRDLC                                     | 207223247.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8685 | PA      | $8249.62      | 0.00%             | 2027-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207918393.SRDLC                                     | 207918393.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4775 | PA      | $4512.28      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3542156.SRDUP                                     | FW3542156.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33154 | PA      | $34122.80     | 0.00%             | 2027-11-01      | Fixed         | 24.72%                | Yes           |                  3 | On Loan: No      |
| FW3542396.SRDUP                                     | FW3542396.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19692 | PA      | $10212.59     | 0.00%             | 2027-11-01      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| 211088593.SRDLC                                     | 211088593.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11041 | PA      | $10516.11     | 0.00%             | 2028-09-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211218868.SRDLC                                     | 211218868.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18953 | PA      | $17811.79     | 0.00%             | 2029-10-10      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L3311095.SRDUP                                      | L3311095.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3174 | PA      | $3284.20      | 0.00%             | 2027-07-27      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3327884.SRDUP                                      | L3327884.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6298 | PA      | $6390.67      | 0.00%             | 2027-08-03      | Fixed         | 17.23%                | Yes           |                  3 | On Loan: No      |
| 211342346.SRDLC                                     | 211342346.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13703 | PA      | $13582.81     | 0.00%             | 2028-10-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211426571.SRDLC                                     | 211426571.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10126 | PA      | $9575.22      | 0.00%             | 2028-10-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8609516.SRDSQ                                       | 8609516.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7334 | PA      | $6697.97      | 0.00%             | 2026-07-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8611301.SRDSQ                                       | 8611301.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3144 | PA      | $2839.46      | 0.00%             | 2026-07-13      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3910153.SRDUP                                     | FW3910153.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1147 | PA      | $1143.56      | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3914563.SRDUP                                     | FW3914563.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2021 | PA      | $2037.81      | 0.00%             | 2028-08-04      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| 8592658.SRDSQ                                       | 8592658.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1452 | PA      | $1381.03      | 0.00%             | 2026-07-06      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8640475.SRDSQ                                       | 8640475.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11383 | PA      | $10643.59     | 0.00%             | 2026-07-22      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8876835.SRDSQ                                       | 8876835.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7622 | PA      | $6280.04      | 0.00%             | 2026-09-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8889894.SRDSQ                                       | 8889894.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2908 | PA      | $2738.03      | 0.00%             | 2026-09-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8821520.SRDSQ                                       | 8821520.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9556 | PA      | $8924.94      | 0.00%             | 2026-09-11      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8841416.SRDSQ                                       | 8841416.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11324 | PA      | $10601.39     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 212043602.SRDLC                                     | 212043602.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36586 | PA      | $36165.86     | 0.00%             | 2028-11-04      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212346529.SRDLC                                     | 212346529.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2125.39      | 0.00%             | 2028-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| CBM3909905.SRDUP                                    | CBM3909905.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2849 | PA      | $2711.07      | 0.00%             | 2028-08-17      | Fixed         | 21.51%                | Yes           |                  3 | On Loan: No      |
| CBM3956685.SRDUP                                    | CBM3956685.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1818.96      | 0.00%             | 2028-09-05      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| 211562556.SRDLC                                     | 211562556.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8472 | PA      | $8262.64      | 0.00%             | 2026-10-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212424214.SRDLC                                     | 212424214.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2878 | PA      | $2762.74      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW3955871.SRDUP                                     | FW3955871.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14179 | PA      | $14366.38     | 0.00%             | 2028-09-10      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| FW3957660.SRDUP                                     | FW3957660.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3863 | PA      | $2598.30      | 0.00%             | 2026-09-05      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| 212427134.SRDLC                                     | 212427134.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11523 | PA      | $10880.15     | 0.00%             | 2029-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212454137.SRDLC                                     | 212454137.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14150 | PA      | $13418.99     | 0.00%             | 2028-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3955981.SRDUP                                      | L3955981.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18963 | PA      | $19088.47     | 0.00%             | 2028-09-19      | Fixed         | 17.11%                | Yes           |                  3 | On Loan: No      |
| L4010443.SRDUP                                      | L4010443.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15878 | PA      | $16102.56     | 0.00%             | 2028-10-10      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| 8875529.SRDSQ                                       | 8875529.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10662 | PA      | $9964.77      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8876708.SRDSQ                                       | 8876708.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15614 | PA      | $14601.76     | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8637213.SRDSQ                                       | 8637213.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7616 | PA      | $7169.43      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8807706.SRDSQ                                       | 8807706.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3901 | PA      | $3670.29      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3908661.SRDUP                                    | CBM3908661.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3973 | PA      | $4010.16      | 0.00%             | 2028-08-02      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| DRB5009426.SRDUP                                    | DRB5009426.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21181 | PA      | $20764.10     | 0.00%             | 2030-02-07      | Fixed         | 19.52%                | Yes           |                  3 | On Loan: No      |
| 213672263.SRDLC                                     | 213672263.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4729 | PA      | $4510.03      | 0.00%             | 2028-01-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 213693587.SRDLC                                     | 213693587.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $3137.95      | 0.00%             | 2028-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8783633.SRDSQ                                       | 8783633.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7629 | PA      | $6370.81      | 0.00%             | 2026-08-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8787950.SRDSQ                                       | 8787950.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       977 | PA      | $915.43       | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 534                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 535                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187701762.SRDLC                                     | 187701762.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6875 | PA      | $614.66       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187801163.SRDLC                                     | 187801163.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2321 | PA      | $756.00       | 0.00%             | 2025-10-04      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 8841522.SRDSQ                                       | 8841522.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27806 | PA      | $26220.95     | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8842398.SRDSQ                                       | 8842398.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2275 | PA      | $2077.39      | 0.00%             | 2026-09-14      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| L5176879.SRDUP                                      | L5176879.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $8484.50      | 0.00%             | 2030-04-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8824217.SRDSQ                                       | 8824217.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1229 | PA      | $1187.47      | 0.00%             | 2026-09-11      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8840888.SRDSQ                                       | 8840888.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4473 | PA      | $4235.89      | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8343422.SRDSQ                                       | 8343422.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7387 | PA      | $6498.69      | 0.00%             | 2026-05-01      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8404493.SRDSQ                                       | 8404493.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2263 | PA      | $2163.13      | 0.00%             | 2026-05-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 206472440.SRDLC                                     | 206472440.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       950 | PA      | $940.55       | 0.00%             | 2026-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206603510.SRDLC                                     | 206603510.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21706 | PA      | $20801.57     | 0.00%             | 2029-02-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8881062.SRDSQ                                       | 8881062.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $2101.13      | 0.00%             | 2026-09-25      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8886324.SRDSQ                                       | 8886324.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6573 | PA      | $6005.24      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8878239.SRDSQ                                       | 8878239.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2875 | PA      | $2762.67      | 0.00%             | 2026-09-24      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8883068.SRDSQ                                       | 8883068.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4880 | PA      | $4579.83      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 536                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 537                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-7875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4010679.SRDUP                                     | FW4010679.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1246 | PA      | $1254.12      | 0.00%             | 2028-10-10      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| FW4996276.SRDUP                                     | FW4996276.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $1137.32      | 0.00%             | 2030-02-03      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| DRB5009547.SRDUP                                    | DRB5009547.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1470 | PA      | $1421.24      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| DRB5010016.SRDUP                                    | DRB5010016.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2362 | PA      | $2283.25      | 0.00%             | 2030-02-07      | Fixed         | 31.66%                | Yes           |                  3 | On Loan: No      |
| FW5001719.SRDUP                                     | FW5001719.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1966 | PA      | $1899.31      | 0.00%             | 2030-02-05      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| FW5004761.SRDUP                                     | FW5004761.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $1901.83      | 0.00%             | 2030-02-06      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212447916.SRDLC                                     | 212447916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9096 | PA      | $8485.58      | 0.00%             | 2027-11-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213544190.SRDLC                                     | 213544190.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12055 | PA      | $11902.03     | 0.00%             | 2028-01-17      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8897977.SRDSQ                                       | 8897977.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9796 | PA      | $9218.81      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| CBM3910275.SRDUP                                    | CBM3910275.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9056 | PA      | $8957.34      | 0.00%             | 2029-01-02      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| L3325085.SRDUP                                      | L3325085.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3717 | PA      | $3769.71      | 0.00%             | 2027-08-02      | Fixed         | 18.62%                | Yes           |                  3 | On Loan: No      |
| L3325687.SRDUP                                      | L3325687.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       326 | PA      | $327.65       | 0.00%             | 2027-08-02      | Fixed         | 24.10%                | Yes           |                  3 | On Loan: No      |
| 8853155.SRDSQ                                       | 8853155.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11287 | PA      | $10625.69     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8867705.SRDSQ                                       | 8867705.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16094 | PA      | $15127.60     | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8853637.SRDSQ                                       | 8853637.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19122 | PA      | $17993.95     | 0.00%             | 2026-09-18      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8854207.SRDSQ                                       | 8854207.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3239 | PA      | $3047.70      | 0.00%             | 2026-09-18      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5178932.SRDUP                                    | DRB5178932.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $1773.84      | 0.00%             | 2030-04-03      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| FW3304684.SRDUP                                     | FW3304684.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3710 | PA      | $3827.29      | 0.00%             | 2027-07-25      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 8888188.SRDSQ                                       | 8888188.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8890 | PA      | $8343.30      | 0.00%             | 2026-09-26      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8894527.SRDSQ                                       | 8894527.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3190 | PA      | $3004.41      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 214958026.SRDLC                                     | 214958026.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6952 | PA      | $6694.94      | 0.00%             | 2030-03-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8152020.SRDSQ                                       | 8152020.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8101 | PA      | $7753.23      | 0.00%             | 2026-03-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM4010328.SRDUP                                    | CBM4010328.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4522 | PA      | $4548.11      | 0.00%             | 2028-10-10      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| CBM5178960.SRDUP                                    | CBM5178960.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.78      | 0.00%             | 2030-04-03      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| FW3312370.SRDUP                                     | FW3312370.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2099 | PA      | $2168.60      | 0.00%             | 2027-07-27      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW3325593.SRDUP                                     | FW3325593.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7534 | PA      | $7817.09      | 0.00%             | 2027-08-02      | Fixed         | 26.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 129.25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -230 | NC      | $-605187.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 129.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -167 | NC      | $-413325.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 8865882.SRDSQ                                       | 8865882.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3669 | PA      | $3415.33      | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8866360.SRDSQ                                       | 8866360.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9302 | PA      | $8654.72      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3344681.SRDUP                                      | L3344681.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9260 | PA      | $9417.91      | 0.00%             | 2027-08-10      | Fixed         | 15.35%                | Yes           |                  3 | On Loan: No      |
| L3391617.SRDUP                                      | L3391617.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       596 | PA      | $612.20       | 0.00%             | 2027-09-01      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| CBM3955814.SRDUP                                    | CBM3955814.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $830.29       | 0.00%             | 2028-09-05      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| DRB5010046.SRDUP                                    | DRB5010046.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1615.81      | 0.00%             | 2030-02-07      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| CBM4008265.SRDUP                                    | CBM4008265.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1873 | PA      | $1895.45      | 0.00%             | 2028-10-06      | Fixed         | 24.59%                | Yes           |                  3 | On Loan: No      |
| DRB4997488.SRDUP                                    | DRB4997488.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6806 | PA      | $6636.16      | 0.00%             | 2030-02-03      | Fixed         | 24.51%                | Yes           |                  3 | On Loan: No      |
| FW3309519.SRDUP                                     | FW3309519.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1448 | PA      | $1520.29      | 0.00%             | 2027-07-26      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| FW3337658.SRDUP                                     | FW3337658.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3811 | PA      | $3968.23      | 0.00%             | 2027-08-23      | Fixed         | 27.81%                | Yes           |                  3 | On Loan: No      |
| 213641455.SRDLC                                     | 213641455.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4668 | PA      | $4508.94      | 0.00%             | 2028-01-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213795416.SRDLC                                     | 213795416.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15982 | PA      | $15810.69     | 0.00%             | 2027-01-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| FW3542901.SRDUP                                     | FW3542901.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1518 | PA      | $1596.62      | 0.00%             | 2027-11-02      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| FW3956866.SRDUP                                     | FW3956866.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $804.11       | 0.00%             | 2028-09-05      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| 207032620.SRDLC                                     | 207032620.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10810 | PA      | $10232.13     | 0.00%             | 2027-03-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207185942.SRDLC                                     | 207185942.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25660 | PA      | $25002.05     | 0.00%             | 2029-03-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| DRB4996941.SRDUP                                    | DRB4996941.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14445 | PA      | $13941.06     | 0.00%             | 2030-07-03      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| DRB5008563.SRDUP                                    | DRB5008563.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5800 | PA      | $5608.19      | 0.00%             | 2030-02-07      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| 8884440.SRDSQ                                       | 8884440.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22307 | PA      | $20971.73     | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM3954359.SRDUP                                    | CBM3954359.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34647 | PA      | $34929.74     | 0.00%             | 2028-09-01      | Fixed         | 24.68%                | Yes           |                  3 | On Loan: No      |
| DRB5177155.SRDUP                                    | DRB5177155.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6097 | PA      | $6069.20      | 0.00%             | 2030-04-03      | Fixed         | 13.36%                | Yes           |                  3 | On Loan: No      |
| DRB5179874.SRDUP                                    | DRB5179874.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2179.12      | 0.00%             | 2028-04-03      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW3343707.SRDUP                                     | FW3343707.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       711 | PA      | $740.24       | 0.00%             | 2027-08-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW3393350.SRDUP                                     | FW3393350.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2920 | PA      | $2993.26      | 0.00%             | 2027-09-15      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| DRB5176786.SRDUP                                    | DRB5176786.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9756.34      | 0.00%             | 2030-04-03      | Fixed         | 31.82%                | Yes           |                  3 | On Loan: No      |
| DRB5177350.SRDUP                                    | DRB5177350.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.76      | 0.00%             | 2028-04-03      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| 214059674.SRDLC                                     | 214059674.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19091 | PA      | $18712.51     | 0.00%             | 2028-02-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 214801876.SRDLC                                     | 214801876.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29284 | PA      | $28998.23     | 0.00%             | 2030-03-19      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| L3402546.SRDUP                                      | L3402546.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       381 | PA      | $381.35       | 0.00%             | 2025-09-06      | Fixed         | 10.81%                | Yes           |                  3 | On Loan: No      |
| L3910699.SRDUP                                      | L3910699.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1568.58      | 0.00%             | 2026-08-02      | Fixed         | 20.05%                | Yes           |                  3 | On Loan: No      |
| DRB5010205.SRDUP                                    | DRB5010205.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3051 | PA      | $2948.94      | 0.00%             | 2030-02-07      | Fixed         | 31.37%                | Yes           |                  3 | On Loan: No      |
| DRB5010226.SRDUP                                    | DRB5010226.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1305.99      | 0.00%             | 2030-02-07      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| DRB5188661.SRDUP                                    | DRB5188661.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $7704.49      | 0.00%             | 2030-04-07      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| FW3291798.SRDUP                                     | FW3291798.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       829 | PA      | $822.24       | 0.00%             | 2025-07-19      | Fixed         | 22.35%                | Yes           |                  3 | On Loan: No      |
| FW3402647.SRDUP                                     | FW3402647.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16207 | PA      | $16460.95     | 0.00%             | 2027-09-06      | Fixed         | 18.09%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 70.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -228 | NC      | $-159600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178375.SRDUP                                    | DRB5178375.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7380 | PA      | $7275.79      | 0.00%             | 2030-04-03      | Fixed         | 31.18%                | Yes           |                  3 | On Loan: No      |
| DRB5178789.SRDUP                                    | DRB5178789.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10200 | PA      | $10054.00     | 0.00%             | 2030-04-03      | Fixed         | 27.93%                | Yes           |                  3 | On Loan: No      |
| 205853914.SRDLC                                     | 205853914.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       478 | PA      | $482.95       | 0.00%             | 2025-12-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206581528.SRDLC                                     | 206581528.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1300.35      | 0.00%             | 2027-02-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215019611.SRDLC                                     | 215019611.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11320 | PA      | $10939.36     | 0.00%             | 2030-03-17      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 215068439.SRDLC                                     | 215068439.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15856 | PA      | $15334.56     | 0.00%             | 2030-03-18      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8424354.SRDSQ                                       | 8424354.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27170 | PA      | $26283.48     | 0.00%             | 2026-05-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8594125.SRDSQ                                       | 8594125.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24251 | PA      | $23103.46     | 0.00%             | 2026-07-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| FW3292579.SRDUP                                     | FW3292579.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $5206.29      | 0.00%             | 2027-07-19      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3310027.SRDUP                                     | FW3310027.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1470 | PA      | $212.26       | 0.00%             | 2027-07-26      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| 8820604.SRDSQ                                       | 8820604.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2122 | PA      | $2009.15      | 0.00%             | 2026-09-10      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8845525.SRDSQ                                       | 8845525.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7308 | PA      | $6802.33      | 0.00%             | 2026-09-15      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| FW3292416.SRDUP                                     | FW3292416.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2720 | PA      | $2723.42      | 0.00%             | 2027-07-19      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| FW3298624.SRDUP                                     | FW3298624.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $924.43       | 0.00%             | 2027-07-21      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW5008566.SRDUP                                     | FW5008566.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3834 | PA      | $3707.25      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW5010453.SRDUP                                     | FW5010453.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14057 | PA      | $13595.99     | 0.00%             | 2030-02-07      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 70.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -105 | NC      | $-59062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 71                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -290 | NC      | $-130500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3334881.SRDUP                                     | FW3334881.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       768 | PA      | $110.89       | 0.00%             | 2025-08-05      | Fixed         | 27.43%                | Yes           |                  3 | On Loan: No      |
| FW3336885.SRDUP                                     | FW3336885.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1003 | PA      | $1038.81      | 0.00%             | 2027-08-08      | Fixed         | 29.07%                | Yes           |                  3 | On Loan: No      |
| 8386731.SRDSQ                                       | 8386731.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1272.31      | 0.00%             | 2026-05-15      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8401058.SRDSQ                                       | 8401058.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4556 | PA      | $4264.63      | 0.00%             | 2026-05-20      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 129.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-339450.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 130                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -238 | NC      | $-517650.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910308.SRDUP                                    | CBM3910308.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1428 | PA      | $1445.25      | 0.00%             | 2028-08-02      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| FW3336667.SRDUP                                     | FW3336667.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3214 | PA      | $3326.65      | 0.00%             | 2027-08-08      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 71.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-4350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 71.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -144 | NC      | $-43200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187873507.SRDLC                                     | 187873507.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3681 | PA      | $3751.10      | 0.00%             | 2026-04-10      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| 191394525.SRDLC                                     | 191394525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4335 | PA      | $387.55       | 0.00%             | 2024-07-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW3393816.SRDUP                                     | FW3393816.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11318 | PA      | $11743.32     | 0.00%             | 2027-09-02      | Fixed         | 31.66%                | Yes           |                  3 | On Loan: No      |
| FW3499839.SRDUP                                     | FW3499839.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1011 | PA      | $1057.45      | 0.00%             | 2027-10-13      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| 211053577.SRDLC                                     | 211053577.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15599 | PA      | $14654.08     | 0.00%             | 2029-10-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211157174.SRDLC                                     | 211157174.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15338 | PA      | $14466.60     | 0.00%             | 2027-09-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5177173.SRDUP                                    | DRB5177173.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $985.53       | 0.00%             | 2028-04-03      | Fixed         | 27.17%                | Yes           |                  3 | On Loan: No      |
| DRB5180196.SRDUP                                    | DRB5180196.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11400 | PA      | $11283.39     | 0.00%             | 2030-04-03      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| 8406459.SRDSQ                                       | 8406459.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13639 | PA      | $13052.64     | 0.00%             | 2026-05-21      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8614057.SRDSQ                                       | 8614057.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29723 | PA      | $28358.12     | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 192023144.SRDLC                                     | 192023144.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6260 | PA      | $6243.79      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192481710.SRDLC                                     | 192481710.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15603 | PA      | $15615.62     | 0.00%             | 2027-08-15      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 72                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -79 | NC      | $-14812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3320219.SRDUP                                      | L3320219.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5674 | PA      | $5797.89      | 0.00%             | 2027-08-01      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| FW3500053.SRDUP                                     | FW3500053.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       390 | PA      | $389.34       | 0.00%             | 2025-10-13      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW3500211.SRDUP                                     | FW3500211.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6120 | PA      | $6241.72      | 0.00%             | 2027-10-13      | Fixed         | 12.15%                | Yes           |                  3 | On Loan: No      |
| 211561011.SRDLC                                     | 211561011.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16889 | PA      | $16314.77     | 0.00%             | 2029-10-16      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212085057.SRDLC                                     | 212085057.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34441 | PA      | $33391.15     | 0.00%             | 2029-11-05      | Fixed         | 16.00%                | Yes           |                  3 | On Loan: No      |
| FW3320200.SRDUP                                     | FW3320200.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $1740.93      | 0.00%             | 2027-08-01      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3328364.SRDUP                                     | FW3328364.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3807 | PA      | $3870.36      | 0.00%             | 2027-08-03      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| 8621119.SRDSQ                                       | 8621119.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     92270 | PA      | $41479.54     | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8782303.SRDSQ                                       | 8782303.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42028 | PA      | $39550.73     | 0.00%             | 2026-08-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW5175761.SRDUP                                     | FW5175761.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36800 | PA      | $36618.79     | 0.00%             | 2030-04-02      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| FW5179833.SRDUP                                     | FW5179833.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2476.65      | 0.00%             | 2028-04-03      | Fixed         | 22.62%                | Yes           |                  3 | On Loan: No      |
| FW3342160.SRDUP                                     | FW3342160.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10831 | PA      | $11280.40     | 0.00%             | 2027-08-09      | Fixed         | 28.38%                | Yes           |                  3 | On Loan: No      |
| FW3500603.SRDUP                                     | FW3500603.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10082 | PA      | $10550.12     | 0.00%             | 2027-10-13      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW3541903.SRDUP                                     | FW3541903.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3504 | PA      | $3599.78      | 0.00%             | 2027-11-01      | Fixed         | 20.10%                | Yes           |                  3 | On Loan: No      |
| FW3954377.SRDUP                                     | FW3954377.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2549 | PA      | $2564.68      | 0.00%             | 2028-09-01      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| L3330502.SRDUP                                      | L3330502.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6886 | PA      | $6991.86      | 0.00%             | 2027-08-04      | Fixed         | 10.16%                | Yes           |                  3 | On Loan: No      |
| L3542325.SRDUP                                      | L3542325.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9344 | PA      | $9523.24      | 0.00%             | 2027-11-01      | Fixed         | 10.23%                | Yes           |                  3 | On Loan: No      |
| 214906743.SRDLC                                     | 214906743.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31824 | PA      | $31742.08     | 0.00%             | 2031-03-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 7694704.SRDSQ                                       | 7694704.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1015 | PA      | $552.67       | 0.00%             | 2025-10-16      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| L3911885.SRDUP                                      | L3911885.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22887 | PA      | $10808.69     | 0.00%             | 2028-08-03      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| L3913278.SRDUP                                      | L3913278.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3631 | PA      | $3683.52      | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| 8818726.SRDSQ                                       | 8818726.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6039 | PA      | $5648.39      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8857510.SRDSQ                                       | 8857510.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9024 | PA      | $8333.96      | 0.00%             | 2026-09-18      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3341803.SRDUP                                     | FW3341803.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       550 | PA      | $547.74       | 0.00%             | 2025-08-09      | Fixed         | 20.81%                | Yes           |                  3 | On Loan: No      |
| FW3913257.SRDUP                                     | FW3913257.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1148 | PA      | $1129.11      | 0.00%             | 2028-08-04      | Fixed         | 27.84%                | Yes           |                  3 | On Loan: No      |
| FW3956677.SRDUP                                     | FW3956677.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13394 | PA      | $13534.78     | 0.00%             | 2028-09-05      | Fixed         | 24.70%                | Yes           |                  3 | On Loan: No      |
| FW4012382.SRDUP                                     | FW4012382.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2086 | PA      | $2044.57      | 0.00%             | 2028-10-10      | Fixed         | 25.02%                | Yes           |                  3 | On Loan: No      |
| 8789818.SRDSQ                                       | 8789818.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3945 | PA      | $3298.92      | 0.00%             | 2026-09-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8792493.SRDSQ                                       | 8792493.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10088 | PA      | $9528.71      | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3501197.SRDUP                                     | FW3501197.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $929.49       | 0.00%             | 2028-03-22      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| FW4008454.SRDUP                                     | FW4008454.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15619 | PA      | $15733.56     | 0.00%             | 2028-10-06      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| 206701696.SRDLC                                     | 206701696.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9810 | PA      | $9346.78      | 0.00%             | 2027-02-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206800576.SRDLC                                     | 206800576.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11444 | PA      | $11316.39     | 0.00%             | 2027-02-20      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| FW3325509.SRDUP                                     | FW3325509.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11252 | PA      | $11424.24     | 0.00%             | 2027-08-02      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| FW3335097.SRDUP                                     | FW3335097.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10880 | PA      | $11332.10     | 0.00%             | 2027-08-05      | Fixed         | 27.02%                | Yes           |                  3 | On Loan: No      |
| 212175279.SRDLC                                     | 212175279.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19277 | PA      | $17563.27     | 0.00%             | 2029-04-08      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 212189767.SRDLC                                     | 212189767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14005 | PA      | $13869.43     | 0.00%             | 2028-11-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 192639185.SRDLC                                     | 192639185.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6640 | PA      | $6676.82      | 0.00%             | 2027-08-19      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 203936470.SRDLC                                     | 203936470.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14228 | PA      | $14088.13     | 0.00%             | 2026-09-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 538                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-7875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25C 539                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -67 | NC      | $-11725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4012607.SRDUP                                     | FW4012607.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3376 | PA      | $3364.53      | 0.00%             | 2026-10-15      | Fixed         | 24.61%                | Yes           |                  3 | On Loan: No      |
| FW4996891.SRDUP                                     | FW4996891.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14605 | PA      | $14244.54     | 0.00%             | 2030-02-03      | Fixed         | 22.17%                | Yes           |                  3 | On Loan: No      |
| 8865752.SRDSQ                                       | 8865752.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4272 | PA      | $3876.36      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869599.SRDSQ                                       | 8869599.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4890 | PA      | $4605.91      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW3956853.SRDUP                                     | FW3956853.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1865 | PA      | $1871.66      | 0.00%             | 2028-09-05      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| FW4010342.SRDUP                                     | FW4010342.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8628 | PA      | $1724.30      | 0.00%             | 2028-10-10      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| FW4010533.SRDUP                                     | FW4010533.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1229.53      | 0.00%             | 2028-10-10      | Fixed         | 28.93%                | Yes           |                  3 | On Loan: No      |
| L3282815.SRDUP                                      | L3282815.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14877 | PA      | $15222.56     | 0.00%             | 2027-07-18      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 130.25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -125 | NC      | $-253125.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 130.5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -240 | NC      | $-451500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 8794898.SRDSQ                                       | 8794898.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $2355.76      | 0.00%             | 2026-09-03      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8796166.SRDSQ                                       | 8796166.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4447 | PA      | $4112.49      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May25C 130.75                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -142 | NC      | $-246725.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-24200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 439                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-130900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 440                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -70 | NC      | $-140000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 206883174.SRDLC                                     | 206883174.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1426 | PA      | $1407.61      | 0.00%             | 2029-02-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207099476.SRDLC                                     | 207099476.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18273 | PA      | $17483.45     | 0.00%             | 2029-03-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8142747.SRDSQ                                       | 8142747.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1353 | PA      | $1233.20      | 0.00%             | 2026-02-28      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8405683.SRDSQ                                       | 8405683.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5541 | PA      | $4415.16      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun25P 441                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-141100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HANG SENG IDX FUT May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |      -168 | NC      | $-49439.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5176827.SRDUP                                    | DRB5176827.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1478.61      | 0.00%             | 2030-04-03      | Fixed         | 26.86%                | Yes           |                  3 | On Loan: No      |
| FW3329332.SRDUP                                     | FW3329332.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8395 | PA      | $8595.14      | 0.00%             | 2027-08-03      | Fixed         | 26.46%                | Yes           |                  3 | On Loan: No      |
| 8881399.SRDSQ                                       | 8881399.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12933 | PA      | $12032.89     | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8893805.SRDSQ                                       | 8893805.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1498 | PA      | $1400.49      | 0.00%             | 2026-09-27      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| FW5000110.SRDUP                                     | FW5000110.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5486 | PA      | $5352.78      | 0.00%             | 2030-02-04      | Fixed         | 20.82%                | Yes           |                  3 | On Loan: No      |
| FW5000431.SRDUP                                     | FW5000431.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $2657.01      | 0.00%             | 2030-02-04      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 8869618.SRDSQ                                       | 8869618.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30278 | PA      | $28266.31     | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8875520.SRDSQ                                       | 8875520.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2254 | PA      | $2106.59      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW5180074.SRDUP                                     | FW5180074.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1478.35      | 0.00%             | 2028-04-03      | Fixed         | 26.45%                | Yes           |                  3 | On Loan: No      |
| FW5188140.SRDUP                                     | FW5188140.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5925.62      | 0.00%             | 2030-04-07      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 8783833.SRDSQ                                       | 8783833.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3375 | PA      | $3193.24      | 0.00%             | 2026-08-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8790410.SRDSQ                                       | 8790410.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29545 | PA      | $27936.37     | 0.00%             | 2026-09-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8798114.SRDSQ                                       | 8798114.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1219 | PA      | $1159.28      | 0.00%             | 2026-09-04      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| 8800194.SRDSQ                                       | 8800194.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       660 | PA      | $613.12       | 0.00%             | 2026-09-05      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| L3954179.SRDUP                                      | L3954179.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3545 | PA      | $3583.24      | 0.00%             | 2028-09-01      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| L3955810.SRDUP                                      | L3955810.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1864 | PA      | $1841.35      | 0.00%             | 2026-09-05      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| CBM3911810.SRDUP                                    | CBM3911810.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1672 | PA      | $1685.23      | 0.00%             | 2028-08-03      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| CBM3914356.SRDUP                                    | CBM3914356.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7899 | PA      | $7963.52      | 0.00%             | 2028-08-04      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| L3312683.SRDUP                                      | L3312683.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5190 | PA      | $5272.14      | 0.00%             | 2027-07-27      | Fixed         | 11.33%                | Yes           |                  3 | On Loan: No      |
| L3325282.SRDUP                                      | L3325282.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1037 | PA      | $284.33       | 0.00%             | 2028-01-02      | Fixed         | 21.78%                | Yes           |                  3 | On Loan: No      |
| 8881357.SRDSQ                                       | 8881357.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $1126.90      | 0.00%             | 2026-09-25      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8889905.SRDSQ                                       | 8889905.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8713 | PA      | $8196.30      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8617251.SRDSQ                                       | 8617251.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $653.29       | 0.00%             | 2026-07-14      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8651778.SRDSQ                                       | 8651778.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $1102.63      | 0.00%             | 2026-07-26      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8801479.SRDSQ                                       | 8801479.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1912 | PA      | $1785.48      | 0.00%             | 2026-09-05      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8803562.SRDSQ                                       | 8803562.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     55139 | PA      | $51993.76     | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3298306.SRDUP                                      | L3298306.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       404 | PA      | $403.85       | 0.00%             | 2025-07-21      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| L3309588.SRDUP                                      | L3309588.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8361 | PA      | $8532.11      | 0.00%             | 2027-07-26      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3960142.SRDUP                                      | L3960142.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11447 | PA      | $11546.34     | 0.00%             | 2028-09-05      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| L4008507.SRDUP                                      | L4008507.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3878 | PA      | $3876.37      | 0.00%             | 2028-10-16      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW5008644.SRDUP                                     | FW5008644.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15977 | PA      | $15656.50     | 0.00%             | 2030-02-07      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| FW5177101.SRDUP                                     | FW5177101.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12761 | PA      | $12578.80     | 0.00%             | 2030-04-03      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| 8815519.SRDSQ                                       | 8815519.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3171 | PA      | $2954.18      | 0.00%             | 2026-09-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8815629.SRDSQ                                       | 8815629.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2749 | PA      | $2603.50      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| L3328360.SRDUP                                      | L3328360.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2595 | PA      | $2669.36      | 0.00%             | 2027-08-03      | Fixed         | 20.13%                | Yes           |                  3 | On Loan: No      |
| L3331262.SRDUP                                      | L3331262.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       628 | PA      | $644.28       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| 8894926.SRDSQ                                       | 8894926.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1842 | PA      | $1668.27      | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8896994.SRDSQ                                       | 8896994.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1152 | PA      | $1066.86      | 0.00%             | 2026-09-27      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8819262.SRDSQ                                       | 8819262.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22841 | PA      | $21561.58     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8827284.SRDSQ                                       | 8827284.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6748 | PA      | $6217.32      | 0.00%             | 2026-09-12      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW5178920.SRDUP                                     | FW5178920.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1693.14      | 0.00%             | 2028-04-03      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L3288889.SRDUP                                      | L3288889.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2302 | PA      | $2331.53      | 0.00%             | 2027-07-18      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| 204565547.SRDLC                                     | 204565547.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9419 | PA      | $9561.57      | 0.00%             | 2028-10-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204908259.SRDLC                                     | 204908259.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       605 | PA      | $597.66       | 0.00%             | 2026-11-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3334522.SRDUP                                      | L3334522.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1452 | PA      | $1488.17      | 0.00%             | 2027-08-05      | Fixed         | 22.20%                | Yes           |                  3 | On Loan: No      |
| L3341925.SRDUP                                      | L3341925.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       434 | PA      | $432.41       | 0.00%             | 2025-08-09      | Fixed         | 20.98%                | Yes           |                  3 | On Loan: No      |
| L4008571.SRDUP                                      | L4008571.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40207 | PA      | $40670.24     | 0.00%             | 2028-10-06      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| L4008684.SRDUP                                      | L4008684.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19855 | PA      | $19979.15     | 0.00%             | 2028-10-06      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 8897901.SRDSQ                                       | 8897901.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7582 | PA      | $6039.93      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3958274.SRDUP                                    | CBM3958274.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17870 | PA      | $18102.28     | 0.00%             | 2028-09-05      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| DRB5010720.SRDUP                                    | DRB5010720.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1584 | PA      | $1549.35      | 0.00%             | 2028-02-07      | Fixed         | 20.96%                | Yes           |                  3 | On Loan: No      |
| DRB5178233.SRDUP                                    | DRB5178233.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3350.64      | 0.00%             | 2030-04-03      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| L3309688.SRDUP                                      | L3309688.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3270 | PA      | $3336.73      | 0.00%             | 2027-07-26      | Fixed         | 15.37%                | Yes           |                  3 | On Loan: No      |
| L3319584.SRDUP                                      | L3319584.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4665 | PA      | $4791.91      | 0.00%             | 2027-08-01      | Fixed         | 21.54%                | Yes           |                  3 | On Loan: No      |
| 8842002.SRDSQ                                       | 8842002.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       907 | PA      | $852.37       | 0.00%             | 2026-09-14      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8861785.SRDSQ                                       | 8861785.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1446 | PA      | $1365.06      | 0.00%             | 2026-09-19      | Fixed         | 4.92%                 | Yes           |                  3 | On Loan: No      |
| FW3335380.SRDUP                                     | FW3335380.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4113 | PA      | $1311.35      | 0.00%             | 2027-08-05      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3391781.SRDUP                                     | FW3391781.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3233 | PA      | $3303.99      | 0.00%             | 2027-09-01      | Fixed         | 24.51%                | Yes           |                  3 | On Loan: No      |
| L3342196.SRDUP                                      | L3342196.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3185 | PA      | $3266.84      | 0.00%             | 2027-08-09      | Fixed         | 22.70%                | Yes           |                  3 | On Loan: No      |
| L3542239.SRDUP                                      | L3542239.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1452 | PA      | $1495.22      | 0.00%             | 2027-11-01      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| 205178421.SRDLC                                     | 205178421.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5955 | PA      | $6044.36      | 0.00%             | 2028-11-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205203488.SRDLC                                     | 205203488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6059 | PA      | $6088.72      | 0.00%             | 2027-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3312563.SRDUP                                      | L3312563.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1487.22      | 0.00%             | 2027-07-27      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3331252.SRDUP                                      | L3331252.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2814 | PA      | $2883.80      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| FW3305370.SRDUP                                     | FW3305370.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1397 | PA      | $1467.59      | 0.00%             | 2027-07-25      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| FW3344919.SRDUP                                     | FW3344919.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11330 | PA      | $11655.97     | 0.00%             | 2028-01-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 69.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -189 | NC      | $-269325.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25C 69.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -87 | NC      | $-105487.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8865213.SRDSQ                                       | 8865213.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9922 | PA      | $9216.28      | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8867649.SRDSQ                                       | 8867649.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9655 | PA      | $8850.89      | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205257162.SRDLC                                     | 205257162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4547 | PA      | $4513.13      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205456765.SRDLC                                     | 205456765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $1540.74      | 0.00%             | 2025-11-29      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| FW3303183.SRDUP                                     | FW3303183.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2014 | PA      | $2102.21      | 0.00%             | 2027-07-22      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3304565.SRDUP                                     | FW3304565.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $5658.79      | 0.00%             | 2027-07-25      | Fixed         | 17.02%                | Yes           |                  3 | On Loan: No      |
| L3334163.SRDUP                                      | L3334163.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       917 | PA      | $940.97       | 0.00%             | 2027-08-05      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| L3337784.SRDUP                                      | L3337784.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5514 | PA      | $5673.87      | 0.00%             | 2027-08-08      | Fixed         | 24.07%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10050                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-19380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jul25C 11500                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-60000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3479023.SRDUP                                     | FW3479023.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1688.83      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3500464.SRDUP                                     | FW3500464.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       478 | PA      | $478.27       | 0.00%             | 2025-10-13      | Fixed         | 25.56%                | Yes           |                  3 | On Loan: No      |
| L3910932.SRDUP                                      | L3910932.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1568 | PA      | $1585.38      | 0.00%             | 2028-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L3913486.SRDUP                                      | L3913486.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       947 | PA      | $955.65       | 0.00%             | 2028-08-04      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 68.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-2500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 69.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -15 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4009182.SRDUP                                    | CBM4009182.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $2238.22      | 0.00%             | 2028-10-06      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| DRB5008617.SRDUP                                    | DRB5008617.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6158 | PA      | $5948.00      | 0.00%             | 2028-02-07      | Fixed         | 28.13%                | Yes           |                  3 | On Loan: No      |
| 205569148.SRDLC                                     | 205569148.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9294 | PA      | $9193.77      | 0.00%             | 2026-12-14      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| 205850651.SRDLC                                     | 205850651.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26421 | PA      | $25737.52     | 0.00%             | 2028-12-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3344676.SRDUP                                      | L3344676.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19655 | PA      | $20218.41     | 0.00%             | 2027-08-10      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| L3394784.SRDUP                                      | L3394784.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2540 | PA      | $2584.57      | 0.00%             | 2027-09-02      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| CBM3910090.SRDUP                                    | CBM3910090.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2888.26      | 0.00%             | 2029-01-02      | Fixed         | 26.46%                | Yes           |                  3 | On Loan: No      |
| CBM4012124.SRDUP                                    | CBM4012124.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24280 | PA      | $1814.45      | 0.00%             | 2028-10-10      | Fixed         | 28.19%                | Yes           |                  3 | On Loan: No      |
| FW3541759.SRDUP                                     | FW3541759.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3641 | PA      | $760.78       | 0.00%             | 2027-11-01      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| FW5009975.SRDUP                                     | FW5009975.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28049 | PA      | $27123.25     | 0.00%             | 2030-02-18      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May25P 69.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -42 | NC      | $-11550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun25P 68                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -100 | NC      | $-26250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5176877.SRDUP                                    | DRB5176877.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7900 | PA      | $7784.51      | 0.00%             | 2028-04-03      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| DRB5187909.SRDUP                                    | DRB5187909.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2962.28      | 0.00%             | 2030-04-07      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| FW3959080.SRDUP                                     | FW3959080.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18580 | PA      | $18941.50     | 0.00%             | 2028-09-05      | Fixed         | 11.63%                | Yes           |                  3 | On Loan: No      |
| FW4008218.SRDUP                                     | FW4008218.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10741 | PA      | $10875.80     | 0.00%             | 2028-10-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3402023.SRDUP                                      | L3402023.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6834 | PA      | $6949.21      | 0.00%             | 2027-09-06      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| L3500779.SRDUP                                      | L3500779.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4521 | PA      | $4667.36      | 0.00%             | 2027-10-13      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L3959963.SRDUP                                      | L3959963.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47653 | PA      | $6881.06      | 0.00%             | 2028-09-05      | Fixed         | 22.58%                | Yes           |                  3 | On Loan: No      |
| L4012374.SRDUP                                      | L4012374.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2604 | PA      | $375.97       | 0.00%             | 2028-10-10      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/02/25 P1940                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 20.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8820214.SRDSQ                                       | 8820214.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17659 | PA      | $16516.82     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846261.SRDSQ                                       | 8846261.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4578 | PA      | $4310.35      | 0.00%             | 2026-09-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8297616.SRDSQ                                       | 8297616.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    123746 | PA      | $9701.72      | 0.00%             | 2026-04-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8362786.SRDSQ                                       | 8362786.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2154 | PA      | $1700.27      | 0.00%             | 2026-05-07      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| L3291468.SRDUP                                      | L3291468.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $222.90       | 0.00%             | 2027-07-22      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| L3293908.SRDUP                                      | L3293908.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $168.30       | 0.00%             | 2027-07-20      | Fixed         | 22.82%                | Yes           |                  3 | On Loan: No      |
| L3541802.SRDUP                                      | L3541802.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1835 | PA      | $1834.27      | 0.00%             | 2025-11-09      | Fixed         | 9.90%                 | Yes           |                  3 | On Loan: No      |
| L3955838.SRDUP                                      | L3955838.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25778 | PA      | $25989.65     | 0.00%             | 2028-09-05      | Fixed         | 17.72%                | Yes           |                  3 | On Loan: No      |
| L5010330.SRDUP                                      | L5010330.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2548 | PA      | $2497.21      | 0.00%             | 2030-02-07      | Fixed         | 21.97%                | Yes           |                  3 | On Loan: No      |
| L5010566.SRDUP                                      | L5010566.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13307 | PA      | $13045.70     | 0.00%             | 2030-02-07      | Fixed         | 19.32%                | Yes           |                  3 | On Loan: No      |
| FW4008607.SRDUP                                     | FW4008607.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $871.91       | 0.00%             | 2026-10-06      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| FW4012200.SRDUP                                     | FW4012200.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4739 | PA      | $4771.01      | 0.00%             | 2028-10-10      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| L3394987.SRDUP                                      | L3394987.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3161 | PA      | $3205.02      | 0.00%             | 2027-09-02      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| L3910172.SRDUP                                      | L3910172.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9365 | PA      | $9473.80      | 0.00%             | 2028-08-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| FW3298130.SRDUP                                     | FW3298130.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $9380.43      | 0.00%             | 2027-07-21      | Fixed         | 10.14%                | Yes           |                  3 | On Loan: No      |
| FW3309430.SRDUP                                     | FW3309430.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1988.08      | 0.00%             | 2027-07-26      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| 207255490.SRDLC                                     | 207255490.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15187 | PA      | $15128.95     | 0.00%             | 2027-03-18      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 207886285.SRDLC                                     | 207886285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4587 | PA      | $4290.96      | 0.00%             | 2027-04-30      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| FW4014758.SRDUP                                     | FW4014758.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1459 | PA      | $1465.16      | 0.00%             | 2028-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| FW5009749.SRDUP                                     | FW5009749.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13548 | PA      | $13226.82     | 0.00%             | 2030-02-07      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| L3955869.SRDUP                                      | L3955869.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1389 | PA      | $1400.12      | 0.00%             | 2028-09-05      | Fixed         | 17.66%                | Yes           |                  3 | On Loan: No      |
| L3960552.SRDUP                                      | L3960552.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7757 | PA      | $7870.41      | 0.00%             | 2028-09-06      | Fixed         | 20.34%                | Yes           |                  3 | On Loan: No      |
| L5175703.SRDUP                                      | L5175703.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27503 | PA      | $27282.60     | 0.00%             | 2030-04-02      | Fixed         | 20.15%                | Yes           |                  3 | On Loan: No      |
| L5188643.SRDUP                                      | L5188643.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45000 | PA      | $44614.74     | 0.00%             | 2030-04-07      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| 211912482.SRDLC                                     | 211912482.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32842 | PA      | $32191.35     | 0.00%             | 2029-10-28      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 212438129.SRDLC                                     | 212438129.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $1468.31      | 0.00%             | 2027-11-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3291813.SRDUP                                      | L3291813.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2722 | PA      | $2810.58      | 0.00%             | 2027-08-01      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3298301.SRDUP                                      | L3298301.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3256 | PA      | $3364.08      | 0.00%             | 2027-07-21      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| FW3310751.SRDUP                                     | FW3310751.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $2824.91      | 0.00%             | 2027-07-26      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| FW3909774.SRDUP                                     | FW3909774.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $894.20       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 8388613.SRDSQ                                       | 8388613.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3123.09      | 0.00%             | 2026-05-16      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8415846.SRDSQ                                       | 8415846.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       414 | PA      | $398.45       | 0.00%             | 2026-05-25      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| L4008234.SRDUP                                      | L4008234.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19854 | PA      | $20125.55     | 0.00%             | 2028-10-06      | Fixed         | 20.38%                | Yes           |                  3 | On Loan: No      |
| L4008452.SRDUP                                      | L4008452.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40058 | PA      | $40594.57     | 0.00%             | 2028-10-06      | Fixed         | 21.33%                | Yes           |                  3 | On Loan: No      |
| 212702290.SRDLC                                     | 212702290.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37450 | PA      | $36949.78     | 0.00%             | 2028-12-02      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 213866517.SRDLC                                     | 213866517.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21654 | PA      | $21471.33     | 0.00%             | 2030-01-22      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 212521296.SRDLC                                     | 212521296.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4897 | PA      | $4595.21      | 0.00%             | 2028-12-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212546500.SRDLC                                     | 212546500.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1643 | PA      | $1578.06      | 0.00%             | 2026-11-20      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| FW4999594.SRDUP                                     | FW4999594.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1525 | PA      | $1509.14      | 0.00%             | 2028-02-04      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| FW5010185.SRDUP                                     | FW5010185.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4627 | PA      | $4472.12      | 0.00%             | 2030-02-07      | Fixed         | 32.34%                | Yes           |                  3 | On Loan: No      |
| L4008497.SRDUP                                      | L4008497.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       544 | PA      | $544.51       | 0.00%             | 2028-10-06      | Fixed         | 15.95%                | Yes           |                  3 | On Loan: No      |
| L4999762.SRDUP                                      | L4999762.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5474 | PA      | $5342.21      | 0.00%             | 2030-02-04      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| L5007898.SRDUP                                      | L5007898.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6963 | PA      | $6734.05      | 0.00%             | 2030-02-06      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L5007953.SRDUP                                      | L5007953.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4788 | PA      | $4706.06      | 0.00%             | 2028-02-06      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| 8613149.SRDSQ                                       | 8613149.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23046 | PA      | $21979.45     | 0.00%             | 2026-07-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8636640.SRDSQ                                       | 8636640.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28434 | PA      | $26351.95     | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5178242.SRDUP                                     | FW5178242.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5000 | PA      | $4959.70      | 0.00%             | 2030-04-03      | Fixed         | 22.17%                | Yes           |                  3 | On Loan: No      |
| L3320008.SRDUP                                      | L3320008.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $815.55       | 0.00%             | 2027-08-01      | Fixed         | 21.91%                | Yes           |                  3 | On Loan: No      |
| L5010180.SRDUP                                      | L5010180.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14670 | PA      | $14377.31     | 0.00%             | 2030-02-07      | Fixed         | 21.16%                | Yes           |                  3 | On Loan: No      |
| L5176178.SRDUP                                      | L5176178.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24881.87     | 0.00%             | 2030-04-02      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| FW3309589.SRDUP                                     | FW3309589.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $2931.69      | 0.00%             | 2027-07-26      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| FW3328594.SRDUP                                     | FW3328594.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3450 | PA      | $1091.17      | 0.00%             | 2027-08-03      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| L3310473.SRDUP                                      | L3310473.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4594 | PA      | $543.44       | 0.00%             | 2027-07-26      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| L3391351.SRDUP                                      | L3391351.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2757 | PA      | $2830.01      | 0.00%             | 2027-09-11      | Fixed         | 21.08%                | Yes           |                  3 | On Loan: No      |
| 215405112.SRDLC                                     | 215405112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $974.45       | 0.00%             | 2028-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215614718.SRDLC                                     | 215614718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4653 | PA      | $4550.86      | 0.00%             | 2028-04-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L5186108.SRDUP                                      | L5186108.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2281.97      | 0.00%             | 2028-04-07      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| L5179039.SRDUP                                      | L5179039.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38100 | PA      | $37800.33     | 0.00%             | 2030-04-03      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| L5186856.SRDUP                                      | L5186856.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6963 | PA      | $6935.30      | 0.00%             | 2030-04-07      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| FW3501142.SRDUP                                     | FW3501142.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       647 | PA      | $668.62       | 0.00%             | 2027-10-13      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3910150.SRDUP                                     | FW3910150.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2669 | PA      | $2642.95      | 0.00%             | 2026-08-02      | Fixed         | 24.55%                | Yes           |                  3 | On Loan: No      |
| L3910924.SRDUP                                      | L3910924.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23643 | PA      | $23923.00     | 0.00%             | 2028-08-02      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| L3956267.SRDUP                                      | L3956267.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15338 | PA      | $15486.63     | 0.00%             | 2028-09-05      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 20.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -160 | NC      | $-1792.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SEK/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-103068.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| L4011503.SRDUP                                      | L4011503.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12728 | PA      | $12984.20     | 0.00%             | 2028-10-10      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| L4996397.SRDUP                                      | L4996397.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2868 | PA      | $2801.69      | 0.00%             | 2028-02-03      | Fixed         | 17.47%                | Yes           |                  3 | On Loan: No      |
| CBM5179193.SRDUP                                    | CBM5179193.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14000 | PA      | $13798.90     | 0.00%             | 2030-04-03      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| DRB4998397.SRDUP                                    | DRB4998397.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4441 | PA      | $4288.57      | 0.00%             | 2030-02-04      | Fixed         | 31.19%                | Yes           |                  3 | On Loan: No      |
| 7636855.SRDSQ                                       | 7636855.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       658 | PA      | $277.73       | 0.00%             | 2025-09-28      | Fixed         | 4.76%                 | Yes           |                  3 | On Loan: No      |
| 7716238.SRDSQ                                       | 7716238.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       737 | PA      | $482.81       | 0.00%             | 2025-10-24      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| FW3542370.SRDUP                                     | FW3542370.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       513 | PA      | $513.53       | 0.00%             | 2025-11-01      | Fixed         | 25.35%                | Yes           |                  3 | On Loan: No      |
| FW3543054.SRDUP                                     | FW3543054.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19500 | PA      | $20069.94     | 0.00%             | 2027-11-02      | Fixed         | 25.59%                | Yes           |                  3 | On Loan: No      |
| FW3955883.SRDUP                                     | FW3955883.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1935 | PA      | $382.49       | 0.00%             | 2028-09-05      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| FW4008328.SRDUP                                     | FW4008328.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2471 | PA      | $2483.16      | 0.00%             | 2028-10-06      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| L4998620.SRDUP                                      | L4998620.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3807 | PA      | $3762.20      | 0.00%             | 2030-02-04      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L4999839.SRDUP                                      | L4999839.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7238 | PA      | $7149.91      | 0.00%             | 2030-02-04      | Fixed         | 17.96%                | Yes           |                  3 | On Loan: No      |
| 185783823.SRDLC                                     | 185783823.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4539 | PA      | $4467.18      | 0.00%             | 2027-02-28      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 186376281.SRDLC                                     | 186376281.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10589 | PA      | $10503.15     | 0.00%             | 2027-02-18      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 8136499.SRDSQ                                       | 8136499.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7488 | PA      | $6358.19      | 0.00%             | 2026-02-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8330155.SRDSQ                                       | 8330155.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     69218 | PA      | $65971.88     | 0.00%             | 2026-04-29      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| CBM3910035.SRDUP                                    | CBM3910035.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1076 | PA      | $1065.47      | 0.00%             | 2026-08-02      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| CBM3911722.SRDUP                                    | CBM3911722.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2281 | PA      | $2297.67      | 0.00%             | 2028-08-03      | Fixed         | 18.11%                | Yes           |                  3 | On Loan: No      |
| L4998224.SRDUP                                      | L4998224.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $3162.42      | 0.00%             | 2030-02-04      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| L5008386.SRDUP                                      | L5008386.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9067 | PA      | $8960.82      | 0.00%             | 2030-02-07      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| 186356520.SRDLC                                     | 186356520.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15215 | PA      | $15183.12     | 0.00%             | 2027-03-03      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186972144.SRDLC                                     | 186972144.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $122.97       | 0.00%             | 2025-03-16      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213953272.SRDLC                                     | 213953272.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2812 | PA      | $2710.10      | 0.00%             | 2028-01-29      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214880193.SRDLC                                     | 214880193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $2393.11      | 0.00%             | 2027-03-10      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 186451093.SRDLC                                     | 186451093.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5188 | PA      | $5077.83      | 0.00%             | 2027-02-22      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 186842521.SRDLC                                     | 186842521.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1531 | PA      | $136.85       | 0.00%             | 2025-03-15      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 8894823.SRDSQ                                       | 8894823.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6620 | PA      | $6119.60      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8897381.SRDSQ                                       | 8897381.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3993 | PA      | $3761.05      | 0.00%             | 2026-09-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 211249264.SRDLC                                     | 211249264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2403 | PA      | $2290.72      | 0.00%             | 2026-10-01      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211487410.SRDLC                                     | 211487410.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4323 | PA      | $4095.67      | 0.00%             | 2027-10-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 8385925.SRDSQ                                       | 8385925.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6651 | PA      | $6119.92      | 0.00%             | 2026-05-15      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8399239.SRDSQ                                       | 8399239.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1172.98      | 0.00%             | 2026-05-20      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L5008714.SRDUP                                      | L5008714.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4101 | PA      | $4072.75      | 0.00%             | 2028-02-07      | Fixed         | 11.67%                | Yes           |                  3 | On Loan: No      |
| L5009816.SRDUP                                      | L5009816.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2256 | PA      | $2202.69      | 0.00%             | 2030-02-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| 187948779.SRDLC                                     | 187948779.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       155 | PA      | $153.79       | 0.00%             | 2027-04-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191527006.SRDLC                                     | 191527006.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3226 | PA      | $3400.85      | 0.00%             | 2027-07-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215013395.SRDLC                                     | 215013395.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4737 | PA      | $4618.36      | 0.00%             | 2029-03-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215105135.SRDLC                                     | 215105135.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39284 | PA      | $39168.46     | 0.00%             | 2029-03-19      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 212267422.SRDLC                                     | 212267422.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5730 | PA      | $5403.45      | 0.00%             | 2029-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212784247.SRDLC                                     | 212784247.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22097 | PA      | $21672.44     | 0.00%             | 2029-12-02      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| Vita Capital VI Ltd                                 | Vita Capital VI 2021-1 Class B                                    | CUSIP: 92846DAB2<br>LEI: 549300LLF863700IF088 | Long             | DBT              | CORP              | KY        |   2144000 | PA      | $0.21         | 0.00%             | 2026-01-08      | Floating      | 7.54%                 | Yes           |                  3 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class A                                       | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    556000 | PA      | $561461.31    | 0.03%             | 2028-01-07      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| 8409364.SRDSQ                                       | 8409364.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4819 | PA      | $4642.23      | 0.00%             | 2026-05-22      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8419293.SRDSQ                                       | 8419293.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6273 | PA      | $5830.16      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 192040896.SRDLC                                     | 192040896.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2038 | PA      | $2055.87      | 0.00%             | 2025-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195316572.SRDLC                                     | 195316572.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9446 | PA      | $9377.63      | 0.00%             | 2027-11-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| FW5178919.SRDUP                                     | FW5178919.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1675.30      | 0.00%             | 2030-04-03      | Fixed         | 32.19%                | Yes           |                  3 | On Loan: No      |
| L3291615.SRDUP                                      | L3291615.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       957 | PA      | $988.52       | 0.00%             | 2027-07-19      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| 215607949.SRDLC                                     | 215607949.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2344.00      | 0.00%             | 2028-04-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 216030434.SRDLC                                     | 216030434.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $4716.83      | 0.00%             | 2029-04-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8652246.SRDSQ                                       | 8652246.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5818 | PA      | $5509.17      | 0.00%             | 2026-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8655009.SRDSQ                                       | 8655009.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20134 | PA      | $18958.17     | 0.00%             | 2026-07-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| FW3909903.SRDUP                                     | FW3909903.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       893 | PA      | $901.33       | 0.00%             | 2028-08-02      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW3956371.SRDUP                                     | FW3956371.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5128 | PA      | $5173.00      | 0.00%             | 2028-09-05      | Fixed         | 31.01%                | Yes           |                  3 | On Loan: No      |
| 186890975.SRDLC                                     | 186890975.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11922 | PA      | $11946.15     | 0.00%             | 2027-03-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 186995899.SRDLC                                     | 186995899.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       585 | PA      | $119.33       | 0.00%             | 2025-06-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SEK/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $583014.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SGD/USD FWD 20250702                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-62662.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 205182162.SRDLC                                     | 205182162.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14696 | PA      | $14504.95     | 0.00%             | 2026-11-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205564336.SRDLC                                     | 205564336.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23429 | PA      | $23087.11     | 0.00%             | 2026-12-11      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class B                                       | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    380000 | PA      | $386028.32    | 0.02%             | 2028-01-07      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class A                                      | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    748000 | PA      | $748055.73    | 0.04%             | 2029-01-08      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| 8354584.SRDSQ                                       | 8354584.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7556 | PA      | $7207.76      | 0.00%             | 2026-05-06      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8369537.SRDSQ                                       | 8369537.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2818 | PA      | $1736.37      | 0.00%             | 2026-05-10      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8783317.SRDSQ                                       | 8783317.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11936 | PA      | $11212.69     | 0.00%             | 2026-08-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8827095.SRDSQ                                       | 8827095.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7449 | PA      | $7006.37      | 0.00%             | 2026-09-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3302210.SRDUP                                      | L3302210.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2398 | PA      | $2475.84      | 0.00%             | 2027-07-22      | Fixed         | 24.30%                | Yes           |                  3 | On Loan: No      |
| L3500057.SRDUP                                      | L3500057.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4640 | PA      | $4735.37      | 0.00%             | 2027-10-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205860843.SRDLC                                     | 205860843.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13333 | PA      | $13322.22     | 0.00%             | 2027-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205896306.SRDLC                                     | 205896306.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17997 | PA      | $17542.57     | 0.00%             | 2028-12-28      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| 8369550.SRDSQ                                       | 8369550.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2140 | PA      | $2042.87      | 0.00%             | 2026-05-10      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8377156.SRDSQ                                       | 8377156.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1541 | PA      | $1489.88      | 0.00%             | 2026-05-13      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| FW5180473.SRDUP                                     | FW5180473.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $2069.47      | 0.00%             | 2030-04-03      | Fixed         | 32.38%                | Yes           |                  3 | On Loan: No      |
| FW5187543.SRDUP                                     | FW5187543.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12800 | PA      | $12640.60     | 0.00%             | 2030-04-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| L3309767.SRDUP                                      | L3309767.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6324 | PA      | $6455.04      | 0.00%             | 2027-07-26      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| L3909918.SRDUP                                      | L3909918.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12423 | PA      | $5621.99      | 0.00%             | 2029-01-02      | Fixed         | 13.63%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class C                                      | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    365000 | PA      | $365093.08    | 0.02%             | 2029-01-08      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIII Limited                            | Vitality Re XIII 2022 Class A                                     | CUSIP: 92849MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    509000 | PA      | $508678.06    | 0.03%             | 2026-01-06      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FW5009689.SRDUP                                     | FW5009689.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4830 | PA      | $4672.16      | 0.00%             | 2030-02-07      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| FW5177086.SRDUP                                     | FW5177086.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10071 | PA      | $9930.44      | 0.00%             | 2030-04-03      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| L3910204.SRDUP                                      | L3910204.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3080 | PA      | $3077.44      | 0.00%             | 2029-01-02      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L3913525.SRDUP                                      | L3913525.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1784 | PA      | $1798.78      | 0.00%             | 2028-08-04      | Fixed         | 21.45%                | Yes           |                  3 | On Loan: No      |
| 206474486.SRDLC                                     | 206474486.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $6136.59      | 0.00%             | 2027-02-05      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206502929.SRDLC                                     | 206502929.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5112 | PA      | $4945.73      | 0.00%             | 2029-02-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8841116.SRDSQ                                       | 8841116.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6759 | PA      | $6298.69      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869240.SRDSQ                                       | 8869240.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13755 | PA      | $12970.68     | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3913502.SRDUP                                    | CBM3913502.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       753 | PA      | $746.57       | 0.00%             | 2026-08-04      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| CBM3954561.SRDUP                                    | CBM3954561.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9508 | PA      | $9630.90      | 0.00%             | 2028-09-01      | Fixed         | 21.09%                | Yes           |                  3 | On Loan: No      |
| 187453785.SRDLC                                     | 187453785.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16536 | PA      | $1478.27      | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 193132810.SRDLC                                     | 193132810.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6034 | PA      | $6327.91      | 0.00%             | 2027-08-31      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214482189.SRDLC                                     | 214482189.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2422 | PA      | $2405.24      | 0.00%             | 2029-02-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 215527767.SRDLC                                     | 215527767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $19417.98     | 0.00%             | 2030-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3956047.SRDUP                                      | L3956047.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2633 | PA      | $2601.45      | 0.00%             | 2026-09-05      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| L3956466.SRDUP                                      | L3956466.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9571 | PA      | $9622.35      | 0.00%             | 2029-02-15      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 206857031.SRDLC                                     | 206857031.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14394 | PA      | $14034.94     | 0.00%             | 2027-02-23      | Fixed         | 12.37%                | Yes           |                  3 | On Loan: No      |
| 207003453.SRDLC                                     | 207003453.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8753 | PA      | $8373.54      | 0.00%             | 2028-03-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 8882512.SRDSQ                                       | 8882512.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7573 | PA      | $7101.38      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8896688.SRDSQ                                       | 8896688.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19468 | PA      | $18163.93     | 0.00%             | 2026-09-27      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| L5010109.SRDUP                                      | L5010109.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2941 | PA      | $2872.65      | 0.00%             | 2030-02-07      | Fixed         | 22.80%                | Yes           |                  3 | On Loan: No      |
| L5177335.SRDUP                                      | L5177335.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21000 | PA      | $20903.91     | 0.00%             | 2030-04-03      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| L5180255.SRDUP                                      | L5180255.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3352.22      | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| CBM4995095.SRDUP                                    | CBM4995095.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5895 | PA      | $5689.58      | 0.00%             | 2030-02-03      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| CBM5178453.SRDUP                                    | CBM5178453.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12500 | PA      | $12318.53     | 0.00%             | 2030-04-03      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| 8404297.SRDSQ                                       | 8404297.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3332 | PA      | $3206.26      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8631959.SRDSQ                                       | 8631959.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       449 | PA      | $435.05       | 0.00%             | 2026-07-18      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 215921166.SRDLC                                     | 215921166.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16500 | PA      | $16180.29     | 0.00%             | 2028-04-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 7478506.SRDSQ                                       | 7478506.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20374 | PA      | $16866.20     | 0.00%             | 2025-08-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 207009130.SRDLC                                     | 207009130.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5098 | PA      | $4865.37      | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210789570.SRDLC                                     | 210789570.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5523 | PA      | $5213.04      | 0.00%             | 2028-09-11      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L4009761.SRDUP                                      | L4009761.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       575 | PA      | $572.18       | 0.00%             | 2026-10-06      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L5006993.SRDUP                                      | L5006993.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2380 | PA      | $2333.16      | 0.00%             | 2030-02-06      | Fixed         | 19.83%                | Yes           |                  3 | On Loan: No      |
| CBM3911740.SRDUP                                    | CBM3911740.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $958.38       | 0.00%             | 2028-08-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| CBM4011066.SRDUP                                    | CBM4011066.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4062 | PA      | $4099.38      | 0.00%             | 2028-10-10      | Fixed         | 23.51%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XIII Limited                            | Vitality Re XIII 2022 Class B                                     | CUSIP: 92849MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    615000 | PA      | $615171.59    | 0.04%             | 2026-01-06      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                             | Vitality Re XIV 2023 Class A                                      | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    954000 | PA      | $978490.13    | 0.06%             | 2027-01-05      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| 7653023.SRDSQ                                       | 7653023.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3874 | PA      | $1004.40      | 0.00%             | 2025-10-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 8215053.SRDSQ                                       | 8215053.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25757 | PA      | $17942.11     | 0.00%             | 2026-03-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 210864463.SRDLC                                     | 210864463.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5220 | PA      | $4854.55      | 0.00%             | 2027-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211268223.SRDLC                                     | 211268223.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3901 | PA      | $3665.40      | 0.00%             | 2027-10-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186978254.SRDLC                                     | 186978254.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17478 | PA      | $17234.04     | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 187642052.SRDLC                                     | 187642052.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2943 | PA      | $3173.35      | 0.00%             | 2027-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3298488.SRDUP                                     | FW3298488.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       644 | PA      | $668.75       | 0.00%             | 2027-07-21      | Fixed         | 29.77%                | Yes           |                  3 | On Loan: No      |
| FW3342306.SRDUP                                     | FW3342306.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       608 | PA      | $625.65       | 0.00%             | 2027-08-09      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| L4008357.SRDUP                                      | L4008357.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20103 | PA      | $20365.88     | 0.00%             | 2028-10-06      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| L5008549.SRDUP                                      | L5008549.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42583 | PA      | $41740.70     | 0.00%             | 2030-02-07      | Fixed         | 19.55%                | Yes           |                  3 | On Loan: No      |
| 204043534.SRDLC                                     | 204043534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10970 | PA      | $10737.98     | 0.00%             | 2026-09-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204288094.SRDLC                                     | 204288094.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5538 | PA      | $5409.83      | 0.00%             | 2026-10-03      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 8859155.SRDSQ                                       | 8859155.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     63605 | PA      | $59872.53     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8867561.SRDSQ                                       | 8867561.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3687 | PA      | $3431.41      | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L5010562.SRDUP                                      | L5010562.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1055 | PA      | $1037.11      | 0.00%             | 2028-02-07      | Fixed         | 22.86%                | Yes           |                  3 | On Loan: No      |
| 204862412.SRDLC                                     | 204862412.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23475 | PA      | $2098.62      | 0.00%             | 2028-10-27      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204976337.SRDLC                                     | 204976337.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6889 | PA      | $6876.79      | 0.00%             | 2027-11-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3295527.SRDUP                                      | L3295527.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $8532.67      | 0.00%             | 2027-07-21      | Fixed         | 11.77%                | Yes           |                  3 | On Loan: No      |
| L3298677.SRDUP                                      | L3298677.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4377 | PA      | $4460.55      | 0.00%             | 2027-07-21      | Fixed         | 15.73%                | Yes           |                  3 | On Loan: No      |
| L3336587.SRDUP                                      | L3336587.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $694.72       | 0.00%             | 2027-08-08      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| L3337218.SRDUP                                      | L3337218.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3545 | PA      | $2079.31      | 0.00%             | 2027-08-08      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| 8350263.SRDSQ                                       | 8350263.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13767 | PA      | $13323.87     | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8392069.SRDSQ                                       | 8392069.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       399 | PA      | $372.09       | 0.00%             | 2026-05-18      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| FW3957551.SRDUP                                     | FW3957551.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1570 | PA      | $1531.99      | 0.00%             | 2029-02-05      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| FW4008510.SRDUP                                     | FW4008510.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2079 | PA      | $2088.05      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| 187701388.SRDLC                                     | 187701388.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4957 | PA      | $5303.68      | 0.00%             | 2027-03-22      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192193246.SRDLC                                     | 192193246.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       730 | PA      | $65.27        | 0.00%             | 2025-08-08      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211418241.SRDLC                                     | 211418241.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1923 | PA      | $300.07       | 0.00%             | 2028-10-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211511823.SRDLC                                     | 211511823.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2610 | PA      | $2452.23      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| FW4008631.SRDUP                                     | FW4008631.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5489 | PA      | $5513.26      | 0.00%             | 2028-10-06      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW4012620.SRDUP                                     | FW4012620.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3822 | PA      | $3822.74      | 0.00%             | 2028-10-10      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class A                                         | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1734000 | PA      | $1818099.00   | 0.11%             | 2027-02-26      | Floating      | 14.54%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class B                                         | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    562000 | PA      | $585904.39    | 0.04%             | 2027-02-26      | Floating      | 16.04%                | Yes           |                  2 | On Loan: No      |
| 8543202.SRDSQ                                       | 8543202.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35253 | PA      | $33310.06     | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8632494.SRDSQ                                       | 8632494.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3361 | PA      | $3133.17      | 0.00%             | 2026-07-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205029516.SRDLC                                     | 205029516.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19257 | PA      | $10290.07     | 0.00%             | 2028-11-08      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 205054208.SRDLC                                     | 205054208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3561 | PA      | $3506.27      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3302579.SRDUP                                      | L3302579.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12640 | PA      | $13112.47     | 0.00%             | 2027-12-22      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| L3330225.SRDUP                                      | L3330225.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $754.40       | 0.00%             | 2027-08-04      | Fixed         | 23.90%                | Yes           |                  3 | On Loan: No      |
| 8543676.SRDSQ                                       | 8543676.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4698 | PA      | $4016.70      | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8615180.SRDSQ                                       | 8615180.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4141 | PA      | $3956.72      | 0.00%             | 2026-07-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2025-1 Class A                                         | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1430000 | PA      | $1426088.24   | 0.09%             | 2028-02-21      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class A                                         | CUSIP: 982533AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    640000 | PA      | $654440.96    | 0.04%             | 2026-08-07      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| FW3342326.SRDUP                                     | FW3342326.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5686 | PA      | $5824.62      | 0.00%             | 2027-08-09      | Fixed         | 24.44%                | Yes           |                  3 | On Loan: No      |
| FW3401844.SRDUP                                     | FW3401844.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       660 | PA      | $667.35       | 0.00%             | 2027-09-06      | Fixed         | 13.55%                | Yes           |                  3 | On Loan: No      |
| 187037256.SRDLC                                     | 187037256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6314 | PA      | $6392.89      | 0.00%             | 2027-03-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187721287.SRDLC                                     | 187721287.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $948.27       | 0.00%             | 2026-03-09      | Fixed         | 14.04%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 36.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-11475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 36.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-18090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205250406.SRDLC                                     | 205250406.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9108 | PA      | $9020.18      | 0.00%             | 2026-12-02      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205385821.SRDLC                                     | 205385821.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14817 | PA      | $1324.60      | 0.00%             | 2027-11-27      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211598776.SRDLC                                     | 211598776.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21266 | PA      | $20829.20     | 0.00%             | 2029-10-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212195852.SRDLC                                     | 212195852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7030 | PA      | $6579.88      | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8782140.SRDSQ                                       | 8782140.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4597 | PA      | $4340.53      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8787967.SRDSQ                                       | 8787967.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14146 | PA      | $13146.72     | 0.00%             | 2026-08-28      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| CBM4011224.SRDUP                                    | CBM4011224.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6657 | PA      | $6701.36      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| CBM4998635.SRDUP                                    | CBM4998635.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1963 | PA      | $1914.89      | 0.00%             | 2030-02-04      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| L3500918.SRDUP                                      | L3500918.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5592 | PA      | $5649.00      | 0.00%             | 2027-10-13      | Fixed         | 22.64%                | Yes           |                  3 | On Loan: No      |
| L3543129.SRDUP                                      | L3543129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16251 | PA      | $16477.81     | 0.00%             | 2027-11-02      | Fixed         | 17.95%                | Yes           |                  3 | On Loan: No      |
| 213920868.SRDLC                                     | 213920868.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16015 | PA      | $15956.24     | 0.00%             | 2031-01-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213973203.SRDLC                                     | 213973203.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3281 | PA      | $3159.56      | 0.00%             | 2028-01-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205594260.SRDLC                                     | 205594260.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6623 | PA      | $6471.94      | 0.00%             | 2026-12-07      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205686700.SRDLC                                     | 205686700.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10581 | PA      | $10382.30     | 0.00%             | 2028-01-10      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 8810355.SRDSQ                                       | 8810355.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6342 | PA      | $5966.60      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8836138.SRDSQ                                       | 8836138.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22403 | PA      | $20788.56     | 0.00%             | 2026-09-13      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5004763.SRDUP                                    | DRB5004763.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14166 | PA      | $13677.43     | 0.00%             | 2028-02-06      | Fixed         | 30.89%                | Yes           |                  3 | On Loan: No      |
| DRB5010010.SRDUP                                    | DRB5010010.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3763 | PA      | $3639.93      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3956036.SRDUP                                     | FW3956036.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       585 | PA      | $583.12       | 0.00%             | 2026-09-13      | Fixed         | 24.94%                | Yes           |                  3 | On Loan: No      |
| FW5179445.SRDUP                                     | FW5179445.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2660.87      | 0.00%             | 2030-04-03      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| FW4012907.SRDUP                                     | FW4012907.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $890.41       | 0.00%             | 2026-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| FW5001196.SRDUP                                     | FW5001196.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48928 | PA      | $48335.94     | 0.00%             | 2030-02-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| L3910168.SRDUP                                      | L3910168.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $613.09       | 0.00%             | 2026-08-02      | Fixed         | 15.33%                | Yes           |                  3 | On Loan: No      |
| L3910282.SRDUP                                      | L3910282.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21273 | PA      | $21677.49     | 0.00%             | 2029-06-02      | Fixed         | 14.16%                | Yes           |                  3 | On Loan: No      |
| 8838400.SRDSQ                                       | 8838400.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18214 | PA      | $16898.39     | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8858373.SRDSQ                                       | 8858373.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4152 | PA      | $3875.99      | 0.00%             | 2026-09-19      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| L3296001.SRDUP                                      | L3296001.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9654 | PA      | $1394.02      | 0.00%             | 2027-07-20      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| L3296311.SRDUP                                      | L3296311.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       276 | PA      | $275.79       | 0.00%             | 2025-07-20      | Fixed         | 9.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5010215.SRDUP                                    | DRB5010215.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2164 | PA      | $2092.23      | 0.00%             | 2030-02-07      | Fixed         | 30.29%                | Yes           |                  3 | On Loan: No      |
| DRB5181403.SRDUP                                    | DRB5181403.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5600 | PA      | $5523.50      | 0.00%             | 2030-04-04      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| 205689835.SRDLC                                     | 205689835.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15049 | PA      | $14555.93     | 0.00%             | 2026-12-14      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206660441.SRDLC                                     | 206660441.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5135 | PA      | $4879.99      | 0.00%             | 2029-02-12      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 213979062.SRDLC                                     | 213979062.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7882 | PA      | $7834.67      | 0.00%             | 2028-01-27      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| 214806140.SRDLC                                     | 214806140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14574.06     | 0.00%             | 2030-03-22      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 203561448.SRDLC                                     | 203561448.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7241 | PA      | $7153.83      | 0.00%             | 2026-08-10      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 204732244.SRDLC                                     | 204732244.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18543 | PA      | $1657.78      | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5190855.SRDUP                                    | DRB5190855.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4500 | PA      | $4443.37      | 0.00%             | 2028-04-07      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW3309749.SRDUP                                     | FW3309749.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       754 | PA      | $791.58       | 0.00%             | 2027-07-26      | Fixed         | 29.42%                | Yes           |                  3 | On Loan: No      |
| 8861885.SRDSQ                                       | 8861885.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15351 | PA      | $14436.91     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3955779.SRDUP                                    | CBM3955779.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10217 | PA      | $10301.92     | 0.00%             | 2028-09-05      | Fixed         | 16.17%                | Yes           |                  3 | On Loan: No      |
| L3312812.SRDUP                                      | L3312812.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       125 | PA      | $124.98       | 0.00%             | 2025-07-27      | Fixed         | 16.76%                | Yes           |                  3 | On Loan: No      |
| L3331514.SRDUP                                      | L3331514.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2055 | PA      | $2112.90      | 0.00%             | 2027-08-04      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 211106910.SRDLC                                     | 211106910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5511 | PA      | $5482.55      | 0.00%             | 2027-10-06      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 211137813.SRDLC                                     | 211137813.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8992 | PA      | $8401.13      | 0.00%             | 2027-09-15      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| L3296260.SRDUP                                      | L3296260.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1295.30      | 0.00%             | 2027-07-20      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L3329189.SRDUP                                      | L3329189.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2842 | PA      | $2914.06      | 0.00%             | 2027-08-15      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 36.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-11115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun25C 37                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-13390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3955689.SRDUP                                      | L3955689.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1607 | PA      | $1621.10      | 0.00%             | 2028-09-05      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| L4009993.SRDUP                                      | L4009993.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8040 | PA      | $8153.29      | 0.00%             | 2028-10-10      | Fixed         | 23.51%                | Yes           |                  3 | On Loan: No      |
| 8872073.SRDSQ                                       | 8872073.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3327 | PA      | $3131.75      | 0.00%             | 2026-09-21      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8875386.SRDSQ                                       | 8875386.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       213 | PA      | $204.35       | 0.00%             | 2026-09-22      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| L5179532.SRDUP                                      | L5179532.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49200 | PA      | $48808.81     | 0.00%             | 2030-04-03      | Fixed         | 19.75%                | Yes           |                  3 | On Loan: No      |
| L3344527.SRDUP                                      | L3344527.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2291 | PA      | $2346.69      | 0.00%             | 2027-08-10      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L3542151.SRDUP                                      | L3542151.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1886.81      | 0.00%             | 2027-11-01      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| 205090540.SRDLC                                     | 205090540.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6392 | PA      | $6412.58      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205098102.SRDLC                                     | 205098102.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7768 | PA      | $7809.38      | 0.00%             | 2027-11-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211260000.SRDLC                                     | 211260000.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4970 | PA      | $4708.30      | 0.00%             | 2027-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211488922.SRDLC                                     | 211488922.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1335 | PA      | $1238.36      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192631895.SRDLC                                     | 192631895.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $1432.79      | 0.00%             | 2025-08-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 203512211.SRDLC                                     | 203512211.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3657 | PA      | $1003.11      | 0.00%             | 2026-08-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L5000089.SRDUP                                      | L5000089.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2447 | PA      | $2396.50      | 0.00%             | 2030-02-04      | Fixed         | 19.14%                | Yes           |                  3 | On Loan: No      |
| L5008608.SRDUP                                      | L5008608.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $1642.86      | 0.00%             | 2030-02-07      | Fixed         | 17.34%                | Yes           |                  3 | On Loan: No      |
| L3910116.SRDUP                                      | L3910116.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5257 | PA      | $5351.28      | 0.00%             | 2028-08-02      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| L3910263.SRDUP                                      | L3910263.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1492.52      | 0.00%             | 2028-08-02      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| 8637585.SRDSQ                                       | 8637585.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1890 | PA      | $1810.44      | 0.00%             | 2026-07-22      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8647517.SRDSQ                                       | 8647517.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3788 | PA      | $3604.64      | 0.00%             | 2026-07-24      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L4012174.SRDUP                                      | L4012174.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5627 | PA      | $5710.64      | 0.00%             | 2028-10-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| L5003044.SRDUP                                      | L5003044.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44602 | PA      | $43530.63     | 0.00%             | 2030-02-05      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| 211604314.SRDLC                                     | 211604314.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22479 | PA      | $21063.86     | 0.00%             | 2027-11-13      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 214842925.SRDLC                                     | 214842925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12359 | PA      | $12072.93     | 0.00%             | 2029-03-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     Jul25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $95025.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 39.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class B                                         | CUSIP: 982533AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2287000 | PA      | $2378752.15   | 0.14%             | 2026-08-07      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| Yosemite Re Ltd.                                    | Yosemite Re 2022-1 Class A                                        | CUSIP: 98740RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    579000 | PA      | $583342.79    | 0.04%             | 2025-06-06      | Floating      | 14.87%                | Yes           |                  2 | On Loan: No      |
| L4008049.SRDUP                                      | L4008049.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3695 | PA      | $3743.59      | 0.00%             | 2028-10-06      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| L4984825.SRDUP                                      | L4984825.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9641 | PA      | $9555.42      | 0.00%             | 2030-02-17      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| 212537818.SRDLC                                     | 212537818.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9639 | PA      | $9104.65      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213781643.SRDLC                                     | 213781643.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11583 | PA      | $11370.29     | 0.00%             | 2028-01-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8349446.SRDSQ                                       | 8349446.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5910 | PA      | $2864.52      | 0.00%             | 2026-05-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8543464.SRDSQ                                       | 8543464.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3854 | PA      | $3660.91      | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5003078.SRDUP                                      | L5003078.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1777.74      | 0.00%             | 2028-02-05      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| L5003435.SRDUP                                      | L5003435.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $2607.81      | 0.00%             | 2030-02-05      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| L4998589.SRDUP                                      | L4998589.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6549 | PA      | $6470.31      | 0.00%             | 2030-02-04      | Fixed         | 16.79%                | Yes           |                  3 | On Loan: No      |
| 8754472.SRDSQ                                       | 8754472.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    129125 | PA      | $120700.33    | 0.01%             | 2026-08-20      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8792902.SRDSQ                                       | 8792902.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16482 | PA      | $13903.80     | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 215043453.SRDLC                                     | 215043453.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3875 | PA      | $3763.13      | 0.00%             | 2027-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215444677.SRDLC                                     | 215444677.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8150 | PA      | $7968.50      | 0.00%             | 2028-04-02      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 203705262.SRDLC                                     | 203705262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4280 | PA      | $4254.74      | 0.00%             | 2026-08-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204033628.SRDLC                                     | 204033628.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7034 | PA      | $628.81       | 0.00%             | 2026-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| CBM3961210.SRDUP                                    | CBM3961210.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5178 | PA      | $5157.09      | 0.00%             | 2026-09-06      | Fixed         | 12.28%                | Yes           |                  3 | On Loan: No      |
| CBM4999527.SRDUP                                    | CBM4999527.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2222 | PA      | $2146.18      | 0.00%             | 2030-02-04      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| Yosemite Re Ltd.                                    | Yosemite Re 2025-1 Class A                                        | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1112000 | PA      | $1108787.99   | 0.07%             | 2028-06-07      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| CBM3909789.SRDUP                                    | CBM3909789.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       662 | PA      | $82.58        | 0.00%             | 2026-08-02      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 8789344.SRDSQ                                       | 8789344.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4435 | PA      | $4143.33      | 0.00%             | 2026-09-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8793335.SRDSQ                                       | 8793335.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47348 | PA      | $44565.44     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3957509.SRDUP                                     | FW3957509.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1648 | PA      | $1635.39      | 0.00%             | 2026-09-05      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| L3295929.SRDUP                                      | L3295929.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3496 | PA      | $460.35       | 0.00%             | 2027-07-20      | Fixed         | 10.65%                | Yes           |                  3 | On Loan: No      |
| DRB5006407.SRDUP                                    | DRB5006407.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $950.00       | 0.00%             | 2030-02-06      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| DRB5009705.SRDUP                                    | DRB5009705.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1425.95      | 0.00%             | 2030-02-07      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| 213907315.SRDLC                                     | 213907315.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10866 | PA      | $10777.32     | 0.00%             | 2028-01-26      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214998718.SRDLC                                     | 214998718.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2948 | PA      | $2841.11      | 0.00%             | 2028-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 40.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-2360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 40.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-6105.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8879147.SRDSQ                                       | 8879147.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1052.21      | 0.00%             | 2026-09-24      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8883491.SRDSQ                                       | 8883491.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7704 | PA      | $7203.07      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205227726.SRDLC                                     | 205227726.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11863 | PA      | $11585.76     | 0.00%             | 2026-12-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205235746.SRDLC                                     | 205235746.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8934 | PA      | $8810.36      | 0.00%             | 2026-11-13      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 215495077.SRDLC                                     | 215495077.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2935.98      | 0.00%             | 2027-04-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8146810.SRDSQ                                       | 8146810.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       357 | PA      | $346.73       | 0.00%             | 2026-03-03      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| DRB5010194.SRDUP                                    | DRB5010194.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1075 | PA      | $1039.93      | 0.00%             | 2030-02-07      | Fixed         | 24.55%                | Yes           |                  3 | On Loan: No      |
| DRB5179856.SRDUP                                    | DRB5179856.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9800 | PA      | $9660.88      | 0.00%             | 2030-04-03      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| 215017730.SRDLC                                     | 215017730.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7910 | PA      | $7657.96      | 0.00%             | 2029-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215092099.SRDLC                                     | 215092099.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15726 | PA      | $15644.45     | 0.00%             | 2029-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| L5003925.SRDUP                                      | L5003925.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2480 | PA      | $2454.26      | 0.00%             | 2028-02-05      | Fixed         | 13.80%                | Yes           |                  3 | On Loan: No      |
| L5008349.SRDUP                                      | L5008349.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4300 | PA      | $4250.56      | 0.00%             | 2030-02-07      | Fixed         | 16.52%                | Yes           |                  3 | On Loan: No      |
| 8799674.SRDSQ                                       | 8799674.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7953 | PA      | $6677.97      | 0.00%             | 2026-09-05      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8873691.SRDSQ                                       | 8873691.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5246 | PA      | $4925.42      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8338345.SRDSQ                                       | 8338345.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4229 | PA      | $4061.63      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8349560.SRDSQ                                       | 8349560.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5018 | PA      | $4863.47      | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 205257304.SRDLC                                     | 205257304.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24457 | PA      | $23954.03     | 0.00%             | 2028-11-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205291655.SRDLC                                     | 205291655.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20863 | PA      | $20344.89     | 0.00%             | 2028-12-06      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| 215622279.SRDLC                                     | 215622279.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24000 | PA      | $23464.95     | 0.00%             | 2029-04-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8337703.SRDSQ                                       | 8337703.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10929 | PA      | $10696.79     | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| DRB5179925.SRDUP                                    | DRB5179925.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2858.09      | 0.00%             | 2030-04-03      | Fixed         | 30.63%                | Yes           |                  3 | On Loan: No      |
| FW3291237.SRDUP                                     | FW3291237.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17722 | PA      | $4927.17      | 0.00%             | 2027-12-28      | Fixed         | 11.78%                | Yes           |                  3 | On Loan: No      |
| L5010078.SRDUP                                      | L5010078.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1174 | PA      | $1151.05      | 0.00%             | 2030-02-07      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| L5010128.SRDUP                                      | L5010128.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5590 | PA      | $5458.73      | 0.00%             | 2030-02-07      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 8881699.SRDSQ                                       | 8881699.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1958 | PA      | $1844.59      | 0.00%             | 2026-09-25      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8883247.SRDSQ                                       | 8883247.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14207 | PA      | $13382.95     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4014926.SRDUP                                    | CBM4014926.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13202 | PA      | $12623.31     | 0.00%             | 2029-03-15      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| CBM5187005.SRDUP                                    | CBM5187005.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3357.94      | 0.00%             | 2028-04-07      | Fixed         | 24.95%                | Yes           |                  3 | On Loan: No      |
| L3335198.SRDUP                                      | L3335198.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       257 | PA      | $256.61       | 0.00%             | 2025-08-05      | Fixed         | 11.20%                | Yes           |                  3 | On Loan: No      |
| L3401316.SRDUP                                      | L3401316.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5029 | PA      | $726.23       | 0.00%             | 2027-09-06      | Fixed         | 15.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 40.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-3605.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 41                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-3880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5187277.SRDUP                                    | CBM5187277.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1688.28      | 0.00%             | 2030-04-07      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| DRB5006726.SRDUP                                    | DRB5006726.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2852 | PA      | $2756.23      | 0.00%             | 2030-02-06      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| 8889306.SRDSQ                                       | 8889306.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3039 | PA      | $2844.72      | 0.00%             | 2026-09-26      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8890760.SRDSQ                                       | 8890760.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24123 | PA      | $22037.38     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8878305.SRDSQ                                       | 8878305.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3588 | PA      | $3325.55      | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8882073.SRDSQ                                       | 8882073.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2766.08      | 0.00%             | 2026-09-25      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8365024.SRDSQ                                       | 8365024.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11317 | PA      | $9724.50      | 0.00%             | 2026-05-08      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8395822.SRDSQ                                       | 8395822.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11760 | PA      | $11285.28     | 0.00%             | 2026-05-19      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8605484.SRDSQ                                       | 8605484.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6396 | PA      | $6094.41      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8618455.SRDSQ                                       | 8618455.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21400 | PA      | $20273.17     | 0.00%             | 2026-07-15      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW3499879.SRDUP                                     | FW3499879.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4713 | PA      | $4798.58      | 0.00%             | 2027-10-13      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| FW3910687.SRDUP                                     | FW3910687.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8679 | PA      | $8739.42      | 0.00%             | 2028-08-02      | Fixed         | 18.34%                | Yes           |                  3 | On Loan: No      |
| 8387315.SRDSQ                                       | 8387315.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12660 | PA      | $12257.87     | 0.00%             | 2026-05-15      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8391614.SRDSQ                                       | 8391614.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2899 | PA      | $2487.93      | 0.00%             | 2026-05-18      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 42.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25C 43                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5002085.SRDUP                                    | DRB5002085.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2496 | PA      | $2407.61      | 0.00%             | 2028-02-05      | Fixed         | 30.34%                | Yes           |                  3 | On Loan: No      |
| DRB5002890.SRDUP                                    | DRB5002890.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3853 | PA      | $3725.60      | 0.00%             | 2030-02-05      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| 8396232.SRDSQ                                       | 8396232.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       590 | PA      | $558.08       | 0.00%             | 2026-05-19      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 8609849.SRDSQ                                       | 8609849.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15978 | PA      | $15352.75     | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3909977.SRDUP                                    | CBM3909977.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1270 | PA      | $1267.06      | 0.00%             | 2026-08-02      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| CBM3911183.SRDUP                                    | CBM3911183.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23347 | PA      | $23603.31     | 0.00%             | 2028-08-02      | Fixed         | 26.29%                | Yes           |                  3 | On Loan: No      |
| 8896300.SRDSQ                                       | 8896300.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12742 | PA      | $11658.16     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8898145.SRDSQ                                       | 8898145.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3577 | PA      | $3304.52      | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8400852.SRDSQ                                       | 8400852.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2119.19      | 0.00%             | 2026-05-20      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8543481.SRDSQ                                       | 8543481.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1718 | PA      | $1648.89      | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5008519.SRDUP                                    | DRB5008519.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $1140.75      | 0.00%             | 2030-02-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5176837.SRDUP                                    | DRB5176837.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5619.80      | 0.00%             | 2030-04-03      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| 8894456.SRDSQ                                       | 8894456.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3589 | PA      | $3348.78      | 0.00%             | 2026-09-27      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| CBM3911971.SRDUP                                    | CBM3911971.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10460 | PA      | $10660.97     | 0.00%             | 2028-08-03      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| CBM3913524.SRDUP                                    | CBM3913524.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26937 | PA      | $7428.09      | 0.00%             | 2028-08-04      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| CBM5176915.SRDUP                                    | CBM5176915.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5886 | PA      | $5803.78      | 0.00%             | 2030-04-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 8592902.SRDSQ                                       | 8592902.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14990 | PA      | $14259.92     | 0.00%             | 2026-07-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8643519.SRDSQ                                       | 8643519.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5368 | PA      | $5046.98      | 0.00%             | 2026-07-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8639575.SRDSQ                                       | 8639575.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2072 | PA      | $1992.86      | 0.00%             | 2026-07-22      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8798194.SRDSQ                                       | 8798194.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13076 | PA      | $11914.36     | 0.00%             | 2026-09-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5176843.SRDUP                                    | DRB5176843.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4532.74      | 0.00%             | 2028-04-03      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| DRB5176971.SRDUP                                    | DRB5176971.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15396 | PA      | $15246.31     | 0.00%             | 2030-04-03      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| CBM3913152.SRDUP                                    | CBM3913152.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3620 | PA      | $3663.15      | 0.00%             | 2028-08-04      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| CBM3914140.SRDUP                                    | CBM3914140.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3786 | PA      | $3777.81      | 0.00%             | 2026-08-04      | Fixed         | 20.37%                | Yes           |                  3 | On Loan: No      |
| L3500895.SRDUP                                      | L3500895.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $1021.50      | 0.00%             | 2027-10-13      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3959379.SRDUP                                      | L3959379.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5902 | PA      | $5943.95      | 0.00%             | 2028-09-05      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| DRB5006382.SRDUP                                    | DRB5006382.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14420 | PA      | $13944.26     | 0.00%             | 2030-02-06      | Fixed         | 27.18%                | Yes           |                  3 | On Loan: No      |
| DRB5009573.SRDUP                                    | DRB5009573.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $2378.70      | 0.00%             | 2030-02-07      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| CBM3912534.SRDUP                                    | CBM3912534.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       808 | PA      | $813.71       | 0.00%             | 2028-08-03      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| CBM5181400.SRDUP                                    | CBM5181400.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2859.71      | 0.00%             | 2030-04-04      | Fixed         | 29.31%                | Yes           |                  3 | On Loan: No      |
| 8632543.SRDSQ                                       | 8632543.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       789 | PA      | $759.59       | 0.00%             | 2026-07-19      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8652521.SRDSQ                                       | 8652521.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19227 | PA      | $18209.70     | 0.00%             | 2026-07-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| CBM5178782.SRDUP                                    | CBM5178782.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1676.04      | 0.00%             | 2030-04-03      | Fixed         | 23.69%                | Yes           |                  3 | On Loan: No      |
| CBM5187030.SRDUP                                    | CBM5187030.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10800 | PA      | $10666.29     | 0.00%             | 2030-04-07      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| DRB5178442.SRDUP                                    | DRB5178442.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3158 | PA      | $3118.45      | 0.00%             | 2028-04-03      | Fixed         | 30.85%                | Yes           |                  3 | On Loan: No      |
| FW3298513.SRDUP                                     | FW3298513.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       340 | PA      | $49.16        | 0.00%             | 2025-07-21      | Fixed         | 16.72%                | Yes           |                  3 | On Loan: No      |
| 8817297.SRDSQ                                       | 8817297.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4815 | PA      | $4481.06      | 0.00%             | 2026-09-10      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8843876.SRDSQ                                       | 8843876.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2162 | PA      | $2031.54      | 0.00%             | 2026-09-14      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| L5177376.SRDUP                                      | L5177376.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2675.34      | 0.00%             | 2028-04-03      | Fixed         | 18.46%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       778 | NC      | $856998.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 204393944.SRDLC                                     | 204393944.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4768 | PA      | $4703.65      | 0.00%             | 2026-10-10      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 204700848.SRDLC                                     | 204700848.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10817 | PA      | $10674.03     | 0.00%             | 2026-11-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW5008486.SRDUP                                     | FW5008486.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9668 | PA      | $9347.82      | 0.00%             | 2030-02-07      | Fixed         | 31.16%                | Yes           |                  3 | On Loan: No      |
| FW5177433.SRDUP                                     | FW5177433.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $2562.63      | 0.00%             | 2030-04-03      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -89 | NC      | $-467125.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Taranis Reinsurance DAC                             | Taranis Re DAC 2023-1 Class A                                     | CUSIP: 000000000<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |    359000 | PA      | $421137.79    | 0.03%             | 2028-01-21      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| 8857117.SRDSQ                                       | 8857117.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7513 | PA      | $6906.80      | 0.00%             | 2026-09-18      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8894734.SRDSQ                                       | 8894734.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $2752.23      | 0.00%             | 2026-09-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| L5002731.SRDUP                                      | L5002731.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2152 | PA      | $2108.69      | 0.00%             | 2030-02-05      | Fixed         | 18.22%                | Yes           |                  3 | On Loan: No      |
| L5177464.SRDUP                                      | L5177464.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $5049.44      | 0.00%             | 2030-04-03      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| FW3342621.SRDUP                                     | FW3342621.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6095 | PA      | $6329.07      | 0.00%             | 2027-08-09      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW4011466.SRDUP                                     | FW4011466.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       275 | PA      | $273.02       | 0.00%             | 2027-03-10      | Fixed         | 22.86%                | Yes           |                  3 | On Loan: No      |
| 8717791.SRDSQ                                       | 8717791.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     83971 | PA      | $79276.71     | 0.00%             | 2026-08-10      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8799880.SRDSQ                                       | 8799880.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7763 | PA      | $7006.01      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3320133.SRDUP                                      | L3320133.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8288 | PA      | $8517.13      | 0.00%             | 2027-08-01      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| L3331276.SRDUP                                      | L3331276.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       917 | PA      | $940.56       | 0.00%             | 2027-08-04      | Fixed         | 23.86%                | Yes           |                  3 | On Loan: No      |
| FW5004971.SRDUP                                     | FW5004971.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6600 | PA      | $3038.40      | 0.00%             | 2030-02-06      | Fixed         | 32.36%                | Yes           |                  3 | On Loan: No      |
| FW5010168.SRDUP                                     | FW5010168.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3682.67      | 0.00%             | 2030-02-07      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| DRB5003686.SRDUP                                    | DRB5003686.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4527 | PA      | $4367.18      | 0.00%             | 2028-02-05      | Fixed         | 30.18%                | Yes           |                  3 | On Loan: No      |
| DRB5180884.SRDUP                                    | DRB5180884.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16400 | PA      | $16274.48     | 0.00%             | 2030-04-04      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| FW4996095.SRDUP                                     | FW4996095.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4327 | PA      | $4174.77      | 0.00%             | 2030-02-03      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| L3328846.SRDUP                                      | L3328846.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       929 | PA      | $926.89       | 0.00%             | 2027-08-03      | Fixed         | 15.15%                | Yes           |                  3 | On Loan: No      |
| L5188124.SRDUP                                      | L5188124.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11500 | PA      | $11401.47     | 0.00%             | 2030-04-07      | Fixed         | 22.98%                | Yes           |                  3 | On Loan: No      |
| DRB5177180.SRDUP                                    | DRB5177180.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2857.84      | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5177287.SRDUP                                    | DRB5177287.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2457.26      | 0.00%             | 2030-04-03      | Fixed         | 32.36%                | Yes           |                  3 | On Loan: No      |
| 204788438.SRDLC                                     | 204788438.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2216.67      | 0.00%             | 2026-10-25      | Fixed         | 9.88%                 | Yes           |                  3 | On Loan: No      |
| 204852757.SRDLC                                     | 204852757.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3162 | PA      | $3159.03      | 0.00%             | 2027-10-24      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 27.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-11250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 28                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-6345.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186124468.SRDLC                                     | 186124468.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5644.23      | 0.00%             | 2027-02-28      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| 191816048.SRDLC                                     | 191816048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3234 | PA      | $3202.97      | 0.00%             | 2027-08-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW5002197.SRDUP                                     | FW5002197.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17157 | PA      | $16745.29     | 0.00%             | 2030-02-05      | Fixed         | 21.89%                | Yes           |                  3 | On Loan: No      |
| FW5177071.SRDUP                                     | FW5177071.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15500 | PA      | $15475.85     | 0.00%             | 2030-04-03      | Fixed         | 10.42%                | Yes           |                  3 | On Loan: No      |
| 8811106.SRDSQ                                       | 8811106.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3013 | PA      | $2862.61      | 0.00%             | 2026-09-07      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8817664.SRDSQ                                       | 8817664.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27816 | PA      | $25539.27     | 0.00%             | 2026-09-10      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| CBM3902412.SRDUP                                    | CBM3902412.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2794.68      | 0.00%             | 2026-08-04      | Fixed         | 25.25%                | Yes           |                  3 | On Loan: No      |
| CBM3910080.SRDUP                                    | CBM3910080.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1129 | PA      | $1140.05      | 0.00%             | 2028-08-02      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| L3500169.SRDUP                                      | L3500169.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1211 | PA      | $1249.83      | 0.00%             | 2027-10-13      | Fixed         | 22.76%                | Yes           |                  3 | On Loan: No      |
| L3911757.SRDUP                                      | L3911757.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17148 | PA      | $17481.10     | 0.00%             | 2028-08-03      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| FW3291834.SRDUP                                     | FW3291834.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       314 | PA      | $308.23       | 0.00%             | 2025-12-19      | Fixed         | 20.73%                | Yes           |                  3 | On Loan: No      |
| FW3342569.SRDUP                                     | FW3342569.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       283 | PA      | $283.19       | 0.00%             | 2026-01-09      | Fixed         | 20.93%                | Yes           |                  3 | On Loan: No      |
| 205078112.SRDLC                                     | 205078112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       494 | PA      | $494.85       | 0.00%             | 2025-11-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 205186172.SRDLC                                     | 205186172.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $610.46       | 0.00%             | 2026-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8846244.SRDSQ                                       | 8846244.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3186 | PA      | $2381.47      | 0.00%             | 2026-09-16      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8895156.SRDSQ                                       | 8895156.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    104709 | PA      | $98226.30     | 0.01%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3310852.SRDUP                                     | FW3310852.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       629 | PA      | $90.83        | 0.00%             | 2027-07-26      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| FW3312945.SRDUP                                     | FW3312945.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       164 | PA      | $164.38       | 0.00%             | 2025-07-27      | Fixed         | 12.26%                | Yes           |                  3 | On Loan: No      |
| L4008092.SRDUP                                      | L4008092.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25125 | PA      | $25604.94     | 0.00%             | 2028-10-06      | Fixed         | 12.27%                | Yes           |                  3 | On Loan: No      |
| L4009372.SRDUP                                      | L4009372.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26485 | PA      | $27024.44     | 0.00%             | 2028-10-06      | Fixed         | 11.70%                | Yes           |                  3 | On Loan: No      |
| 192047796.SRDLC                                     | 192047796.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22289 | PA      | $1992.61      | 0.00%             | 2027-08-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192817165.SRDLC                                     | 192817165.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9716 | PA      | $868.64       | 0.00%             | 2028-02-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3335330.SRDUP                                      | L3335330.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2729 | PA      | $2777.67      | 0.00%             | 2027-08-05      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3336612.SRDUP                                      | L3336612.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       490 | PA      | $487.90       | 0.00%             | 2025-08-08      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| 205440955.SRDLC                                     | 205440955.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5907 | PA      | $5814.55      | 0.00%             | 2026-12-06      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 206937677.SRDLC                                     | 206937677.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8518 | PA      | $8059.56      | 0.00%             | 2027-03-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB4998676.SRDUP                                    | DRB4998676.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6882 | PA      | $6644.32      | 0.00%             | 2030-02-04      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| DRB4999560.SRDUP                                    | DRB4999560.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1066 | PA      | $1039.41      | 0.00%             | 2030-02-04      | Fixed         | 25.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 28.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 28.5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-10860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178423.SRDUP                                    | DRB5178423.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1300 | PA      | $1281.21      | 0.00%             | 2030-04-03      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| DRB5178694.SRDUP                                    | DRB5178694.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2276 | PA      | $2260.98      | 0.00%             | 2028-04-03      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| 8789102.SRDSQ                                       | 8789102.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $933.27       | 0.00%             | 2026-09-01      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8799494.SRDSQ                                       | 8799494.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10253 | PA      | $9598.19      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3324396.SRDUP                                     | FW3324396.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2305 | PA      | $2388.84      | 0.00%             | 2027-08-02      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| FW3394390.SRDUP                                     | FW3394390.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3612 | PA      | $3655.94      | 0.00%             | 2027-09-10      | Fixed         | 27.09%                | Yes           |                  3 | On Loan: No      |
| 207018904.SRDLC                                     | 207018904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11636 | PA      | $11137.44     | 0.00%             | 2029-03-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207490555.SRDLC                                     | 207490555.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3839 | PA      | $3599.70      | 0.00%             | 2027-04-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008894.SRDUP                                    | DRB5008894.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5785 | PA      | $5592.08      | 0.00%             | 2030-02-07      | Fixed         | 31.62%                | Yes           |                  3 | On Loan: No      |
| DRB5010195.SRDUP                                    | DRB5010195.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4142 | PA      | $4000.06      | 0.00%             | 2028-02-07      | Fixed         | 30.41%                | Yes           |                  3 | On Loan: No      |
| L3342266.SRDUP                                      | L3342266.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1798 | PA      | $1848.15      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3907695.SRDUP                                      | L3907695.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26773 | PA      | $27043.47     | 0.00%             | 2028-08-02      | Fixed         | 14.79%                | Yes           |                  3 | On Loan: No      |
| L4009689.SRDUP                                      | L4009689.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7915 | PA      | $7966.17      | 0.00%             | 2028-10-06      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| DRB5181496.SRDUP                                    | DRB5181496.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6900 | PA      | $6803.29      | 0.00%             | 2030-04-04      | Fixed         | 31.72%                | Yes           |                  3 | On Loan: No      |
| DRB5188675.SRDUP                                    | DRB5188675.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5630.52      | 0.00%             | 2030-04-07      | Fixed         | 24.64%                | Yes           |                  3 | On Loan: No      |
| CBM4009149.SRDUP                                    | CBM4009149.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5121 | PA      | $2620.80      | 0.00%             | 2029-03-06      | Fixed         | 26.65%                | Yes           |                  3 | On Loan: No      |
| CBM5178198.SRDUP                                    | CBM5178198.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5419.35      | 0.00%             | 2028-04-03      | Fixed         | 30.68%                | Yes           |                  3 | On Loan: No      |
| 207924509.SRDLC                                     | 207924509.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8452 | PA      | $7802.02      | 0.00%             | 2029-04-23      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 212308415.SRDLC                                     | 212308415.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13077 | PA      | $12342.97     | 0.00%             | 2029-11-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 193013525.SRDLC                                     | 193013525.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2297 | PA      | $2370.77      | 0.00%             | 2026-08-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 194515534.SRDLC                                     | 194515534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3271 | PA      | $3249.89      | 0.00%             | 2025-10-14      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| FW3903662.SRDUP                                     | FW3903662.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23912 | PA      | $4668.37      | 0.00%             | 2028-08-04      | Fixed         | 25.51%                | Yes           |                  3 | On Loan: No      |
| FW3904151.SRDUP                                     | FW3904151.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26212 | PA      | $24995.41     | 0.00%             | 2029-01-02      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| L3910221.SRDUP                                      | L3910221.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1362.95      | 0.00%             | 2028-08-02      | Fixed         | 15.97%                | Yes           |                  3 | On Loan: No      |
| L3955835.SRDUP                                      | L3955835.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1365.60      | 0.00%             | 2028-09-05      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| FW3336660.SRDUP                                     | FW3336660.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3159 | PA      | $3288.21      | 0.00%             | 2027-08-08      | Fixed         | 27.43%                | Yes           |                  3 | On Loan: No      |
| FW4998047.SRDUP                                     | FW4998047.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2261 | PA      | $2182.95      | 0.00%             | 2030-02-04      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| 212494426.SRDLC                                     | 212494426.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8127 | PA      | $225.16       | 0.00%             | 2029-11-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212543418.SRDLC                                     | 212543418.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9324 | PA      | $8937.65      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM5186767.SRDUP                                    | CBM5186767.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4778 | PA      | $4720.46      | 0.00%             | 2030-04-07      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB4995703.SRDUP                                    | DRB4995703.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $1737.37      | 0.00%             | 2030-02-03      | Fixed         | 30.81%                | Yes           |                  3 | On Loan: No      |
| 206340202.SRDLC                                     | 206340202.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2678 | PA      | $2670.69      | 0.00%             | 2026-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206463820.SRDLC                                     | 206463820.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12164 | PA      | $717.68       | 0.00%             | 2027-02-05      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| DRB5178879.SRDUP                                    | DRB5178879.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17000 | PA      | $16888.31     | 0.00%             | 2028-04-03      | Fixed         | 16.84%                | Yes           |                  3 | On Loan: No      |
| FW3292015.SRDUP                                     | FW3292015.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6478 | PA      | $6803.43      | 0.00%             | 2028-01-03      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| FW3295540.SRDUP                                     | FW3295540.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $349.96       | 0.00%             | 2027-07-20      | Fixed         | 16.35%                | Yes           |                  3 | On Loan: No      |
| FW3312467.SRDUP                                     | FW3312467.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7006 | PA      | $7141.80      | 0.00%             | 2027-07-27      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| FW3401732.SRDUP                                     | FW3401732.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9550 | PA      | $9487.88      | 0.00%             | 2027-09-15      | Fixed         | 34.63%                | Yes           |                  3 | On Loan: No      |
| FW3957681.SRDUP                                     | FW3957681.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1493 | PA      | $823.87       | 0.00%             | 2028-09-05      | Fixed         | 29.31%                | Yes           |                  3 | On Loan: No      |
| 204377853.SRDLC                                     | 204377853.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4711 | PA      | $4708.33      | 0.00%             | 2027-10-05      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 204976977.SRDLC                                     | 204976977.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3191 | PA      | $3197.01      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB4996939.SRDUP                                    | DRB4996939.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9504 | PA      | $9270.49      | 0.00%             | 2030-02-03      | Fixed         | 21.19%                | Yes           |                  3 | On Loan: No      |
| DRB4999572.SRDUP                                    | DRB4999572.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4424 | PA      | $4271.12      | 0.00%             | 2030-02-04      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| 213012488.SRDLC                                     | 213012488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9408 | PA      | $9025.28      | 0.00%             | 2028-01-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213758346.SRDLC                                     | 213758346.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18903 | PA      | $18858.74     | 0.00%             | 2029-01-21      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| L3956519.SRDUP                                      | L3956519.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1132.14      | 0.00%             | 2028-09-05      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| L4010303.SRDUP                                      | L4010303.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5659 | PA      | $5739.43      | 0.00%             | 2028-10-10      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| FW3910270.SRDUP                                     | FW3910270.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1452 | PA      | $1470.13      | 0.00%             | 2028-08-02      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| FW3911096.SRDUP                                     | FW3911096.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       946 | PA      | $957.39       | 0.00%             | 2028-08-02      | Fixed         | 27.27%                | Yes           |                  3 | On Loan: No      |
| FW5000126.SRDUP                                     | FW5000126.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3494.49      | 0.00%             | 2030-02-04      | Fixed         | 18.54%                | Yes           |                  3 | On Loan: No      |
| FW5181387.SRDUP                                     | FW5181387.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4388 | PA      | $4326.89      | 0.00%             | 2030-04-04      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| CBM3910123.SRDUP                                    | CBM3910123.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3256 | PA      | $3266.49      | 0.00%             | 2028-08-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| CBM3911508.SRDUP                                    | CBM3911508.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13533 | PA      | $13726.07     | 0.00%             | 2028-08-03      | Fixed         | 25.51%                | Yes           |                  3 | On Loan: No      |
| 206489104.SRDLC                                     | 206489104.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4412 | PA      | $4210.10      | 0.00%             | 2029-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206530264.SRDLC                                     | 206530264.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5332 | PA      | $5080.92      | 0.00%             | 2027-02-06      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3328756.SRDUP                                     | FW3328756.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5893 | PA      | $5967.60      | 0.00%             | 2027-08-03      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| FW3331725.SRDUP                                     | FW3331725.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       875 | PA      | $897.87       | 0.00%             | 2027-08-04      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| FW3296412.SRDUP                                     | FW3296412.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2861 | PA      | $2944.57      | 0.00%             | 2027-07-20      | Fixed         | 24.47%                | Yes           |                  3 | On Loan: No      |
| FW3298714.SRDUP                                     | FW3298714.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       818 | PA      | $817.88       | 0.00%             | 2025-07-21      | Fixed         | 11.53%                | Yes           |                  3 | On Loan: No      |
| 205162420.SRDLC                                     | 205162420.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1008 | PA      | $1012.57      | 0.00%             | 2025-11-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205295666.SRDLC                                     | 205295666.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7444 | PA      | $7411.92      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3954375.SRDUP                                     | FW3954375.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2969 | PA      | $2985.11      | 0.00%             | 2028-09-01      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| FW3961051.SRDUP                                     | FW3961051.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3122 | PA      | $3152.79      | 0.00%             | 2028-09-06      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| 206540932.SRDLC                                     | 206540932.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1376 | PA      | $1307.62      | 0.00%             | 2027-02-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207766989.SRDLC                                     | 207766989.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20084 | PA      | $19121.77     | 0.00%             | 2028-04-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 28.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-16400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 29                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-25630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5179324.SRDUP                                     | FW5179324.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1971.49      | 0.00%             | 2030-04-03      | Fixed         | 26.75%                | Yes           |                  3 | On Loan: No      |
| L3309713.SRDUP                                      | L3309713.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3400 | PA      | $3463.91      | 0.00%             | 2027-07-26      | Fixed         | 15.54%                | Yes           |                  3 | On Loan: No      |
| L3320167.SRDUP                                      | L3320167.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1992 | PA      | $2047.53      | 0.00%             | 2027-08-01      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| L3394493.SRDUP                                      | L3394493.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35164 | PA      | $36638.08     | 0.00%             | 2028-02-02      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| FW3301471.SRDUP                                     | FW3301471.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       685 | PA      | $697.07       | 0.00%             | 2027-07-22      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| FW3316990.SRDUP                                     | FW3316990.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        41 | PA      | $39.28        | 0.00%             | 2027-08-01      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| FW4010758.SRDUP                                     | FW4010758.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5300 | PA      | $5336.88      | 0.00%             | 2028-10-10      | Fixed         | 28.11%                | Yes           |                  3 | On Loan: No      |
| FW4012199.SRDUP                                     | FW4012199.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2994 | PA      | $3014.28      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| CBM5008732.SRDUP                                    | CBM5008732.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $949.72       | 0.00%             | 2030-02-07      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| DRB5009742.SRDUP                                    | DRB5009742.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5409 | PA      | $5229.97      | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| L3541676.SRDUP                                      | L3541676.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       535 | PA      | $531.39       | 0.00%             | 2025-11-01      | Fixed         | 15.78%                | Yes           |                  3 | On Loan: No      |
| L3957863.SRDUP                                      | L3957863.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       713 | PA      | $710.81       | 0.00%             | 2026-09-05      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| 210870244.SRDLC                                     | 210870244.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23612 | PA      | $22312.43     | 0.00%             | 2029-09-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211259987.SRDLC                                     | 211259987.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18894 | PA      | $17683.22     | 0.00%             | 2029-09-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW5178890.SRDUP                                     | FW5178890.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14600 | PA      | $14388.49     | 0.00%             | 2028-04-03      | Fixed         | 27.41%                | Yes           |                  3 | On Loan: No      |
| L3291157.SRDUP                                      | L3291157.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5707 | PA      | $5892.43      | 0.00%             | 2027-07-18      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jul25P 29.25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-18550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     Sep25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -212 | NC      | $-322887.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE/MIB IDX FUT  Jun25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |       -44 | NC      | $310955.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE Taiwan Index May25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -22 | NC      | $-15272.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211319132.SRDLC                                     | 211319132.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2949 | PA      | $2817.01      | 0.00%             | 2026-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211456925.SRDLC                                     | 211456925.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3498 | PA      | $3245.09      | 0.00%             | 2027-10-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3319916.SRDUP                                     | FW3319916.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3241 | PA      | $3361.59      | 0.00%             | 2027-08-16      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW3340712.SRDUP                                     | FW3340712.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1106 | PA      | $1151.82      | 0.00%             | 2027-08-09      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| DRB5010207.SRDUP                                    | DRB5010207.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1278 | PA      | $1235.75      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| DRB5177420.SRDUP                                    | DRB5177420.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11903.17     | 0.00%             | 2030-04-03      | Fixed         | 22.38%                | Yes           |                  3 | On Loan: No      |
| L3297779.SRDUP                                      | L3297779.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       560 | PA      | $570.32       | 0.00%             | 2027-07-26      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3304611.SRDUP                                      | L3304611.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5571 | PA      | $5670.54      | 0.00%             | 2027-07-25      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1525                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -4 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25C 1.1575                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-2550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205403601.SRDLC                                     | 205403601.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13520 | PA      | $13286.46     | 0.00%             | 2026-11-27      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 206483383.SRDLC                                     | 206483383.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3751 | PA      | $3686.47      | 0.00%             | 2026-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3342276.SRDUP                                     | FW3342276.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5604 | PA      | $5777.76      | 0.00%             | 2027-08-24      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| FW3345143.SRDUP                                     | FW3345143.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       625 | PA      | $622.74       | 0.00%             | 2025-08-10      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| L3312209.SRDUP                                      | L3312209.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1460 | PA      | $210.87       | 0.00%             | 2027-07-27      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| L3325657.SRDUP                                      | L3325657.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10545 | PA      | $10810.07     | 0.00%             | 2027-08-02      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| FW3954298.SRDUP                                     | FW3954298.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3245 | PA      | $3268.32      | 0.00%             | 2028-09-01      | Fixed         | 26.03%                | Yes           |                  3 | On Loan: No      |
| FW4011508.SRDUP                                     | FW4011508.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5423 | PA      | $5470.39      | 0.00%             | 2028-10-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8800524.SRDSQ                                       | 8800524.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12242 | PA      | $11343.49     | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8818061.SRDSQ                                       | 8818061.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7455 | PA      | $6883.53      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3394775.SRDUP                                     | FW3394775.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4507 | PA      | $4672.99      | 0.00%             | 2027-09-02      | Fixed         | 34.16%                | Yes           |                  3 | On Loan: No      |
| FW3542669.SRDUP                                     | FW3542669.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15224 | PA      | $15640.95     | 0.00%             | 2027-11-01      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| CBM4008130.SRDUP                                    | CBM4008130.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8313 | PA      | $8303.69      | 0.00%             | 2028-10-06      | Fixed         | 27.12%                | Yes           |                  3 | On Loan: No      |
| DRB4998523.SRDUP                                    | DRB4998523.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16002 | PA      | $15455.85     | 0.00%             | 2030-02-04      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| 211641271.SRDLC                                     | 211641271.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4889 | PA      | $4537.41      | 0.00%             | 2029-11-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211836473.SRDLC                                     | 211836473.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13196 | PA      | $13068.87     | 0.00%             | 2030-10-24      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214026091.SRDLC                                     | 214026091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38070 | PA      | $37864.84     | 0.00%             | 2028-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 214165804.SRDLC                                     | 214165804.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21279 | PA      | $21246.44     | 0.00%             | 2028-02-05      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| FW4996832.SRDUP                                     | FW4996832.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8889 | PA      | $8581.20      | 0.00%             | 2030-02-03      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| FW5009868.SRDUP                                     | FW5009868.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2099 | PA      | $2064.89      | 0.00%             | 2028-02-07      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| FW4012678.SRDUP                                     | FW4012678.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $2931.13      | 0.00%             | 2028-10-10      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| FW4012765.SRDUP                                     | FW4012765.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42077 | PA      | $6075.87      | 0.00%             | 2028-10-10      | Fixed         | 14.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May25P 1.055                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -16 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT Oct25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -174 | NC      | $-565858.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5009782.SRDUP                                    | DRB5009782.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3346 | PA      | $3237.65      | 0.00%             | 2030-02-07      | Fixed         | 25.69%                | Yes           |                  3 | On Loan: No      |
| DRB5009885.SRDUP                                    | DRB5009885.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6572 | PA      | $6438.93      | 0.00%             | 2030-02-07      | Fixed         | 23.56%                | Yes           |                  3 | On Loan: No      |
| Lion III Re DAC                                     | Lion III Re DAC 2021-1                                            | CUSIP: 000000000<br>LEI: 6354006E8VRXKKHS6U06 | Long             | DBT              | CORP              | IE        |    518000 | PA      | $586942.36    | 0.04%             | 2025-07-16      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 131                                                      | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   4992000 | PA      | $5050451.33   | 0.30%             | 2026-03-31      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| 8844536.SRDSQ                                       | 8844536.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14768 | PA      | $13908.65     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845588.SRDSQ                                       | 8845588.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13597 | PA      | $12749.72     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5178816.SRDUP                                    | DRB5178816.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3911 | PA      | $3856.62      | 0.00%             | 2030-04-03      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5186374.SRDUP                                    | DRB5186374.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14000 | PA      | $13888.76     | 0.00%             | 2028-04-07      | Fixed         | 19.65%                | Yes           |                  3 | On Loan: No      |
| FW5009810.SRDUP                                     | FW5009810.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7840 | PA      | $7657.32      | 0.00%             | 2030-02-07      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| FW5176984.SRDUP                                     | FW5176984.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1692.08      | 0.00%             | 2030-04-03      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| 206522563.SRDLC                                     | 206522563.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12845 | PA      | $12564.38     | 0.00%             | 2030-02-01      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206585690.SRDLC                                     | 206585690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5747 | PA      | $5446.51      | 0.00%             | 2027-02-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L4008563.SRDUP                                      | L4008563.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11232 | PA      | $11343.92     | 0.00%             | 2028-10-06      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| L4011587.SRDUP                                      | L4011587.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14600 | PA      | $14699.05     | 0.00%             | 2028-10-10      | Fixed         | 18.07%                | Yes           |                  3 | On Loan: No      |
| FW3500327.SRDUP                                     | FW3500327.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10557 | PA      | $11045.97     | 0.00%             | 2027-10-16      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| FW3500761.SRDUP                                     | FW3500761.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       988 | PA      | $988.52       | 0.00%             | 2025-10-13      | Fixed         | 22.35%                | Yes           |                  3 | On Loan: No      |
| DRB5009916.SRDUP                                    | DRB5009916.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1573 | PA      | $1520.93      | 0.00%             | 2030-02-07      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| DRB5010325.SRDUP                                    | DRB5010325.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1242 | PA      | $1221.53      | 0.00%             | 2028-02-07      | Fixed         | 16.17%                | Yes           |                  3 | On Loan: No      |
| 206859256.SRDLC                                     | 206859256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5280 | PA      | $5131.28      | 0.00%             | 2029-02-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 207454646.SRDLC                                     | 207454646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9891 | PA      | $636.83       | 0.00%             | 2028-04-02      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW3542869.SRDUP                                     | FW3542869.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9365 | PA      | $9495.62      | 0.00%             | 2027-11-02      | Fixed         | 17.18%                | Yes           |                  3 | On Loan: No      |
| FW3911028.SRDUP                                     | FW3911028.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4076 | PA      | $4116.86      | 0.00%             | 2028-08-02      | Fixed         | 14.95%                | Yes           |                  3 | On Loan: No      |
| 8865022.SRDSQ                                       | 8865022.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3902 | PA      | $3645.64      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8883615.SRDSQ                                       | 8883615.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23267 | PA      | $21816.82     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3300956.SRDUP                                      | L3300956.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4345 | PA      | $4444.53      | 0.00%             | 2027-12-27      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| L3305587.SRDUP                                      | L3305587.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2173 | PA      | $2247.40      | 0.00%             | 2028-05-25      | Fixed         | 24.27%                | Yes           |                  3 | On Loan: No      |
| FW3909883.SRDUP                                     | FW3909883.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2046 | PA      | $2026.49      | 0.00%             | 2026-08-02      | Fixed         | 24.85%                | Yes           |                  3 | On Loan: No      |
| FW3910507.SRDUP                                     | FW3910507.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3031 | PA      | $3019.98      | 0.00%             | 2026-08-02      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| 211112008.SRDLC                                     | 211112008.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $820.65       | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211489874.SRDLC                                     | 211489874.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9877 | PA      | $9292.59      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW5177346.SRDUP                                     | FW5177346.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5420.10      | 0.00%             | 2030-04-03      | Fixed         | 32.16%                | Yes           |                  3 | On Loan: No      |
| FW5189531.SRDUP                                     | FW5189531.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6700 | PA      | $6615.05      | 0.00%             | 2028-04-07      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| FW3913294.SRDUP                                     | FW3913294.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20691 | PA      | $21090.30     | 0.00%             | 2028-08-04      | Fixed         | 13.71%                | Yes           |                  3 | On Loan: No      |
| FW3913392.SRDUP                                     | FW3913392.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36570 | PA      | $36702.55     | 0.00%             | 2028-08-04      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| CBM3911896.SRDUP                                    | CBM3911896.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1210 | PA      | $1219.61      | 0.00%             | 2028-08-03      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| CBM4007968.SRDUP                                    | CBM4007968.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13581 | PA      | $13641.90     | 0.00%             | 2028-10-06      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| L5001566.SRDUP                                      | L5001566.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $1033.02      | 0.00%             | 2028-02-05      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| L5004054.SRDUP                                      | L5004054.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10541 | PA      | $10330.40     | 0.00%             | 2030-02-05      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| 214174573.SRDLC                                     | 214174573.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14792 | PA      | $14175.57     | 0.00%             | 2030-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214361648.SRDLC                                     | 214361648.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22531 | PA      | $21854.97     | 0.00%             | 2030-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L3320163.SRDUP                                      | L3320163.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       926 | PA      | $919.60       | 0.00%             | 2025-08-01      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| L3331686.SRDUP                                      | L3331686.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6087 | PA      | $6183.89      | 0.00%             | 2027-08-04      | Fixed         | 14.06%                | Yes           |                  3 | On Loan: No      |
| Totara Re Pte. Ltd.                                 | Totara Re Pte. 2023-1                                             | CUSIP: 000000000<br>LEI: 984500B2A09D0F655059 | Long             | DBT              | CORP              | SG        |   3304000 | PA      | $2010989.85   | 0.12%             | 2027-06-08      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| King Max Re DAC                                     | King Max Re DAC                                                   | CUSIP: 000000000<br>LEI: 635400D6MW4WMVI42S36 | Long             | DBT              | CORP              | IE        |   1070000 | PA      | $1221453.13   | 0.07%             | 2027-01-06      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| FW3910584.SRDUP                                     | FW3910584.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35306 | PA      | $35824.92     | 0.00%             | 2028-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| FW3954472.SRDUP                                     | FW3954472.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1632 | PA      | $1616.69      | 0.00%             | 2026-09-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| CBM4008140.SRDUP                                    | CBM4008140.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4642 | PA      | $4662.44      | 0.00%             | 2028-10-06      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| CBM5009056.SRDUP                                    | CBM5009056.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3352 | PA      | $3269.56      | 0.00%             | 2030-02-07      | Fixed         | 32.29%                | Yes           |                  3 | On Loan: No      |
| 215056068.SRDLC                                     | 215056068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9493 | PA      | $9196.08      | 0.00%             | 2029-03-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8181105.SRDSQ                                       | 8181105.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1477 | PA      | $1244.98      | 0.00%             | 2026-03-13      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| L3337320.SRDUP                                      | L3337320.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2806.63      | 0.00%             | 2027-08-15      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L4008508.SRDUP                                      | L4008508.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12066 | PA      | $11934.61     | 0.00%             | 2027-03-06      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| FW3955805.SRDUP                                     | FW3955805.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4913 | PA      | $709.39       | 0.00%             | 2028-09-05      | Fixed         | 29.60%                | Yes           |                  3 | On Loan: No      |
| FW3960519.SRDUP                                     | FW3960519.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1403 | PA      | $1390.93      | 0.00%             | 2026-09-05      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| L5010177.SRDUP                                      | L5010177.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2200.59      | 0.00%             | 2030-02-07      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| L5181438.SRDUP                                      | L5181438.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6969.52      | 0.00%             | 2030-04-04      | Fixed         | 13.07%                | Yes           |                  3 | On Loan: No      |
| L5006467.SRDUP                                      | L5006467.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1177 | PA      | $1153.25      | 0.00%             | 2030-02-06      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| FW3294098.SRDUP                                     | FW3294098.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2343 | PA      | $2453.14      | 0.00%             | 2027-07-21      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW3345093.SRDUP                                     | FW3345093.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40331 | PA      | $7783.21      | 0.00%             | 2028-01-10      | Fixed         | 15.65%                | Yes           |                  3 | On Loan: No      |
| DRB5177031.SRDUP                                    | DRB5177031.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2661.23      | 0.00%             | 2030-04-03      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| DRB5179335.SRDUP                                    | DRB5179335.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40000 | PA      | $39603.59     | 0.00%             | 2030-04-03      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 8344260.SRDSQ                                       | 8344260.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1425 | PA      | $1385.85      | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8369178.SRDSQ                                       | 8369178.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4737 | PA      | $4116.35      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW5178905.SRDUP                                     | FW5178905.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4154 | PA      | $4095.33      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| L3298313.SRDUP                                      | L3298313.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $4095.79      | 0.00%             | 2027-12-21      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| L3310016.SRDUP                                      | L3310016.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4066 | PA      | $4146.61      | 0.00%             | 2027-07-26      | Fixed         | 17.41%                | Yes           |                  3 | On Loan: No      |
| L3320338.SRDUP                                      | L3320338.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       171 | PA      | $170.15       | 0.00%             | 2025-08-01      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| L3342908.SRDUP                                      | L3342908.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7533 | PA      | $7633.65      | 0.00%             | 2027-08-10      | Fixed         | 11.90%                | Yes           |                  3 | On Loan: No      |
| L3344903.SRDUP                                      | L3344903.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12464 | PA      | $12698.68     | 0.00%             | 2027-08-15      | Fixed         | 12.02%                | Yes           |                  3 | On Loan: No      |
| CBM5181420.SRDUP                                    | CBM5181420.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19000 | PA      | $18736.66     | 0.00%             | 2030-04-04      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| DRB4998395.SRDUP                                    | DRB4998395.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1669 | PA      | $1627.99      | 0.00%             | 2030-02-04      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| L3325596.SRDUP                                      | L3325596.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3452 | PA      | $3480.32      | 0.00%             | 2027-08-02      | Fixed         | 14.90%                | Yes           |                  3 | On Loan: No      |
| L3334780.SRDUP                                      | L3334780.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27587 | PA      | $28071.82     | 0.00%             | 2027-08-05      | Fixed         | 13.56%                | Yes           |                  3 | On Loan: No      |
| L3329389.SRDUP                                      | L3329389.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       776 | PA      | $773.91       | 0.00%             | 2025-08-03      | Fixed         | 11.77%                | Yes           |                  3 | On Loan: No      |
| L3336656.SRDUP                                      | L3336656.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4863 | PA      | $5005.56      | 0.00%             | 2027-08-08      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| FW4011465.SRDUP                                     | FW4011465.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4636 | PA      | $4596.67      | 0.00%             | 2026-10-10      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW4996455.SRDUP                                     | FW4996455.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8836 | PA      | $8529.66      | 0.00%             | 2030-02-03      | Fixed         | 25.56%                | Yes           |                  3 | On Loan: No      |
| 212220783.SRDLC                                     | 212220783.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7459 | PA      | $7134.27      | 0.00%             | 2028-11-13      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212536216.SRDLC                                     | 212536216.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1082 | PA      | $1012.73      | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8396252.SRDSQ                                       | 8396252.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     62119 | PA      | $54235.66     | 0.00%             | 2026-05-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8412734.SRDSQ                                       | 8412734.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5548 | PA      | $5256.91      | 0.00%             | 2026-05-22      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| FW4008403.SRDUP                                     | FW4008403.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1990 | PA      | $2014.96      | 0.00%             | 2028-10-06      | Fixed         | 20.11%                | Yes           |                  3 | On Loan: No      |
| FW4008687.SRDUP                                     | FW4008687.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1163 | PA      | $1167.84      | 0.00%             | 2028-10-06      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5003240.SRDUP                                    | DRB5003240.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5702 | PA      | $5507.80      | 0.00%             | 2030-02-05      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| DRB5186916.SRDUP                                    | DRB5186916.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2489.46      | 0.00%             | 2030-04-07      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| DRB5187253.SRDUP                                    | DRB5187253.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1486.93      | 0.00%             | 2030-04-07      | Fixed         | 26.05%                | Yes           |                  3 | On Loan: No      |
| DRB5193162.SRDUP                                    | DRB5193162.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1600 | PA      | $1579.94      | 0.00%             | 2030-04-07      | Fixed         | 31.63%                | Yes           |                  3 | On Loan: No      |
| 8561090.SRDSQ                                       | 8561090.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3065 | PA      | $2704.08      | 0.00%             | 2026-07-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8598655.SRDSQ                                       | 8598655.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25455 | PA      | $23372.78     | 0.00%             | 2026-07-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| FW4007971.SRDUP                                     | FW4007971.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1652 | PA      | $1660.36      | 0.00%             | 2028-10-06      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW4008039.SRDUP                                     | FW4008039.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13280 | PA      | $13327.76     | 0.00%             | 2028-10-06      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| 212090690.SRDLC                                     | 212090690.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5667 | PA      | $5347.08      | 0.00%             | 2028-11-08      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212515204.SRDLC                                     | 212515204.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4499 | PA      | $4232.47      | 0.00%             | 2027-11-27      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| L3337180.SRDUP                                      | L3337180.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11710 | PA      | $12060.93     | 0.00%             | 2027-08-08      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| L3342129.SRDUP                                      | L3342129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6032 | PA      | $6202.79      | 0.00%             | 2027-08-09      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| L4009582.SRDUP                                      | L4009582.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10632 | PA      | $10733.08     | 0.00%             | 2028-10-06      | Fixed         | 23.38%                | Yes           |                  3 | On Loan: No      |
| L5177405.SRDUP                                      | L5177405.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3079.66      | 0.00%             | 2028-04-03      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| FW4012738.SRDUP                                     | FW4012738.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1478 | PA      | $1486.29      | 0.00%             | 2028-10-10      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW5007503.SRDUP                                     | FW5007503.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4423 | PA      | $4275.11      | 0.00%             | 2030-02-06      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| FW4008099.SRDUP                                     | FW4008099.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2379.92      | 0.00%             | 2026-10-06      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| FW4008408.SRDUP                                     | FW4008408.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2929 | PA      | $2923.81      | 0.00%             | 2028-10-06      | Fixed         | 29.06%                | Yes           |                  3 | On Loan: No      |
| L3331188.SRDUP                                      | L3331188.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1220 | PA      | $1253.73      | 0.00%             | 2027-08-04      | Fixed         | 23.41%                | Yes           |                  3 | On Loan: No      |
| L3341076.SRDUP                                      | L3341076.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1700.13      | 0.00%             | 2025-08-09      | Fixed         | 10.32%                | Yes           |                  3 | On Loan: No      |
| 213670201.SRDLC                                     | 213670201.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $2624.91      | 0.00%             | 2027-01-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 213816391.SRDLC                                     | 213816391.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27026 | PA      | $26592.08     | 0.00%             | 2028-01-22      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L5186197.SRDUP                                      | L5186197.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3109 | PA      | $3092.38      | 0.00%             | 2028-04-07      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| 8610337.SRDSQ                                       | 8610337.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3854 | PA      | $3701.39      | 0.00%             | 2026-07-12      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8636609.SRDSQ                                       | 8636609.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1465 | PA      | $1376.65      | 0.00%             | 2026-07-21      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| FW4012663.SRDUP                                     | FW4012663.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $304.96       | 0.00%             | 2028-10-10      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| FW4012743.SRDUP                                     | FW4012743.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2663 | PA      | $2644.43      | 0.00%             | 2026-10-10      | Fixed         | 26.81%                | Yes           |                  3 | On Loan: No      |
| FW3295177.SRDUP                                     | FW3295177.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21293 | PA      | $21785.78     | 0.00%             | 2027-12-20      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| FW3297539.SRDUP                                     | FW3297539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1762.03      | 0.00%             | 2027-07-21      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| FW5008353.SRDUP                                     | FW5008353.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5193 | PA      | $5130.13      | 0.00%             | 2030-02-07      | Fixed         | 21.25%                | Yes           |                  3 | On Loan: No      |
| FW5181386.SRDUP                                     | FW5181386.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7400 | PA      | $7366.34      | 0.00%             | 2030-04-04      | Fixed         | 17.43%                | Yes           |                  3 | On Loan: No      |
| L3342287.SRDUP                                      | L3342287.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3671 | PA      | $3782.08      | 0.00%             | 2027-08-09      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| L3500600.SRDUP                                      | L3500600.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6277 | PA      | $6483.29      | 0.00%             | 2027-10-13      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| FW3292064.SRDUP                                     | FW3292064.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $973.40       | 0.00%             | 2027-07-19      | Fixed         | 29.51%                | Yes           |                  3 | On Loan: No      |
| FW3328999.SRDUP                                     | FW3328999.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $574.40       | 0.00%             | 2027-08-03      | Fixed         | 16.13%                | Yes           |                  3 | On Loan: No      |
| 8790392.SRDSQ                                       | 8790392.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       935 | PA      | $877.12       | 0.00%             | 2026-09-02      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8793207.SRDSQ                                       | 8793207.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10160 | PA      | $4658.81      | 0.00%             | 2026-09-03      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| FW4999539.SRDUP                                     | FW4999539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7078 | PA      | $6833.87      | 0.00%             | 2030-02-04      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| FW5010005.SRDUP                                     | FW5010005.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1329.60      | 0.00%             | 2030-02-07      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| L3909816.SRDUP                                      | L3909816.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34147 | PA      | $34465.48     | 0.00%             | 2028-08-02      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| L4008052.SRDUP                                      | L4008052.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14845 | PA      | $15046.74     | 0.00%             | 2028-10-06      | Fixed         | 17.66%                | Yes           |                  3 | On Loan: No      |
| 214269467.SRDLC                                     | 214269467.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3690 | PA      | $3677.31      | 0.00%             | 2027-02-11      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 214379605.SRDLC                                     | 214379605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32656 | PA      | $32581.75     | 0.00%             | 2027-03-05      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 8806476.SRDSQ                                       | 8806476.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14375 | PA      | $12013.67     | 0.00%             | 2026-09-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8814361.SRDSQ                                       | 8814361.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11351 | PA      | $10694.27     | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3345081.SRDUP                                      | L3345081.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5103 | PA      | $5245.38      | 0.00%             | 2027-08-10      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3388534.SRDUP                                      | L3388534.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1924 | PA      | $1914.44      | 0.00%             | 2025-09-01      | Fixed         | 22.23%                | Yes           |                  3 | On Loan: No      |
| FW5179889.SRDUP                                     | FW5179889.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1473 | PA      | $1452.09      | 0.00%             | 2030-04-03      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| L3290939.SRDUP                                      | L3290939.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20617 | PA      | $21035.29     | 0.00%             | 2027-12-19      | Fixed         | 16.53%                | Yes           |                  3 | On Loan: No      |
| FW3298166.SRDUP                                     | FW3298166.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       641 | PA      | $630.49       | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3335339.SRDUP                                     | FW3335339.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5530 | PA      | $5697.40      | 0.00%             | 2028-01-05      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| L5177059.SRDUP                                      | L5177059.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6388.73      | 0.00%             | 2030-04-03      | Fixed         | 11.48%                | Yes           |                  3 | On Loan: No      |
| L3541701.SRDUP                                      | L3541701.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1438 | PA      | $1434.46      | 0.00%             | 2025-11-01      | Fixed         | 11.36%                | Yes           |                  3 | On Loan: No      |
| L3542387.SRDUP                                      | L3542387.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8136 | PA      | $8395.31      | 0.00%             | 2027-11-01      | Fixed         | 21.82%                | Yes           |                  3 | On Loan: No      |
| 213752323.SRDLC                                     | 213752323.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9284 | PA      | $9221.74      | 0.00%             | 2028-01-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214491672.SRDLC                                     | 214491672.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18988 | PA      | $18976.86     | 0.00%             | 2028-02-20      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 214972566.SRDLC                                     | 214972566.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5946 | PA      | $5799.35      | 0.00%             | 2029-03-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215849077.SRDLC                                     | 215849077.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5878.75      | 0.00%             | 2029-04-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8333804.SRDSQ                                       | 8333804.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18179 | PA      | $17584.67     | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8336699.SRDSQ                                       | 8336699.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1280 | PA      | $1153.68      | 0.00%             | 2026-04-30      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 8823996.SRDSQ                                       | 8823996.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4941 | PA      | $4651.65      | 0.00%             | 2026-09-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8866858.SRDSQ                                       | 8866858.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11431 | PA      | $10527.35     | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| L3283479.SRDUP                                      | L3283479.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3729 | PA      | $3797.44      | 0.00%             | 2027-07-22      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| L3291812.SRDUP                                      | L3291812.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2792 | PA      | $2844.72      | 0.00%             | 2027-07-22      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| 214466685.SRDLC                                     | 214466685.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20672 | PA      | $20648.32     | 0.00%             | 2029-02-19      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 214678805.SRDLC                                     | 214678805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7359 | PA      | $7331.91      | 0.00%             | 2027-03-19      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| L3304867.SRDUP                                      | L3304867.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2743.85      | 0.00%             | 2027-07-25      | Fixed         | 21.38%                | Yes           |                  3 | On Loan: No      |
| L3337105.SRDUP                                      | L3337105.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2277.73      | 0.00%             | 2027-08-08      | Fixed         | 15.18%                | Yes           |                  3 | On Loan: No      |
| 8871349.SRDSQ                                       | 8871349.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3853 | PA      | $3611.32      | 0.00%             | 2026-09-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5177361.SRDUP                                    | DRB5177361.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1300 | PA      | $1281.34      | 0.00%             | 2030-04-03      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| 8340731.SRDSQ                                       | 8340731.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       408 | PA      | $372.19       | 0.00%             | 2026-05-01      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| 8662816.SRDSQ                                       | 8662816.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2350 | PA      | $2200.00      | 0.00%             | 2026-07-29      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2021-1 Class A                                       | CUSIP: 608800AE8<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   2430000 | PA      | $2431215.00   | 0.15%             | 2025-07-08      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2024-1 Class A                                       | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1096000 | PA      | $1180696.14   | 0.07%             | 2027-06-25      | Floating      | 14.04%                | Yes           |                  2 | On Loan: No      |
| L3542519.SRDUP                                      | L3542519.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4793 | PA      | $4890.22      | 0.00%             | 2027-11-01      | Fixed         | 13.53%                | Yes           |                  3 | On Loan: No      |
| L3910082.SRDUP                                      | L3910082.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2239 | PA      | $2273.05      | 0.00%             | 2028-08-02      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| 215286200.SRDLC                                     | 215286200.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6809.26      | 0.00%             | 2029-04-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215495208.SRDLC                                     | 215495208.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9733.86      | 0.00%             | 2029-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3337906.SRDUP                                      | L3337906.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6153 | PA      | $6253.28      | 0.00%             | 2027-08-08      | Fixed         | 16.31%                | Yes           |                  3 | On Loan: No      |
| L3542791.SRDUP                                      | L3542791.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13061 | PA      | $13290.08     | 0.00%             | 2027-11-02      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 8723406.SRDSQ                                       | 8723406.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     85164 | PA      | $80837.77     | 0.00%             | 2026-08-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8772179.SRDSQ                                       | 8772179.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     99194 | PA      | $93703.04     | 0.01%             | 2026-08-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3542213.SRDUP                                      | L3542213.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4742 | PA      | $4840.22      | 0.00%             | 2027-11-01      | Fixed         | 12.46%                | Yes           |                  3 | On Loan: No      |
| L3904726.SRDUP                                      | L3904726.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2714 | PA      | $2708.92      | 0.00%             | 2026-08-02      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| FW3959880.SRDUP                                     | FW3959880.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19907 | PA      | $20163.86     | 0.00%             | 2028-09-05      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| FW5008508.SRDUP                                     | FW5008508.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6558 | PA      | $6339.47      | 0.00%             | 2030-02-07      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| FW3336986.SRDUP                                     | FW3336986.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       906 | PA      | $193.78       | 0.00%             | 2027-08-08      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| FW3337781.SRDUP                                     | FW3337781.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9769 | PA      | $9730.35      | 0.00%             | 2027-08-23      | Fixed         | 27.26%                | Yes           |                  3 | On Loan: No      |
| DRB5192340.SRDUP                                    | DRB5192340.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7900 | PA      | $7800.75      | 0.00%             | 2030-04-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| FW3910997.SRDUP                                     | FW3910997.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $2262.44      | 0.00%             | 2028-08-02      | Fixed         | 20.31%                | Yes           |                  3 | On Loan: No      |
| L3910255.SRDUP                                      | L3910255.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12839 | PA      | $13010.78     | 0.00%             | 2028-08-02      | Fixed         | 22.07%                | Yes           |                  3 | On Loan: No      |
| L3957334.SRDUP                                      | L3957334.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9610 | PA      | $4612.27      | 0.00%             | 2028-09-05      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| 8349346.SRDSQ                                       | 8349346.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7909 | PA      | $4929.09      | 0.00%             | 2026-05-04      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8406409.SRDSQ                                       | 8406409.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       416 | PA      | $399.60       | 0.00%             | 2026-05-21      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| L3911913.SRDUP                                      | L3911913.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1550 | PA      | $1570.70      | 0.00%             | 2028-08-03      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L5000074.SRDUP                                      | L5000074.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46059 | PA      | $44939.97     | 0.00%             | 2030-02-04      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| FW5191891.SRDUP                                     | FW5191891.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3100 | PA      | $3061.15      | 0.00%             | 2030-04-07      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| L3298343.SRDUP                                      | L3298343.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1354 | PA      | $1336.72      | 0.00%             | 2027-07-21      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| FW3500523.SRDUP                                     | FW3500523.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2081 | PA      | $630.90       | 0.00%             | 2027-10-13      | Fixed         | 27.39%                | Yes           |                  3 | On Loan: No      |
| FW5008320.SRDUP                                     | FW5008320.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10789 | PA      | $10535.41     | 0.00%             | 2030-02-07      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| L3305149.SRDUP                                      | L3305149.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4435 | PA      | $4520.51      | 0.00%             | 2027-07-25      | Fixed         | 12.10%                | Yes           |                  3 | On Loan: No      |
| L3334276.SRDUP                                      | L3334276.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6631 | PA      | $6746.38      | 0.00%             | 2027-08-05      | Fixed         | 13.91%                | Yes           |                  3 | On Loan: No      |
| L3957528.SRDUP                                      | L3957528.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37009 | PA      | $37297.23     | 0.00%             | 2028-09-05      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| L4008179.SRDUP                                      | L4008179.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11749 | PA      | $11832.44     | 0.00%             | 2028-10-06      | Fixed         | 17.17%                | Yes           |                  3 | On Loan: No      |
| 8561165.SRDSQ                                       | 8561165.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       351 | PA      | $340.94       | 0.00%             | 2026-07-05      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8869309.SRDSQ                                       | 8869309.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47618 | PA      | $44486.27     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3300640.SRDUP                                      | L3300640.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2030 | PA      | $241.71       | 0.00%             | 2025-07-22      | Fixed         | 21.15%                | Yes           |                  3 | On Loan: No      |
| L3304673.SRDUP                                      | L3304673.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       275 | PA      | $278.24       | 0.00%             | 2027-07-25      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L3305316.SRDUP                                      | L3305316.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       656 | PA      | $678.57       | 0.00%             | 2027-07-25      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| L3309640.SRDUP                                      | L3309640.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       285 | PA      | $284.13       | 0.00%             | 2025-07-26      | Fixed         | 17.81%                | Yes           |                  3 | On Loan: No      |
| 8786163.SRDSQ                                       | 8786163.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7864 | PA      | $7423.38      | 0.00%             | 2026-08-28      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8791824.SRDSQ                                       | 8791824.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2285 | PA      | $2158.47      | 0.00%             | 2026-09-03      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8869753.SRDSQ                                       | 8869753.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     59940 | PA      | $56350.24     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8887948.SRDSQ                                       | 8887948.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9817 | PA      | $9234.82      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW5009857.SRDUP                                     | FW5009857.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1273 | PA      | $1247.42      | 0.00%             | 2030-02-07      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| FW5178241.SRDUP                                     | FW5178241.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13200 | PA      | $13095.72     | 0.00%             | 2030-04-03      | Fixed         | 18.63%                | Yes           |                  3 | On Loan: No      |
| L5003862.SRDUP                                      | L5003862.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5872 | PA      | $5732.64      | 0.00%             | 2030-02-05      | Fixed         | 18.88%                | Yes           |                  3 | On Loan: No      |
| L5177368.SRDUP                                      | L5177368.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2957.37      | 0.00%             | 2030-04-03      | Fixed         | 25.90%                | Yes           |                  3 | On Loan: No      |
| L3337620.SRDUP                                      | L3337620.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11569 | PA      | $11874.26     | 0.00%             | 2027-08-08      | Fixed         | 24.38%                | Yes           |                  3 | On Loan: No      |
| L3341625.SRDUP                                      | L3341625.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7787 | PA      | $7903.75      | 0.00%             | 2027-08-09      | Fixed         | 17.08%                | Yes           |                  3 | On Loan: No      |
| L3328192.SRDUP                                      | L3328192.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       631 | PA      | $635.29       | 0.00%             | 2027-08-03      | Fixed         | 15.93%                | Yes           |                  3 | On Loan: No      |
| L3329055.SRDUP                                      | L3329055.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5753 | PA      | $3336.43      | 0.00%             | 2027-08-03      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3912830.SRDUP                                      | L3912830.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36480 | PA      | $36804.72     | 0.00%             | 2028-08-03      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| L5008735.SRDUP                                      | L5008735.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1219 | PA      | $1214.48      | 0.00%             | 2028-02-07      | Fixed         | 9.68%                 | Yes           |                  3 | On Loan: No      |
| L5176866.SRDUP                                      | L5176866.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2267.29      | 0.00%             | 2030-04-03      | Fixed         | 26.14%                | Yes           |                  3 | On Loan: No      |
| CBM3910696.SRDUP                                    | CBM3910696.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2808 | PA      | $2776.88      | 0.00%             | 2026-08-02      | Fixed         | 15.86%                | Yes           |                  3 | On Loan: No      |
| CBM5001173.SRDUP                                    | CBM5001173.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41721 | PA      | $40883.81     | 0.00%             | 2030-02-05      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| L3344994.SRDUP                                      | L3344994.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5253 | PA      | $5374.52      | 0.00%             | 2028-01-10      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| L3500343.SRDUP                                      | L3500343.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $727.84       | 0.00%             | 2025-10-13      | Fixed         | 11.65%                | Yes           |                  3 | On Loan: No      |
| L3331918.SRDUP                                      | L3331918.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $562.90       | 0.00%             | 2025-08-04      | Fixed         | 19.09%                | Yes           |                  3 | On Loan: No      |
| L3336615.SRDUP                                      | L3336615.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1046 | PA      | $1073.92      | 0.00%             | 2027-08-08      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3910926.SRDUP                                      | L3910926.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5920 | PA      | $5981.96      | 0.00%             | 2028-08-02      | Fixed         | 13.94%                | Yes           |                  3 | On Loan: No      |
| L3911731.SRDUP                                      | L3911731.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17613 | PA      | $17745.16     | 0.00%             | 2028-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| FW3956859.SRDUP                                     | FW3956859.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4073 | PA      | $4064.38      | 0.00%             | 2026-09-05      | Fixed         | 19.27%                | Yes           |                  3 | On Loan: No      |
| FW5000539.SRDUP                                     | FW5000539.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6983 | PA      | $6741.24      | 0.00%             | 2030-02-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| L3298613.SRDUP                                      | L3298613.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8589 | PA      | $8744.05      | 0.00%             | 2027-07-21      | Fixed         | 19.79%                | Yes           |                  3 | On Loan: No      |
| L3304654.SRDUP                                      | L3304654.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4310 | PA      | $4389.51      | 0.00%             | 2028-05-25      | Fixed         | 20.58%                | Yes           |                  3 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class A                                       | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1619000 | PA      | $1621918.25   | 0.10%             | 2029-01-08      | Floating      | 12.29%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class B                                       | CUSIP: 608800AK4<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1693000 | PA      | $1711314.87   | 0.10%             | 2028-01-07      | Floating      | 14.79%                | Yes           |                  2 | On Loan: No      |
| CBM5006370.SRDUP                                    | CBM5006370.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4503 | PA      | $4353.53      | 0.00%             | 2030-02-06      | Fixed         | 31.62%                | Yes           |                  3 | On Loan: No      |
| CBM5181237.SRDUP                                    | CBM5181237.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6300 | PA      | $6272.21      | 0.00%             | 2030-04-04      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| L3500869.SRDUP                                      | L3500869.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1335 | PA      | $1356.54      | 0.00%             | 2028-03-13      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| L3501150.SRDUP                                      | L3501150.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3310 | PA      | $3370.56      | 0.00%             | 2027-10-13      | Fixed         | 16.65%                | Yes           |                  3 | On Loan: No      |
| L3913333.SRDUP                                      | L3913333.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11637 | PA      | $11785.82     | 0.00%             | 2028-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| L3913546.SRDUP                                      | L3913546.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1827 | PA      | $1844.03      | 0.00%             | 2028-08-04      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| L3956243.SRDUP                                      | L3956243.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3358 | PA      | $3426.49      | 0.00%             | 2028-09-05      | Fixed         | 12.26%                | Yes           |                  3 | On Loan: No      |
| L3958512.SRDUP                                      | L3958512.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15792 | PA      | $16025.18     | 0.00%             | 2028-09-05      | Fixed         | 21.73%                | Yes           |                  3 | On Loan: No      |
| L3342120.SRDUP                                      | L3342120.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       444 | PA      | $64.11        | 0.00%             | 2025-08-09      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3394882.SRDUP                                      | L3394882.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4495 | PA      | $4559.68      | 0.00%             | 2027-09-02      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| 8806872.SRDSQ                                       | 8806872.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3128 | PA      | $2956.30      | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8827384.SRDSQ                                       | 8827384.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       521 | PA      | $501.62       | 0.00%             | 2026-09-12      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| FW5005072.SRDUP                                     | FW5005072.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2166 | PA      | $2092.24      | 0.00%             | 2030-02-06      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| FW5009411.SRDUP                                     | FW5009411.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       759 | PA      | $758.72       | 0.00%             | 2028-02-07      | Fixed         | 29.30%                | Yes           |                  3 | On Loan: No      |
| L5178645.SRDUP                                      | L5178645.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7600 | PA      | $7564.08      | 0.00%             | 2030-04-03      | Fixed         | 18.11%                | Yes           |                  3 | On Loan: No      |
| L5178954.SRDUP                                      | L5178954.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3700 | PA      | $3682.93      | 0.00%             | 2030-04-03      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2022-2 Class A                                         | CUSIP: 613752AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    571000 | PA      | $598161.04    | 0.04%             | 2026-04-07      | Floating      | 18.07%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-1 Class A                                         | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    265000 | PA      | $262292.63    | 0.02%             | 2028-04-07      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| L3958903.SRDUP                                      | L3958903.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37418 | PA      | $37721.99     | 0.00%             | 2028-09-05      | Fixed         | 16.62%                | Yes           |                  3 | On Loan: No      |
| L4013214.SRDUP                                      | L4013214.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5156 | PA      | $5230.42      | 0.00%             | 2028-10-10      | Fixed         | 22.61%                | Yes           |                  3 | On Loan: No      |
| L5178969.SRDUP                                      | L5178969.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2871.18      | 0.00%             | 2030-04-03      | Fixed         | 23.81%                | Yes           |                  3 | On Loan: No      |
| L5181325.SRDUP                                      | L5181325.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14600 | PA      | $14543.26     | 0.00%             | 2028-04-04      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| L3305259.SRDUP                                      | L3305259.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1553 | PA      | $1608.51      | 0.00%             | 2027-12-25      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| L3305321.SRDUP                                      | L3305321.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4991 | PA      | $5165.46      | 0.00%             | 2027-07-25      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| L3909967.SRDUP                                      | L3909967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3514 | PA      | $3560.70      | 0.00%             | 2028-08-02      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| L3910568.SRDUP                                      | L3910568.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       603 | PA      | $595.82       | 0.00%             | 2026-08-02      | Fixed         | 15.76%                | Yes           |                  3 | On Loan: No      |
| CBM5187748.SRDUP                                    | CBM5187748.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2666.55      | 0.00%             | 2030-04-07      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| DRB5007766.SRDUP                                    | DRB5007766.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1665 | PA      | $1608.77      | 0.00%             | 2030-02-06      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| L3912627.SRDUP                                      | L3912627.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7680 | PA      | $7780.70      | 0.00%             | 2028-08-18      | Fixed         | 23.39%                | Yes           |                  3 | On Loan: No      |
| L3961216.SRDUP                                      | L3961216.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27339 | PA      | $12900.68     | 0.00%             | 2028-09-06      | Fixed         | 16.08%                | Yes           |                  3 | On Loan: No      |
| L3305486.SRDUP                                      | L3305486.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       426 | PA      | $426.83       | 0.00%             | 2025-07-25      | Fixed         | 9.45%                 | Yes           |                  3 | On Loan: No      |
| L3310657.SRDUP                                      | L3310657.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1974 | PA      | $2041.90      | 0.00%             | 2027-07-26      | Fixed         | 24.27%                | Yes           |                  3 | On Loan: No      |
| L3319874.SRDUP                                      | L3319874.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1928 | PA      | $1984.45      | 0.00%             | 2028-01-01      | Fixed         | 21.05%                | Yes           |                  3 | On Loan: No      |
| L3325121.SRDUP                                      | L3325121.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       918 | PA      | $953.09       | 0.00%             | 2027-08-02      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| DRB5010057.SRDUP                                    | DRB5010057.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1321.39      | 0.00%             | 2030-02-07      | Fixed         | 29.72%                | Yes           |                  3 | On Loan: No      |
| DRB5181331.SRDUP                                    | DRB5181331.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2700 | PA      | $2661.83      | 0.00%             | 2028-04-04      | Fixed         | 30.15%                | Yes           |                  3 | On Loan: No      |
| 8872108.SRDSQ                                       | 8872108.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12486 | PA      | $11169.39     | 0.00%             | 2026-09-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8876090.SRDSQ                                       | 8876090.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6222 | PA      | $5831.97      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L4008690.SRDUP                                      | L4008690.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4149 | PA      | $4125.35      | 0.00%             | 2026-10-06      | Fixed         | 18.54%                | Yes           |                  3 | On Loan: No      |
| L4008799.SRDUP                                      | L4008799.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5343 | PA      | $5415.32      | 0.00%             | 2028-10-06      | Fixed         | 17.73%                | Yes           |                  3 | On Loan: No      |
| L3910026.SRDUP                                      | L3910026.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8079 | PA      | $8235.07      | 0.00%             | 2028-08-02      | Fixed         | 11.22%                | Yes           |                  3 | On Loan: No      |
| L3910902.SRDUP                                      | L3910902.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       862 | PA      | $872.91       | 0.00%             | 2028-08-02      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L5003866.SRDUP                                      | L5003866.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2746 | PA      | $2679.73      | 0.00%             | 2030-02-05      | Fixed         | 23.25%                | Yes           |                  3 | On Loan: No      |
| L5164054.SRDUP                                      | L5164054.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1600 | PA      | $1592.76      | 0.00%             | 2030-04-03      | Fixed         | 13.57%                | Yes           |                  3 | On Loan: No      |
| L4998755.SRDUP                                      | L4998755.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15680 | PA      | $15353.28     | 0.00%             | 2030-02-04      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| L5002995.SRDUP                                      | L5002995.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30428 | PA      | $29811.09     | 0.00%             | 2030-02-05      | Fixed         | 21.40%                | Yes           |                  3 | On Loan: No      |
| L3342549.SRDUP                                      | L3342549.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       863 | PA      | $876.64       | 0.00%             | 2027-08-09      | Fixed         | 17.64%                | Yes           |                  3 | On Loan: No      |
| L3382376.SRDUP                                      | L3382376.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2466 | PA      | $2502.08      | 0.00%             | 2027-09-01      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| L5178935.SRDUP                                      | L5178935.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5700 | PA      | $5662.81      | 0.00%             | 2028-04-03      | Fixed         | 15.87%                | Yes           |                  3 | On Loan: No      |
| L5179326.SRDUP                                      | L5179326.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19600 | PA      | $19403.70     | 0.00%             | 2030-04-03      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| L3291872.SRDUP                                      | L3291872.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3755 | PA      | $3872.96      | 0.00%             | 2027-07-19      | Fixed         | 23.71%                | Yes           |                  3 | On Loan: No      |
| L3295187.SRDUP                                      | L3295187.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1749 | PA      | $1808.53      | 0.00%             | 2027-07-20      | Fixed         | 21.54%                | Yes           |                  3 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  44987837 | NS      | $44987836.85  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Re Ltd.                                    | Mountain Re 2023-1 Class A                                        | CUSIP: 62426LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    892000 | PA      | $914122.05    | 0.05%             | 2026-06-05      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| 8881881.SRDSQ                                       | 8881881.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $2095.24      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3911895.SRDUP                                    | CBM3911895.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $2112.79      | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2023-1 Class A                                       | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1976000 | PA      | $2032325.88   | 0.12%             | 2026-01-08      | Floating      | 13.22%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class A                                       | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    848000 | PA      | $841785.86    | 0.05%             | 2028-01-10      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| L3913011.SRDUP                                      | L3913011.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35216 | PA      | $35748.75     | 0.00%             | 2028-08-04      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| L4012893.SRDUP                                      | L4012893.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19274 | PA      | $19662.55     | 0.00%             | 2028-10-10      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| FW3331708.SRDUP                                     | FW3331708.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3988 | PA      | $4017.61      | 0.00%             | 2027-08-04      | Fixed         | 12.35%                | Yes           |                  3 | On Loan: No      |
| FW3913062.SRDUP                                     | FW3913062.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       869 | PA      | $170.08       | 0.00%             | 2028-08-04      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| L4012951.SRDUP                                      | L4012951.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9016 | PA      | $9077.88      | 0.00%             | 2028-10-10      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| L5000570.SRDUP                                      | L5000570.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $1032.95      | 0.00%             | 2028-02-04      | Fixed         | 16.27%                | Yes           |                  3 | On Loan: No      |
| L3401351.SRDUP                                      | L3401351.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13833 | PA      | $14179.01     | 0.00%             | 2027-09-06      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| L3401534.SRDUP                                      | L3401534.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7919 | PA      | $8197.01      | 0.00%             | 2027-09-06      | Fixed         | 28.45%                | Yes           |                  3 | On Loan: No      |
| L5177120.SRDUP                                      | L5177120.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2483.59      | 0.00%             | 2028-04-03      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| L5177347.SRDUP                                      | L5177347.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1218 | PA      | $1209.49      | 0.00%             | 2030-04-03      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| 186697817.SRDLC                                     | 186697817.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4770 | PA      | $4723.62      | 0.00%             | 2027-03-14      | Fixed         | 8.44%                 | Yes           |                  3 | On Loan: No      |
| 187547112.SRDLC                                     | 187547112.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4136 | PA      | $369.76       | 0.00%             | 2027-04-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| CBM3955904.SRDUP                                    | CBM3955904.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8907 | PA      | $9036.25      | 0.00%             | 2028-09-05      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| DRB4987263.SRDUP                                    | DRB4987263.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6972 | PA      | $6730.28      | 0.00%             | 2030-02-03      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| L5001801.SRDUP                                      | L5001801.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2011 | PA      | $1971.06      | 0.00%             | 2030-02-05      | Fixed         | 19.52%                | Yes           |                  3 | On Loan: No      |
| L5009837.SRDUP                                      | L5009837.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4897 | PA      | $4799.70      | 0.00%             | 2030-02-07      | Fixed         | 21.08%                | Yes           |                  3 | On Loan: No      |
| L5178794.SRDUP                                      | L5178794.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4400 | PA      | $4379.88      | 0.00%             | 2030-04-03      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L5178851.SRDUP                                      | L5178851.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3850 | PA      | $3813.80      | 0.00%             | 2030-04-03      | Fixed         | 23.11%                | Yes           |                  3 | On Loan: No      |
| L3402602.SRDUP                                      | L3402602.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8288 | PA      | $8418.44      | 0.00%             | 2027-09-06      | Fixed         | 17.98%                | Yes           |                  3 | On Loan: No      |
| L3501070.SRDUP                                      | L3501070.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1688 | PA      | $1742.18      | 0.00%             | 2027-10-23      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| L3541951.SRDUP                                      | L3541951.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9283 | PA      | $9413.22      | 0.00%             | 2027-11-01      | Fixed         | 16.90%                | Yes           |                  3 | On Loan: No      |
| L3911872.SRDUP                                      | L3911872.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1988.63      | 0.00%             | 2028-08-03      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| L3914229.SRDUP                                      | L3914229.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3336 | PA      | $3386.51      | 0.00%             | 2028-08-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L3914449.SRDUP                                      | L3914449.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $588.98       | 0.00%             | 2026-08-04      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| 187864708.SRDLC                                     | 187864708.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10525 | PA      | $11113.32     | 0.00%             | 2027-04-19      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187999901.SRDLC                                     | 187999901.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $105.32       | 0.00%             | 2026-04-04      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| DRB4996266.SRDUP                                    | DRB4996266.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3184 | PA      | $3074.58      | 0.00%             | 2028-02-03      | Fixed         | 25.42%                | Yes           |                  3 | On Loan: No      |
| DRB5181276.SRDUP                                    | DRB5181276.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6310.09      | 0.00%             | 2030-04-04      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5181308.SRDUP                                    | DRB5181308.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3746.64      | 0.00%             | 2030-04-04      | Fixed         | 32.23%                | Yes           |                  3 | On Loan: No      |
| FW3291688.SRDUP                                     | FW3291688.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6298 | PA      | $6413.45      | 0.00%             | 2027-07-19      | Fixed         | 14.61%                | Yes           |                  3 | On Loan: No      |
| FW3956343.SRDUP                                     | FW3956343.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34584 | PA      | $34877.66     | 0.00%             | 2028-09-05      | Fixed         | 17.00%                | Yes           |                  3 | On Loan: No      |
| FW4012360.SRDUP                                     | FW4012360.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40869 | PA      | $41018.12     | 0.00%             | 2028-10-10      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10900                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 10950                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-1600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4008044.SRDUP                                      | L4008044.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5569 | PA      | $5496.22      | 0.00%             | 2026-10-06      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| L4010071.SRDUP                                      | L4010071.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12796 | PA      | $12881.90     | 0.00%             | 2028-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3310874.SRDUP                                      | L3310874.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       129 | PA      | $128.69       | 0.00%             | 2025-07-26      | Fixed         | 12.04%                | Yes           |                  3 | On Loan: No      |
| L3312329.SRDUP                                      | L3312329.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5109 | PA      | $737.74       | 0.00%             | 2027-07-27      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| FW3344411.SRDUP                                     | FW3344411.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1258 | PA      | $181.69       | 0.00%             | 2027-08-10      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| FW3499634.SRDUP                                     | FW3499634.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1532.59      | 0.00%             | 2027-10-13      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L5008431.SRDUP                                      | L5008431.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3241.91      | 0.00%             | 2030-02-07      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| L5008593.SRDUP                                      | L5008593.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5378 | PA      | $5273.06      | 0.00%             | 2030-02-07      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| 186016502.SRDLC                                     | 186016502.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11450 | PA      | $11358.11     | 0.00%             | 2027-04-19      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186341316.SRDLC                                     | 186341316.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8479 | PA      | $8378.32      | 0.00%             | 2027-02-17      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-1440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11050                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-1280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 191302532.SRDLC                                     | 191302532.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3596 | PA      | $3755.08      | 0.00%             | 2027-07-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 192027703.SRDLC                                     | 192027703.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4185 | PA      | $4107.58      | 0.00%             | 2028-03-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| L3328771.SRDUP                                      | L3328771.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3218 | PA      | $3263.45      | 0.00%             | 2027-08-03      | Fixed         | 19.34%                | Yes           |                  3 | On Loan: No      |
| L3329108.SRDUP                                      | L3329108.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       714 | PA      | $723.86       | 0.00%             | 2027-08-03      | Fixed         | 21.00%                | Yes           |                  3 | On Loan: No      |
| L5008595.SRDUP                                      | L5008595.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5275 | PA      | $5214.69      | 0.00%             | 2030-02-07      | Fixed         | 15.72%                | Yes           |                  3 | On Loan: No      |
| L5181238.SRDUP                                      | L5181238.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3900 | PA      | $3882.53      | 0.00%             | 2030-04-04      | Fixed         | 15.85%                | Yes           |                  3 | On Loan: No      |
| FW5178793.SRDUP                                     | FW5178793.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2858.07      | 0.00%             | 2030-04-03      | Fixed         | 30.79%                | Yes           |                  3 | On Loan: No      |
| FW5179372.SRDUP                                     | FW5179372.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7500 | PA      | $7392.28      | 0.00%             | 2030-04-03      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| FW4013621.SRDUP                                     | FW4013621.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1247 | PA      | $1261.92      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW4999742.SRDUP                                     | FW4999742.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10419 | PA      | $10239.89     | 0.00%             | 2028-02-04      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| 186758530.SRDLC                                     | 186758530.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8265 | PA      | $8259.14      | 0.00%             | 2027-03-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 187070240.SRDLC                                     | 187070240.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6103 | PA      | $6130.75      | 0.00%             | 2027-03-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11100                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -96 | NC      | $-7680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11150                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-910.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11200                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -97 | NC      | $-5820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11250                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-1020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186455794.SRDLC                                     | 186455794.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14047 | PA      | $13943.02     | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186919095.SRDLC                                     | 186919095.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12016 | PA      | $12068.31     | 0.00%             | 2027-03-07      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 192283274.SRDLC                                     | 192283274.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       634 | PA      | $635.61       | 0.00%             | 2025-08-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192435997.SRDLC                                     | 192435997.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $838.03       | 0.00%             | 2025-08-26      | Fixed         | 10.29%                | Yes           |                  3 | On Loan: No      |
| 185947404.SRDLC                                     | 185947404.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24181 | PA      | $2161.77      | 0.00%             | 2027-02-15      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 187185770.SRDLC                                     | 187185770.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4567 | PA      | $4821.07      | 0.00%             | 2027-03-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3391820.SRDUP                                      | L3391820.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6241 | PA      | $6390.92      | 0.00%             | 2027-09-01      | Fixed         | 24.72%                | Yes           |                  3 | On Loan: No      |
| L3500157.SRDUP                                      | L3500157.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2208 | PA      | $2242.09      | 0.00%             | 2027-10-28      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| L3320357.SRDUP                                      | L3320357.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1427 | PA      | $1449.96      | 0.00%             | 2027-08-01      | Fixed         | 11.47%                | Yes           |                  3 | On Loan: No      |
| L3325187.SRDUP                                      | L3325187.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1890 | PA      | $1915.59      | 0.00%             | 2027-08-02      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| 187305059.SRDLC                                     | 187305059.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3427 | PA      | $306.36       | 0.00%             | 2025-03-21      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 187911176.SRDLC                                     | 187911176.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6630 | PA      | $592.74       | 0.00%             | 2027-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11300                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-650.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 11350                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8200                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-388000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8350                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-331000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 187044456.SRDLC                                     | 187044456.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4648 | PA      | $4932.56      | 0.00%             | 2027-03-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187161193.SRDLC                                     | 187161193.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       810 | PA      | $648.18       | 0.00%             | 2025-08-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187493017.SRDLC                                     | 187493017.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7899 | PA      | $706.16       | 0.00%             | 2028-06-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187776367.SRDLC                                     | 187776367.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1806 | PA      | $161.49       | 0.00%             | 2025-03-30      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| FW5001255.SRDUP                                     | FW5001255.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6208 | PA      | $5997.69      | 0.00%             | 2030-02-05      | Fixed         | 31.68%                | Yes           |                  3 | On Loan: No      |
| FW5186286.SRDUP                                     | FW5186286.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3767.91      | 0.00%             | 2030-04-07      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| L3913266.SRDUP                                      | L3913266.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4451 | PA      | $4510.34      | 0.00%             | 2028-08-04      | Fixed         | 22.60%                | Yes           |                  3 | On Loan: No      |
| L3956273.SRDUP                                      | L3956273.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26191 | PA      | $11954.06     | 0.00%             | 2029-02-05      | Fixed         | 21.47%                | Yes           |                  3 | On Loan: No      |
| 194431904.SRDLC                                     | 194431904.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6472 | PA      | $6452.40      | 0.00%             | 2027-10-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 203457275.SRDLC                                     | 203457275.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       852 | PA      | $863.87       | 0.00%             | 2026-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8450                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-295500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8600                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-246500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8700                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-217000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8800                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-190000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 203516782.SRDLC                                     | 203516782.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7540 | PA      | $7467.97      | 0.00%             | 2026-08-10      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 203609082.SRDLC                                     | 203609082.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18381 | PA      | $18017.68     | 0.00%             | 2028-08-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L4015135.SRDUP                                      | L4015135.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3957 | PA      | $4010.28      | 0.00%             | 2028-10-10      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| L5001696.SRDUP                                      | L5001696.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3181 | PA      | $3075.27      | 0.00%             | 2030-02-05      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 188705941.SRDLC                                     | 188705941.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9759 | PA      | $9659.48      | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 188871984.SRDLC                                     | 188871984.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7697 | PA      | $688.14       | 0.00%             | 2027-10-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186430295.SRDLC                                     | 186430295.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5327 | PA      | $5374.59      | 0.00%             | 2027-02-22      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 186980962.SRDLC                                     | 186980962.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8453 | PA      | $9005.22      | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L4011139.SRDUP                                      | L4011139.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2345.84      | 0.00%             | 2028-10-10      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| L5177280.SRDUP                                      | L5177280.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6000 | PA      | $5952.57      | 0.00%             | 2030-04-03      | Fixed         | 18.72%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 8900                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-165500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-143500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3910056.SRDUP                                      | L3910056.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1230 | PA      | $1246.94      | 0.00%             | 2028-08-02      | Fixed         | 22.71%                | Yes           |                  3 | On Loan: No      |
| L3913978.SRDUP                                      | L3913978.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2654 | PA      | $2693.00      | 0.00%             | 2028-08-04      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 204560285.SRDLC                                     | 204560285.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1963 | PA      | $1982.39      | 0.00%             | 2025-11-12      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204902189.SRDLC                                     | 204902189.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5301 | PA      | $5289.20      | 0.00%             | 2027-10-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187529725.SRDLC                                     | 187529725.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7022 | PA      | $627.73       | 0.00%             | 2025-09-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187871605.SRDLC                                     | 187871605.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15997 | PA      | $12089.69     | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187153068.SRDLC                                     | 187153068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4373 | PA      | $390.97       | 0.00%             | 2026-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187534180.SRDLC                                     | 187534180.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        74 | PA      | $6.63         | 0.00%             | 2025-04-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 190966377.SRDLC                                     | 190966377.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       500 | PA      | $502.35       | 0.00%             | 2025-07-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 191371545.SRDLC                                     | 191371545.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       523 | PA      | $521.21       | 0.00%             | 2025-07-11      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 205005478.SRDLC                                     | 205005478.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1138 | PA      | $1076.10      | 0.00%             | 2027-05-21      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205178777.SRDLC                                     | 205178777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4969 | PA      | $4913.52      | 0.00%             | 2026-11-01      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 191513596.SRDLC                                     | 191513596.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4211 | PA      | $4144.26      | 0.00%             | 2026-07-25      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 192955657.SRDLC                                     | 192955657.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1528 | PA      | $1543.53      | 0.00%             | 2025-08-29      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9100                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-138320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9150                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -62 | NC      | $-141980.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L5187913.SRDUP                                      | L5187913.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15500 | PA      | $15394.31     | 0.00%             | 2030-04-07      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 205341522.SRDLC                                     | 205341522.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2872 | PA      | $2816.23      | 0.00%             | 2026-11-21      | Fixed         | 12.62%                | Yes           |                  3 | On Loan: No      |
| 205392450.SRDLC                                     | 205392450.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11370 | PA      | $11350.77     | 0.00%             | 2027-11-27      | Fixed         | 9.71%                 | Yes           |                  3 | On Loan: No      |
| 191699828.SRDLC                                     | 191699828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2858 | PA      | $519.04       | 0.00%             | 2025-08-31      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 193051392.SRDLC                                     | 193051392.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12839 | PA      | $12939.44     | 0.00%             | 2027-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 194264252.SRDLC                                     | 194264252.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7502 | PA      | $7512.60      | 0.00%             | 2027-10-12      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| 205177880.SRDLC                                     | 205177880.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6667 | PA      | $6778.24      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 188687759.SRDLC                                     | 188687759.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7360 | PA      | $7285.59      | 0.00%             | 2027-04-22      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 190968042.SRDLC                                     | 190968042.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $720.66       | 0.00%             | 2025-07-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204055143.SRDLC                                     | 204055143.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4689 | PA      | $4636.03      | 0.00%             | 2026-09-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204323494.SRDLC                                     | 204323494.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1961 | PA      | $1984.95      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L4012811.SRDUP                                      | L4012811.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2715 | PA      | $2743.75      | 0.00%             | 2028-10-15      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| L5000422.SRDUP                                      | L5000422.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9693 | PA      | $9523.94      | 0.00%             | 2030-02-04      | Fixed         | 22.39%                | Yes           |                  3 | On Loan: No      |
| 205183206.SRDLC                                     | 205183206.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13639 | PA      | $13401.08     | 0.00%             | 2028-11-10      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205230930.SRDLC                                     | 205230930.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2279.45      | 0.00%             | 2027-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9200                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-95400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun25C 9250                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -64 | NC      | $-125440.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 187581030.SRDLC                                     | 187581030.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9315 | PA      | $1660.78      | 0.00%             | 2027-03-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187624729.SRDLC                                     | 187624729.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        74 | PA      | $73.16        | 0.00%             | 2025-05-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192979492.SRDLC                                     | 192979492.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11024 | PA      | $11110.19     | 0.00%             | 2026-08-29      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| 193015947.SRDLC                                     | 193015947.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2116 | PA      | $2104.47      | 0.00%             | 2026-01-30      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 205782534.SRDLC                                     | 205782534.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14848 | PA      | $14550.26     | 0.00%             | 2026-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206504983.SRDLC                                     | 206504983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26418 | PA      | $25538.33     | 0.00%             | 2029-02-05      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204981046.SRDLC                                     | 204981046.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9735 | PA      | $9778.46      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205165983.SRDLC                                     | 205165983.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2884 | PA      | $2847.88      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L5009165.SRDUP                                      | L5009165.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       981 | PA      | $957.67       | 0.00%             | 2030-02-07      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L5010335.SRDUP                                      | L5010335.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10629 | PA      | $10420.36     | 0.00%             | 2030-02-07      | Fixed         | 17.98%                | Yes           |                  3 | On Loan: No      |
| 188187819.SRDLC                                     | 188187819.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5291 | PA      | $473.01       | 0.00%             | 2027-04-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193864910.SRDLC                                     | 193864910.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3251 | PA      | $3250.85      | 0.00%             | 2025-09-26      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 205240998.SRDLC                                     | 205240998.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6063 | PA      | $6017.49      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205570754.SRDLC                                     | 205570754.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20422 | PA      | $20048.63     | 0.00%             | 2028-12-13      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206589724.SRDLC                                     | 206589724.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6986 | PA      | $6725.31      | 0.00%             | 2027-02-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206754380.SRDLC                                     | 206754380.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5831 | PA      | $5577.28      | 0.00%             | 2028-03-06      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 203611919.SRDLC                                     | 203611919.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23911 | PA      | $18210.15     | 0.00%             | 2029-01-30      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204920573.SRDLC                                     | 204920573.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18032 | PA      | $2351.62      | 0.00%             | 2026-11-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L5010707.SRDUP                                      | L5010707.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2911 | PA      | $2852.67      | 0.00%             | 2030-02-07      | Fixed         | 21.42%                | Yes           |                  3 | On Loan: No      |
| L5176924.SRDUP                                      | L5176924.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2876.80      | 0.00%             | 2030-04-03      | Fixed         | 20.87%                | Yes           |                  3 | On Loan: No      |
| 205054967.SRDLC                                     | 205054967.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8307 | PA      | $8218.80      | 0.00%             | 2026-11-13      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 205230663.SRDLC                                     | 205230663.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3651 | PA      | $3678.78      | 0.00%             | 2027-11-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205251399.SRDLC                                     | 205251399.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $3385.02      | 0.00%             | 2026-11-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 207138091.SRDLC                                     | 207138091.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2974 | PA      | $265.84       | 0.00%             | 2028-04-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194073006.SRDLC                                     | 194073006.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4302 | PA      | $4278.33      | 0.00%             | 2027-09-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194324741.SRDLC                                     | 194324741.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13795 | PA      | $14446.98     | 0.00%             | 2027-10-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205527978.SRDLC                                     | 205527978.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3666 | PA      | $3605.00      | 0.00%             | 2027-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205790767.SRDLC                                     | 205790767.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7278 | PA      | $7130.71      | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207246435.SRDLC                                     | 207246435.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11328 | PA      | $11237.23     | 0.00%             | 2027-03-18      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 207818370.SRDLC                                     | 207818370.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4353 | PA      | $4120.40      | 0.00%             | 2029-04-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206452456.SRDLC                                     | 206452456.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7953 | PA      | $711.03       | 0.00%             | 2027-02-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206491916.SRDLC                                     | 206491916.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17076 | PA      | $16231.55     | 0.00%             | 2027-02-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206771140.SRDLC                                     | 206771140.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5438 | PA      | $5247.99      | 0.00%             | 2029-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207466353.SRDLC                                     | 207466353.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21841 | PA      | $20573.24     | 0.00%             | 2029-04-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L5177024.SRDUP                                      | L5177024.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $2277.26      | 0.00%             | 2030-04-03      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| 194975652.SRDLC                                     | 194975652.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15224 | PA      | $15240.73     | 0.00%             | 2027-10-25      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 195186093.SRDLC                                     | 195186093.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5791 | PA      | $517.71       | 0.00%             | 2025-11-07      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 210779658.SRDLC                                     | 210779658.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       903 | PA      | $870.33       | 0.00%             | 2026-09-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214916462.SRDLC                                     | 214916462.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9750 | PA      | $9497.41      | 0.00%             | 2030-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206496148.SRDLC                                     | 206496148.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12972 | PA      | $12381.10     | 0.00%             | 2027-02-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206588396.SRDLC                                     | 206588396.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3790 | PA      | $3637.81      | 0.00%             | 2027-01-27      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206650488.SRDLC                                     | 206650488.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23752 | PA      | $23248.82     | 0.00%             | 2027-02-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207592478.SRDLC                                     | 207592478.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8083 | PA      | $7585.33      | 0.00%             | 2027-04-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214959332.SRDLC                                     | 214959332.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20640 | PA      | $19925.91     | 0.00%             | 2030-03-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215046852.SRDLC                                     | 215046852.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24709 | PA      | $23940.92     | 0.00%             | 2029-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215063854.SRDLC                                     | 215063854.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8624 | PA      | $8376.12      | 0.00%             | 2028-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215113633.SRDLC                                     | 215113633.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14401 | PA      | $13971.25     | 0.00%             | 2030-03-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210777533.SRDLC                                     | 210777533.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14221 | PA      | $13334.98     | 0.00%             | 2029-09-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210779814.SRDLC                                     | 210779814.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $796.11       | 0.00%             | 2027-09-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205956116.SRDLC                                     | 205956116.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21351 | PA      | $20688.35     | 0.00%             | 2028-12-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207487765.SRDLC                                     | 207487765.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16533 | PA      | $15789.52     | 0.00%             | 2028-04-01      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215406828.SRDLC                                     | 215406828.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5388.84      | 0.00%             | 2027-04-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215739221.SRDLC                                     | 215739221.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $24545.38     | 0.00%             | 2030-04-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203621777.SRDLC                                     | 203621777.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2528 | PA      | $2499.26      | 0.00%             | 2026-08-14      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205199889.SRDLC                                     | 205199889.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3584 | PA      | $3552.28      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 210793052.SRDLC                                     | 210793052.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3246 | PA      | $3116.77      | 0.00%             | 2028-09-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211405303.SRDLC                                     | 211405303.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9007 | PA      | $8570.69      | 0.00%             | 2027-10-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211031829.SRDLC                                     | 211031829.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12906 | PA      | $12017.17     | 0.00%             | 2027-09-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211179216.SRDLC                                     | 211179216.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8787 | PA      | $8192.52      | 0.00%             | 2027-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207623639.SRDLC                                     | 207623639.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14298 | PA      | $13514.65     | 0.00%             | 2027-04-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207862608.SRDLC                                     | 207862608.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7282 | PA      | $6861.79      | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7682319.SRDSQ                                       | 7682319.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $1580.28      | 0.00%             | 2025-10-11      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8350944.SRDSQ                                       | 8350944.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25648 | PA      | $9489.83      | 0.00%             | 2026-05-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205250490.SRDLC                                     | 205250490.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4153 | PA      | $4205.28      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206322505.SRDLC                                     | 206322505.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7157 | PA      | $4269.22      | 0.00%             | 2028-02-07      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 212291473.SRDLC                                     | 212291473.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18995 | PA      | $17998.79     | 0.00%             | 2029-11-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214356553.SRDLC                                     | 214356553.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2246 | PA      | $2173.96      | 0.00%             | 2027-02-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211455458.SRDLC                                     | 211455458.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12913 | PA      | $12228.96     | 0.00%             | 2027-10-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 212359672.SRDLC                                     | 212359672.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11781 | PA      | $10970.60     | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8351512.SRDSQ                                       | 8351512.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2517 | PA      | $2455.67      | 0.00%             | 2026-05-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8369610.SRDSQ                                       | 8369610.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9319 | PA      | $8265.61      | 0.00%             | 2026-05-10      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8417756.SRDSQ                                       | 8417756.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     68279 | PA      | $63855.63     | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8552851.SRDSQ                                       | 8552851.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9175 | PA      | $8579.71      | 0.00%             | 2026-07-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 210852675.SRDLC                                     | 210852675.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5785 | PA      | $5482.71      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211194297.SRDLC                                     | 211194297.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18431 | PA      | $18251.28     | 0.00%             | 2030-10-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211350375.SRDLC                                     | 211350375.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2459.86      | 0.00%             | 2027-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211516025.SRDLC                                     | 211516025.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4004 | PA      | $3840.61      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214867297.SRDLC                                     | 214867297.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12911 | PA      | $12425.03     | 0.00%             | 2030-03-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215265357.SRDLC                                     | 215265357.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5906 | PA      | $5880.07      | 0.00%             | 2029-03-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 20.75                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -225 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun25C 21                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -175 | NC      | $-1960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213790472.SRDLC                                     | 213790472.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5334 | PA      | $5270.59      | 0.00%             | 2027-01-21      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 215015755.SRDLC                                     | 215015755.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32444 | PA      | $32405.59     | 0.00%             | 2029-03-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212038815.SRDLC                                     | 212038815.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4231 | PA      | $4153.10      | 0.00%             | 2029-11-04      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 213726035.SRDLC                                     | 213726035.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18777 | PA      | $17995.86     | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8369703.SRDSQ                                       | 8369703.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9748 | PA      | $9287.71      | 0.00%             | 2026-05-10      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8560333.SRDSQ                                       | 8560333.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9464 | PA      | $9031.91      | 0.00%             | 2026-07-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8616889.SRDSQ                                       | 8616889.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2737 | PA      | $2643.72      | 0.00%             | 2026-07-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8661955.SRDSQ                                       | 8661955.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2452 | PA      | $2338.68      | 0.00%             | 2026-07-29      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8793156.SRDSQ                                       | 8793156.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3008 | PA      | $2854.63      | 0.00%             | 2026-09-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8802616.SRDSQ                                       | 8802616.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1581 | PA      | $1495.09      | 0.00%             | 2026-09-05      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 7534850.SRDSQ                                       | 7534850.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17938 | PA      | $12368.05     | 0.00%             | 2025-08-26      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7702101.SRDSQ                                       | 7702101.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16540 | PA      | $1296.77      | 0.00%             | 2025-10-18      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 214350262.SRDLC                                     | 214350262.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7138 | PA      | $6993.36      | 0.00%             | 2029-02-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214459809.SRDLC                                     | 214459809.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17515 | PA      | $17312.84     | 0.00%             | 2028-02-20      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 8865825.SRDSQ                                       | 8865825.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1722 | PA      | $1401.12      | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8882227.SRDSQ                                       | 8882227.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17484 | PA      | $16352.52     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8163831.SRDSQ                                       | 8163831.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2812 | PA      | $220.44       | 0.00%             | 2026-03-08      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8166892.SRDSQ                                       | 8166892.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16942 | PA      | $16314.30     | 0.00%             | 2026-03-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8561009.SRDSQ                                       | 8561009.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1845.47      | 0.00%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8612509.SRDSQ                                       | 8612509.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       638 | PA      | $615.16       | 0.00%             | 2026-07-13      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8660861.SRDSQ                                       | 8660861.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3883 | PA      | $3747.49      | 0.00%             | 2026-07-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8798506.SRDSQ                                       | 8798506.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1611 | PA      | $1392.81      | 0.00%             | 2026-09-04      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| CBM3912491.SRDUP                                    | CBM3912491.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6928 | PA      | $2077.56      | 0.00%             | 2028-08-08      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| CBM4012047.SRDUP                                    | CBM4012047.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3170 | PA      | $3192.89      | 0.00%             | 2028-10-10      | Fixed         | 19.26%                | Yes           |                  3 | On Loan: No      |
| CBM5010692.SRDUP                                    | CBM5010692.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2851 | PA      | $2756.59      | 0.00%             | 2030-02-07      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| DRB5008412.SRDUP                                    | DRB5008412.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3248 | PA      | $3139.92      | 0.00%             | 2030-02-07      | Fixed         | 32.25%                | Yes           |                  3 | On Loan: No      |
| 8824867.SRDSQ                                       | 8824867.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8172 | PA      | $7734.08      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8844173.SRDSQ                                       | 8844173.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4228 | PA      | $3975.70      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8193719.SRDSQ                                       | 8193719.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7787 | PA      | $7421.11      | 0.00%             | 2026-03-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8195780.SRDSQ                                       | 8195780.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       641 | PA      | $511.27       | 0.00%             | 2026-03-18      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 215060676.SRDLC                                     | 215060676.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17601 | PA      | $17167.23     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215576256.SRDLC                                     | 215576256.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11761.87     | 0.00%             | 2029-04-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8200390.SRDSQ                                       | 8200390.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10126 | PA      | $9211.39      | 0.00%             | 2026-03-19      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8340097.SRDSQ                                       | 8340097.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3204 | PA      | $3095.05      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8871038.SRDSQ                                       | 8871038.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5547 | PA      | $5199.32      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8883135.SRDSQ                                       | 8883135.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10658 | PA      | $10028.70     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5010239.SRDUP                                    | DRB5010239.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2438 | PA      | $2358.17      | 0.00%             | 2030-02-07      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| FW3302733.SRDUP                                     | FW3302733.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $3761.23      | 0.00%             | 2027-12-22      | Fixed         | 26.10%                | Yes           |                  3 | On Loan: No      |
| 7656952.SRDSQ                                       | 7656952.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       695 | PA      | $350.83       | 0.00%             | 2025-10-03      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8186401.SRDSQ                                       | 8186401.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5027 | PA      | $4826.04      | 0.00%             | 2026-03-16      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW3309744.SRDUP                                     | FW3309744.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2055 | PA      | $296.77       | 0.00%             | 2027-12-26      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3401125.SRDUP                                     | FW3401125.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2772 | PA      | $2786.98      | 0.00%             | 2027-09-06      | Fixed         | 26.30%                | Yes           |                  3 | On Loan: No      |
| 8376589.SRDSQ                                       | 8376589.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3106 | PA      | $2997.71      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8396072.SRDSQ                                       | 8396072.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8435 | PA      | $8179.72      | 0.00%             | 2026-05-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8894279.SRDSQ                                       | 8894279.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4078 | PA      | $3861.63      | 0.00%             | 2026-09-27      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| CBM3912134.SRDUP                                    | CBM3912134.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6895 | PA      | $6945.47      | 0.00%             | 2028-08-03      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| 8347594.SRDSQ                                       | 8347594.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       667 | PA      | $96.15        | 0.00%             | 2026-05-04      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8368623.SRDSQ                                       | 8368623.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11955 | PA      | $11520.57     | 0.00%             | 2026-05-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8408952.SRDSQ                                       | 8408952.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $3068.36      | 0.00%             | 2026-05-22      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8639258.SRDSQ                                       | 8639258.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5685 | PA      | $5197.94      | 0.00%             | 2026-07-22      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW3499923.SRDUP                                     | FW3499923.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4387 | PA      | $4590.27      | 0.00%             | 2027-10-13      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| FW4008882.SRDUP                                     | FW4008882.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1419 | PA      | $1415.48      | 0.00%             | 2028-10-06      | Fixed         | 29.65%                | Yes           |                  3 | On Loan: No      |
| 8372851.SRDSQ                                       | 8372851.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2566 | PA      | $2452.59      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8389527.SRDSQ                                       | 8389527.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21204 | PA      | $18946.94     | 0.00%             | 2026-05-17      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| CBM4008253.SRDUP                                    | CBM4008253.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9063 | PA      | $9089.56      | 0.00%             | 2028-10-06      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| CBM5003121.SRDUP                                    | CBM5003121.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8657 | PA      | $8361.03      | 0.00%             | 2030-02-05      | Fixed         | 30.62%                | Yes           |                  3 | On Loan: No      |
| 8633938.SRDSQ                                       | 8633938.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       335 | PA      | $320.06       | 0.00%             | 2026-07-20      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8637618.SRDSQ                                       | 8637618.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $1055.41      | 0.00%             | 2026-07-22      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8652201.SRDSQ                                       | 8652201.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2732 | PA      | $2454.38      | 0.00%             | 2026-07-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8787206.SRDSQ                                       | 8787206.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3175 | PA      | $2995.30      | 0.00%             | 2026-08-28      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8793128.SRDSQ                                       | 8793128.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $1122.19      | 0.00%             | 2026-09-03      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 8799486.SRDSQ                                       | 8799486.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6309 | PA      | $5798.48      | 0.00%             | 2026-09-04      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| DRB5004059.SRDUP                                    | DRB5004059.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2887 | PA      | $2846.74      | 0.00%             | 2030-02-05      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| DRB5006803.SRDUP                                    | DRB5006803.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15353 | PA      | $14833.01     | 0.00%             | 2030-02-06      | Fixed         | 31.58%                | Yes           |                  3 | On Loan: No      |
| FW4011911.SRDUP                                     | FW4011911.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2894 | PA      | $2912.96      | 0.00%             | 2028-10-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW5010114.SRDUP                                     | FW5010114.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1867 | PA      | $1825.20      | 0.00%             | 2030-02-07      | Fixed         | 31.87%                | Yes           |                  3 | On Loan: No      |
| 8640579.SRDSQ                                       | 8640579.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5703 | PA      | $5533.87      | 0.00%             | 2026-07-22      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8794479.SRDSQ                                       | 8794479.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4583 | PA      | $3589.13      | 0.00%             | 2026-09-03      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8799483.SRDSQ                                       | 8799483.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       668 | PA      | $645.86       | 0.00%             | 2026-09-04      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 8881204.SRDSQ                                       | 8881204.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9328 | PA      | $8587.12      | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8815913.SRDSQ                                       | 8815913.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4813 | PA      | $4535.01      | 0.00%             | 2026-09-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8838387.SRDSQ                                       | 8838387.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1232 | PA      | $1163.96      | 0.00%             | 2026-09-13      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| 8856410.SRDSQ                                       | 8856410.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     56212 | PA      | $52455.43     | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| CBM3909885.SRDUP                                    | CBM3909885.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16554 | PA      | $16712.32     | 0.00%             | 2028-08-02      | Fixed         | 16.50%                | Yes           |                  3 | On Loan: No      |
| DRB5178800.SRDUP                                    | DRB5178800.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1182.73      | 0.00%             | 2030-04-03      | Fixed         | 29.45%                | Yes           |                  3 | On Loan: No      |
| DRB5179298.SRDUP                                    | DRB5179298.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7600 | PA      | $7490.96      | 0.00%             | 2030-04-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| FW3910054.SRDUP                                     | FW3910054.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3706 | PA      | $3732.46      | 0.00%             | 2028-08-02      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| FW3910191.SRDUP                                     | FW3910191.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       438 | PA      | $432.21       | 0.00%             | 2028-08-02      | Fixed         | 29.38%                | Yes           |                  3 | On Loan: No      |
| FW4008501.SRDUP                                     | FW4008501.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2023 | PA      | $2021.25      | 0.00%             | 2028-10-06      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| FW4012588.SRDUP                                     | FW4012588.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3926 | PA      | $3951.40      | 0.00%             | 2028-10-10      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW5178972.SRDUP                                     | FW5178972.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1970.94      | 0.00%             | 2030-04-03      | Fixed         | 32.24%                | Yes           |                  3 | On Loan: No      |
| L3305703.SRDUP                                      | L3305703.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14001 | PA      | $14302.56     | 0.00%             | 2027-07-25      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| CBM4011195.SRDUP                                    | CBM4011195.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       831 | PA      | $836.30       | 0.00%             | 2028-10-10      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| CBM4012065.SRDUP                                    | CBM4012065.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $5906.94      | 0.00%             | 2028-10-10      | Fixed         | 14.71%                | Yes           |                  3 | On Loan: No      |
| DRB4998463.SRDUP                                    | DRB4998463.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4134 | PA      | $3989.32      | 0.00%             | 2028-02-04      | Fixed         | 29.22%                | Yes           |                  3 | On Loan: No      |
| DRB5007808.SRDUP                                    | DRB5007808.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7747 | PA      | $7492.33      | 0.00%             | 2030-02-06      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| L3324484.SRDUP                                      | L3324484.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1022 | PA      | $1016.79      | 0.00%             | 2025-08-17      | Fixed         | 17.42%                | Yes           |                  3 | On Loan: No      |
| L3337519.SRDUP                                      | L3337519.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $2154.15      | 0.00%             | 2027-08-08      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| DRB5177040.SRDUP                                    | DRB5177040.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6900.41      | 0.00%             | 2030-04-03      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| DRB5177303.SRDUP                                    | DRB5177303.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1971 | PA      | $1943.85      | 0.00%             | 2030-04-03      | Fixed         | 27.32%                | Yes           |                  3 | On Loan: No      |
| L3956717.SRDUP                                      | L3956717.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5524 | PA      | $5605.59      | 0.00%             | 2028-09-05      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| L4999967.SRDUP                                      | L4999967.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $466.74       | 0.00%             | 2030-02-04      | Fixed         | 19.67%                | Yes           |                  3 | On Loan: No      |
| 206491318.SRDLC                                     | 206491318.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7836 | PA      | $7475.76      | 0.00%             | 2027-02-06      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 206570543.SRDLC                                     | 206570543.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11995 | PA      | $11771.22     | 0.00%             | 2026-02-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206726735.SRDLC                                     | 206726735.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2901 | PA      | $2767.71      | 0.00%             | 2027-02-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207605863.SRDLC                                     | 207605863.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7517 | PA      | $7170.88      | 0.00%             | 2027-03-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L5006720.SRDUP                                      | L5006720.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1050 | PA      | $1027.33      | 0.00%             | 2028-02-06      | Fixed         | 15.17%                | Yes           |                  3 | On Loan: No      |
| L5008574.SRDUP                                      | L5008574.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3628 | PA      | $3568.92      | 0.00%             | 2028-02-07      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| CBM3955806.SRDUP                                    | CBM3955806.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2501 | PA      | $2511.63      | 0.00%             | 2028-09-05      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| CBM4996277.SRDUP                                    | CBM4996277.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9631 | PA      | $9294.70      | 0.00%             | 2030-02-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 207855963.SRDLC                                     | 207855963.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10231 | PA      | $9729.52      | 0.00%             | 2027-04-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 210748068.SRDLC                                     | 210748068.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21751 | PA      | $20544.86     | 0.00%             | 2028-09-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3319830.SRDUP                                     | FW3319830.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6485 | PA      | $936.43       | 0.00%             | 2027-08-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3343213.SRDUP                                     | FW3343213.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $1722.75      | 0.00%             | 2027-08-10      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| L3385912.SRDUP                                      | L3385912.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8602 | PA      | $8736.38      | 0.00%             | 2027-09-02      | Fixed         | 14.81%                | Yes           |                  3 | On Loan: No      |
| L3392406.SRDUP                                      | L3392406.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5715 | PA      | $5804.65      | 0.00%             | 2027-09-02      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| L5177163.SRDUP                                      | L5177163.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50000 | PA      | $49508.48     | 0.00%             | 2030-04-03      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| L5179861.SRDUP                                      | L5179861.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14970 | PA      | $14900.22     | 0.00%             | 2030-04-03      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| DRB5176893.SRDUP                                    | DRB5176893.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10000 | PA      | $9856.56      | 0.00%             | 2030-04-03      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| DRB5177185.SRDUP                                    | DRB5177185.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4586 | PA      | $4520.52      | 0.00%             | 2030-04-03      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| 211086805.SRDLC                                     | 211086805.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20658 | PA      | $19567.81     | 0.00%             | 2029-09-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211336616.SRDLC                                     | 211336616.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5540 | PA      | $5122.11      | 0.00%             | 2027-10-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L5007027.SRDUP                                      | L5007027.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4021 | PA      | $3926.64      | 0.00%             | 2030-02-07      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L5178703.SRDUP                                      | L5178703.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39000 | PA      | $38448.09     | 0.00%             | 2030-04-03      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| FW3395232.SRDUP                                     | FW3395232.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7218 | PA      | $1507.86      | 0.00%             | 2027-09-02      | Fixed         | 29.72%                | Yes           |                  3 | On Loan: No      |
| FW4008016.SRDUP                                     | FW4008016.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $919.51       | 0.00%             | 2028-10-06      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| L5180590.SRDUP                                      | L5180590.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11874 | PA      | $11797.79     | 0.00%             | 2028-04-03      | Fixed         | 16.32%                | Yes           |                  3 | On Loan: No      |
| L5180945.SRDUP                                      | L5180945.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45500 | PA      | $45137.86     | 0.00%             | 2030-04-03      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| DRB5186488.SRDUP                                    | DRB5186488.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1876.47      | 0.00%             | 2030-04-07      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| FW3290902.SRDUP                                     | FW3290902.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       586 | PA      | $586.02       | 0.00%             | 2025-07-18      | Fixed         | 11.70%                | Yes           |                  3 | On Loan: No      |
| FW3329339.SRDUP                                     | FW3329339.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       390 | PA      | $387.96       | 0.00%             | 2025-08-03      | Fixed         | 26.91%                | Yes           |                  3 | On Loan: No      |
| FW3332427.SRDUP                                     | FW3332427.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2410 | PA      | $2473.05      | 0.00%             | 2027-08-04      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| 211583304.SRDLC                                     | 211583304.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19806 | PA      | $18816.18     | 0.00%             | 2029-10-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212084048.SRDLC                                     | 212084048.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21833 | PA      | $21715.84     | 0.00%             | 2027-11-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| L5178803.SRDUP                                      | L5178803.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10900 | PA      | $10828.84     | 0.00%             | 2028-04-03      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| FW3391946.SRDUP                                     | FW3391946.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       889 | PA      | $910.17       | 0.00%             | 2027-09-01      | Fixed         | 32.48%                | Yes           |                  3 | On Loan: No      |
| FW5171137.SRDUP                                     | FW5171137.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2400 | PA      | $2365.18      | 0.00%             | 2028-04-03      | Fixed         | 27.82%                | Yes           |                  3 | On Loan: No      |
| 212436646.SRDLC                                     | 212436646.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15343 | PA      | $14540.16     | 0.00%             | 2029-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214336503.SRDLC                                     | 214336503.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1845 | PA      | $1839.22      | 0.00%             | 2027-02-13      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 214425237.SRDLC                                     | 214425237.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31061 | PA      | $31011.61     | 0.00%             | 2031-02-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 215007504.SRDLC                                     | 215007504.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10905 | PA      | $10536.25     | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3331966.SRDUP                                      | L3331966.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $327.92       | 0.00%             | 2028-01-08      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| L3913166.SRDUP                                      | L3913166.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5484 | PA      | $5569.36      | 0.00%             | 2028-08-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L4008136.SRDUP                                      | L4008136.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14599 | PA      | $14655.73     | 0.00%             | 2028-10-06      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| L5181470.SRDUP                                      | L5181470.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15800 | PA      | $15772.93     | 0.00%             | 2030-04-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| L5188524.SRDUP                                      | L5188524.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5586 | PA      | $5562.90      | 0.00%             | 2030-04-07      | Fixed         | 16.54%                | Yes           |                  3 | On Loan: No      |
| 215142719.SRDLC                                     | 215142719.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24000 | PA      | $23274.41     | 0.00%             | 2030-04-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215472192.SRDLC                                     | 215472192.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9425 | PA      | $9179.45      | 0.00%             | 2028-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215627056.SRDLC                                     | 215627056.SRDLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9600 | PA      | $9388.14      | 0.00%             | 2028-04-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8134962.SRDSQ                                       | 8134962.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11900 | PA      | $11526.01     | 0.00%             | 2026-02-28      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW4009883.SRDUP                                     | FW4009883.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3573 | PA      | $3597.35      | 0.00%             | 2028-10-10      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| FW5007040.SRDUP                                     | FW5007040.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1624 | PA      | $1570.58      | 0.00%             | 2030-02-06      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| L3295635.SRDUP                                      | L3295635.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13326 | PA      | $13741.85     | 0.00%             | 2027-07-22      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| L3325663.SRDUP                                      | L3325663.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5341 | PA      | $5444.82      | 0.00%             | 2027-08-02      | Fixed         | 23.60%                | Yes           |                  3 | On Loan: No      |
| 8406419.SRDSQ                                       | 8406419.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3576 | PA      | $3384.08      | 0.00%             | 2026-05-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8413327.SRDSQ                                       | 8413327.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10581 | PA      | $2081.02      | 0.00%             | 2026-05-23      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| L3956173.SRDUP                                      | L3956173.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2380 | PA      | $2302.09      | 0.00%             | 2029-02-05      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L4008129.SRDUP                                      | L4008129.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16935 | PA      | $17152.49     | 0.00%             | 2028-10-06      | Fixed         | 22.58%                | Yes           |                  3 | On Loan: No      |
| 8590731.SRDSQ                                       | 8590731.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6395 | PA      | $6066.53      | 0.00%             | 2026-07-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8619914.SRDSQ                                       | 8619914.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4383 | PA      | $4115.09      | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8637814.SRDSQ                                       | 8637814.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5471 | PA      | $5117.82      | 0.00%             | 2026-07-22      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8710721.SRDSQ                                       | 8710721.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    127240 | PA      | $119739.82    | 0.01%             | 2026-08-07      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L4012536.SRDUP                                      | L4012536.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2414 | PA      | $2442.89      | 0.00%             | 2028-10-10      | Fixed         | 21.94%                | Yes           |                  3 | On Loan: No      |
| L5007449.SRDUP                                      | L5007449.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24502 | PA      | $24004.83     | 0.00%             | 2030-02-06      | Fixed         | 21.93%                | Yes           |                  3 | On Loan: No      |
| 8791519.SRDSQ                                       | 8791519.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7755 | PA      | $7334.65      | 0.00%             | 2026-09-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8820729.SRDSQ                                       | 8820729.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31412 | PA      | $29616.61     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8824088.SRDSQ                                       | 8824088.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10787 | PA      | $10148.15     | 0.00%             | 2026-09-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8830160.SRDSQ                                       | 8830160.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1488.44      | 0.00%             | 2026-09-12      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8881361.SRDSQ                                       | 8881361.SRDSQ                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3073 | PA      | $2890.67      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3909834.SRDUP                                    | CBM3909834.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2963 | PA      | $3002.19      | 0.00%             | 2028-08-02      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| L5010090.SRDUP                                      | L5010090.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4837 | PA      | $4723.94      | 0.00%             | 2030-02-07      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5010331.SRDUP                                      | L5010331.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48950 | PA      | $47980.49     | 0.00%             | 2030-02-07      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| L5010350.SRDUP                                      | L5010350.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5879 | PA      | $5761.36      | 0.00%             | 2030-02-07      | Fixed         | 21.30%                | Yes           |                  3 | On Loan: No      |
| CBM4009475.SRDUP                                    | CBM4009475.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7320 | PA      | $7355.04      | 0.00%             | 2028-10-06      | Fixed         | 27.73%                | Yes           |                  3 | On Loan: No      |
| CBM4010388.SRDUP                                    | CBM4010388.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       648 | PA      | $640.13       | 0.00%             | 2026-10-10      | Fixed         | 19.70%                | Yes           |                  3 | On Loan: No      |
| DRB5002911.SRDUP                                    | DRB5002911.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9511 | PA      | $9277.43      | 0.00%             | 2030-02-05      | Fixed         | 30.33%                | Yes           |                  3 | On Loan: No      |
| DRB5008237.SRDUP                                    | DRB5008237.SRDUP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23224 | PA      | $23116.23     | 0.00%             | 2030-02-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| FW3337303.SRDUP                                     | FW3337303.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14151 | PA      | $13641.38     | 0.00%             | 2027-08-23      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW3344357.SRDUP                                     | FW3344357.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1742 | PA      | $1814.41      | 0.00%             | 2027-08-10      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3394816.SRDUP                                     | FW3394816.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2335.19      | 0.00%             | 2027-09-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3501100.SRDUP                                     | FW3501100.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11263 | PA      | $11438.11     | 0.00%             | 2027-10-13      | Fixed         | 22.14%                | Yes           |                  3 | On Loan: No      |
| FW4007996.SRDUP                                     | FW4007996.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8852 | PA      | $8941.10      | 0.00%             | 2028-10-21      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| FW5008489.SRDUP                                     | FW5008489.SRDUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3927 | PA      | $3798.84      | 0.00%             | 2030-02-07      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| L3304544.SRDUP                                      | L3304544.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4670 | PA      | $4906.17      | 0.00%             | 2027-07-25      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3310741.SRDUP                                      | L3310741.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3788 | PA      | $547.00       | 0.00%             | 2027-12-26      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| L3344812.SRDUP                                      | L3344812.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10635 | PA      | $10797.66     | 0.00%             | 2027-08-10      | Fixed         | 10.51%                | Yes           |                  3 | On Loan: No      |
| L4996199.SRDUP                                      | L4996199.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25356 | PA      | $24826.39     | 0.00%             | 2030-02-03      | Fixed         | 19.67%                | Yes           |                  3 | On Loan: No      |
| L4996448.SRDUP                                      | L4996448.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48064 | PA      | $47040.90     | 0.00%             | 2030-02-03      | Fixed         | 23.68%                | Yes           |                  3 | On Loan: No      |
| L4996735.SRDUP                                      | L4996735.SRDUP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13295 | PA      | $13020.92     | 0.00%             | 2030-02-03      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 029                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 013                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $1014401.54   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 024                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 005                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $51482.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 047                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $26993.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 012                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $31516.46     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 030                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

**Name of Applicant:** Stone Ridge Trust

**Signature:** Maura Keselowsky

**Name of Signer:** Maura Keselowsky

**Title:** Treasurer and Principal Financial Officer