# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0001145549-25-052114
**Filing Date:** 2025-8
**Character Count:** 151230
**Document Hash:** da502557038f296288e4bdc352133566
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052114.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001145549-25-052114

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOCORR INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001506768

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 251237461

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-6900

**MAIL ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LoCorr Investment Trust
- **DATE OF NAME CHANGE:** 20101201

## Series and Classes Contracts Data

### LoCorr Hedged Core Fund (Series ID: S000084437)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000248819 | Class A      | LHEAX           |
| C000248820 | Class I      | LHEIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LoCorr Investment Trust

- **b. Investment Company Act file number:** 811-22509

- **c. CIK number of Registrant:** 0001506768

- **d. LEI of Registrant:** 54930075F5KEPQITLS33

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

  - **Street Address 1:** 687 Excelsior Blvd

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

  - **Telephone number:** 952-767-2920

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

- **a. Name of Series:** LoCorr Hedged Core Fund

- **b. EDGAR series identifier (if any):** S000084437

- **c. LEI of Series:** 52990054J3L7XVZL3M95

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $239023736.84

**Total Liabilities:** $4311342.45

**Net Assets:** $234712394.39

**Amount of Assets Invested in Other Investment Companies:** $35386770.74

**Cash Not Reported:** $21416037.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14928.750000000000 | **1-Year:** 20375.680000000000 | **5-Year:** 22597.330000000000 | **10-Year:** 163.450000000000 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248819 | -1.87%               | -0.64%               | 1.39%                |
| Class ID C000248820 | -1.77%               | -0.74%               | 1.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36613.35               | $-1652665.50                               |
| Month 2  | $25433.64                | $-1424437.90                               |
| Month 3  | $54408.00                | $1724055.86                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS GROUP AG                         | UBS Group AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    725000 | PA      | $744366.19    | 0.32%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                   | Trane Technologies Financing Ltd                                                | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    195000 | PA      | $193701.63    | 0.08%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324193.86    | 0.14%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653873.97    | 0.28%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                    | T-Mobile US Trust 2024-2                                                        | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250227.05    | 0.11%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                         | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182214.59    | 0.08%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust               | Tesla Auto Lease Trust 2024-B                                                   | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1104306.17   | 0.47%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262342.66    | 0.11%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $612715.37    | 0.26%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP             | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKZ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170358.39    | 0.07%             | 2025-09-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP             | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155528.47    | 0.07%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust             | Toyota Lease Owner Trust 2024-A                                                 | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    216885 | PA      | $217865.48    | 0.09%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner        | Toyota Auto Receivables 2024-D Owner Trust                                      | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350935.80    | 0.15%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner        | Toyota Auto Receivables 2025-A Owner Trust                                      | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007972.00   | 0.43%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                | Unilever Capital Corp                                                           | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421826.16    | 0.18%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    685000 | PA      | $683366.91    | 0.29%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CORN FUTURE       Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $60716.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $143.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-201655.71   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $130225.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8340.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $162291.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CNH/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12037.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CNH/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1511.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | COTTON NO.2 FUTR  Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-1561.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | COTTON NO.2 FUTR  Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-612.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | DJIA MINI e-CBOT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $52028.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | DOLLAR INDEX      Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -4 | NC      | $7543.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P500 EMINI FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-7178.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P500 EMINI FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $56763.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-815.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $871.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-118151.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $161149.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LONG GILT FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -22 | NC      | $-30266.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LONG GILT FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $-852.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | DAX INDEX FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         5 | NC      | $66133.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | COPPER FUTURE     Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $-4679.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harb ULSD Fut  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        34 | NC      | $-111285.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harb ULSD Fut  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-11196.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harb ULSD Fut  Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $1144.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | COFFEE 'C' FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $9990.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | COFFEE 'C' FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-83148.55    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KRW/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-433.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | KRW/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $772.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LOCORR COMMODITIES INDEX SWP                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |         1 | NC      | $-599189.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LIVE CATTLE FUTR  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $3295.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LEAN HOGS FUTURE  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2057.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LEAN HOGS FUTURE  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-2065.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME ZINC   ($)                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1656.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME ZINC   ($)                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1257.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME COPPER FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6357.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME COPPER FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $58852.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME ZINC FUTURE   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-10808.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME ZINC FUTURE   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $4991.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | MSCI EmgMkt       Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $1185.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ECX EMISSION      Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |        -1 | NC      | $8641.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15549.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $60103.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $32677.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NATURAL GAS FUTR  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $6894.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NIKKEI 225  (SGX) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         1 | NC      | $1023.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NIKKEI 225  (OSE) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         8 | NC      | $73458.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NOK/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-458.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NOK/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-156.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NASDAQ 100 E-MINI Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-3066.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NASDAQ 100 E-MINI Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $79816.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NEW ZEALAND $ FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-291.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NEW ZEALAND $ FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         4 | NC      | $2665.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-27384.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22503.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-907.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $133.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2020.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14704.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MEXICAN PESO FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        30 | NC      | $12255.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | PLN/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3706.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | PLN/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30840.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | PLATINUM FUTURE   Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-2257.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P/TSX 60 IX FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         1 | NC      | $1629.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | COCOA FUTURE - IC Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5231.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Su Gasoil G   Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-17183.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Su Gasoil G   Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        37 | NC      | $-201045.54   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Su Gasoil G   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-8001.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | MSCI SING IX ETS  Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         1 | NC      | $292.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | E-Mini Russ 2000  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-18698.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | E-Mini Russ 2000  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2658.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SEK/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13182.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | SEK/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6518.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MINI BOVESPA FUT  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |      -151 | NC      | $4308.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP              | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215107.14    | 0.09%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust       | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499060.55   | 0.64%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust       | ILPT Commercial Mortgage Trust 2022-LPF2                                        | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $958800.00    | 0.41%             | 2039-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust            | IP 2025-IP Mortgage Trust                                                       | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $760742.18    | 0.32%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | FTSE CHINA A50    Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        74 | NC      | $-10770.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130ATHW0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    425000 | PA      | $427524.36    | 0.18%             | 2027-09-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1100000 | PA      | $1112010.13   | 0.47%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    490000 | PA      | $472365.15    | 0.20%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust        | ARDN 2025-ARCP Mortgage Trust                                                   | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000436.70   | 0.43%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC              | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187030.92    | 0.08%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch        | BAMLL Commercial Mortgage Securities Trust 2022-DKLX                            | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906906 | PA      | $904071.98    | 0.39%             | 2039-01-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2023-DELC                                                              | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $523243.03    | 0.22%             | 2038-05-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2022-AHP                                           | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $899437.50    | 0.38%             | 2039-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust              | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248795.20    | 0.11%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1164609.19   | 0.50%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1296122.62   | 0.55%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON              | Bank of New York Mellon/The                                                     | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252859.33   | 0.53%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                   | Bank of America NA                                                              | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1353906.91   | 0.58%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                            | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    745000 | PA      | $722504.67    | 0.31%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                      | BofA Auto Trust 2024-1                                                          | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252501.43    | 0.11%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART               | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234081.27    | 0.10%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                    | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311442.72    | 0.13%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $266548.82    | 0.11%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut       | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598020.90    | 0.25%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust       | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500494.30    | 0.21%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust              | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402631.56    | 0.17%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust       | Carvana Auto Receivables Trust 2023-P1                                          | CUSIP: 14688EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509256.95    | 0.22%             | 2029-01-10      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124990.82    | 0.05%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                          | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $698747.38    | 0.30%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                  | CNH Equipment Trust 2024-C                                                      | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249307.90    | 0.11%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $566535.26    | 0.24%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2022-R07                                    | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $586339.38    | 0.25%             | 2042-06-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R02                                    | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $1011344.31   | 0.43%             | 2043-01-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2022-R08                                    | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $521485.75    | 0.22%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R01                                    | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $263653.10    | 0.11%             | 2042-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                      | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120180.78    | 0.05%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229959.97    | 0.10%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $377865.81    | 0.16%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    770000 | PA      | $786025.09    | 0.33%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC       | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013762.80   | 0.43%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE             | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269852.55    | 0.11%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                   | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186446.83    | 0.08%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ENAF7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $963091.29    | 0.41%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ERRW3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $399674.23    | 0.17%             | 2026-09-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ERT84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2019726.02   | 0.86%             | 2028-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $243631.48    | 0.10%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                  | BP CURRENCY FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        52 | NC      | $24077.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | BRENT CRUDE FUTR  Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-50110.71    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | BRENT CRUDE FUTR  Nov25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-8102.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | BRENT CRUDE FUTR  Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-8041.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO FX CURR FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        57 | NC      | $101915.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19540.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $132636.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EURO STOXX 50     Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $10.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130AVBC5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2400000 | PA      | $2425869.86   | 1.03%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ERTT8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    425000 | PA      | $421901.58    | 0.18%             | 2027-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ERZ46<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2388000 | PA      | $2416845.30   | 1.03%             | 2028-01-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETFH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1998975.64   | 0.85%             | 2028-04-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                  | AUDUSD Crncy Fut  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-1518.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUDUSD Crncy Fut  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        32 | NC      | $13951.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-221.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $382.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-46020.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24107.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-683.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2254.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11417.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16584.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | BP CURRENCY FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-4561.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUST 10Y BOND FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        70 | NC      | $13863.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUST 3YR BOND FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -6 | NC      | $-902.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUST 3YR BOND FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         7 | NC      | $-243.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO             | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    610000 | PA      | $614506.25    | 0.26%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust         | Ford Credit Auto Owner Trust 2024-C                                             | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249252.33    | 0.11%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust         | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75576.05     | 0.03%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    635000 | PA      | $639774.91    | 0.27%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2023-DNA2                                         | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $990137.07    | 0.42%             | 2043-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1589585.52   | 0.68%             | 2043-05-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA5                                         | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $387941.56    | 0.17%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2023-HQA3                                         | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $896889.15    | 0.38%             | 2043-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $743848.11    | 0.32%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                    | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477671.30    | 0.20%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607114.78    | 0.26%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                     | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542539.39    | 0.23%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin       | GM Financial Automobile Leasing Trust 2024-3                                    | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249952.93    | 0.11%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265170.51    | 0.11%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1221685.41   | 0.52%             | 2026-08-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263830.62    | 0.11%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                       | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324986.29    | 0.14%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T       | Honda Auto Receivables 2024-4 Owner Trust                                       | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501111.85    | 0.21%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Galaxy Commodity-Polaris II Fund LLC | Galaxy Commodity-Polaris II Fund LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     30602 | NS      | $21611264.85  | 9.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                          | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $696937.50    | 0.30%             | 2034-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                    | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359002.15    | 0.15%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                    | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328462.78    | 0.14%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | SET50 FUTURES     Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |       -10 | NC      | $312.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SOYBEAN OIL FUTR  Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        25 | NC      | $-30532.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 5YR NOTE (CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        88 | NC      | $32210.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME PRI ALUM FUTR Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-51254.67    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME PRI ALUM FUTR Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $18589.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME NICKEL FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1504.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME NICKEL FUTURE Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $51.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SOYBEAN FUTURE    Nov25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $46163.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SUGAR #11 (WORLD) Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $22912.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SGD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2951.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | SGD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8422.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | SILVER FUTURE     Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $-6745.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SOYBEAN MEAL FUTR Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $16071.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | TOPIX INDX FUTR   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        11 | NC      | $45648.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 2YR NOTE (CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -45 | NC      | $-7569.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 2YR NOTE (CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        65 | NC      | $25609.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10YR NOTE (CBT)Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        77 | NC      | $55793.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US LONG BOND(CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $-29680.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10yr Ultra Fut Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $8657.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SPI 200 FUTURES   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -2 | NC      | $425.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC               | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263537.71    | 0.11%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2054400 | PA      | $2079839.24   | 0.89%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2481300 | PA      | $2558549.84   | 1.09%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473675.51    | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                 | Verizon Master Trust                                                            | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1599544.29   | 0.68%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA             | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562234.53    | 0.24%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                          | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121328.69    | 0.05%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag       | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514269.15    | 0.22%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1013601.01   | 0.43%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se       | World Omni Automobile Lease Securitization Trust 2025-A                         | CUSIP: 98164PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998802.10    | 0.43%             | 2027-12-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr       | World Omni Auto Receivables Trust 2024-A                                        | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251358.18    | 0.11%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr       | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013540.10   | 0.43%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203876.19    | 0.09%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    810000 | PA      | $827909.46    | 0.35%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                       | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455015.22    | 0.19%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                  | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205598.00    | 0.09%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202219.06    | 0.09%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515924.12    | 0.22%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787711.21    | 0.34%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137021.79    | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R06                                    | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $619314.00    | 0.26%             | 2043-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R04                                    | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1329867.13   | 0.57%             | 2043-05-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $782503.13    | 0.33%             | 2043-06-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                   | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254578.51    | 0.11%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    290000 | PA      | $292130.37    | 0.12%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS               | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $424194.73    | 0.18%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                  | BRL/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4786.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | BRL/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $157939.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CME Bitcoin Fut   Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         4 | NC      | $36573.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29775.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23202.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5786.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1632.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | C$ CURRENCY FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -7 | NC      | $-865.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | C$ CURRENCY FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        13 | NC      | $6211.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CAC40 10 EURO FUT Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        23 | NC      | $2280.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CHF/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-122.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CLP/USD FWD 20250717                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1971.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CLP/USD FWD 20250717                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1564.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CNH/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16374.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAN 10YR BOND FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -1 | NC      | $-214.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CAN 10YR BOND FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         3 | NC      | $1214.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | BRENT CRUDE FUTR  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        39 | NC      | $-260140.97   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-SCHATZ FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -45 | NC      | $1629.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-SCHATZ FUT   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       182 | NC      | $-34764.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Euro-BTP Future   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        26 | NC      | $2535.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KOSPI2 INX FUT    Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         9 | NC      | $5180.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KRW/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6258.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | KRW/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5796.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Euro-OAT Future   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1 | NC      | $64.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Euro-OAT Future   Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        16 | NC      | $-5839.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-BOBL FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -9 | NC      | $-106.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-BOBL FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        55 | NC      | $-27065.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-BUND FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -25 | NC      | $10543.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CHF CURRENCY FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-2545.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CHF CURRENCY FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        12 | NC      | $29344.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-BUXL 30Y BND Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3 | NC      | $4333.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO STOXX 50     Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        35 | NC      | $6159.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | FTSE 100 IDX FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -6 | NC      | $3769.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | FTSE 100 IDX FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        19 | NC      | $-8950.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9              | US BANK MMDA - USBGFS 9                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  32649160 | NS      | $32649159.88  | 13.91%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21316900 | PA      | $20924702.29  | 8.92%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17560800 | PA      | $17469566.20  | 7.44%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6645000 | PA      | $6708594.71   | 2.86%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210100 | PA      | $6198456.06   | 2.64%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231105.27    | 0.10%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130AWGR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $501383.42    | 0.21%             | 2026-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130AWTQ3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $252084.88    | 0.11%             | 2026-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS             | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216344.87    | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                  | Southern California Edison Co                                                   | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121840.50    | 0.05%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                          | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $974390.63    | 0.42%             | 2036-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | WTI CRUDE FUTURE  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        40 | NC      | $-160166.27   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI CRUDE FUTURE  Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $58.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ILS/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10388.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | IFSC NIFTY 50 FUT Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         9 | NC      | $225.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Sep26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $443.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Sep27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $256.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WHEAT FUTURE(CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $4827.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NATURAL GAS FUTR  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $21542.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NATURAL GAS FUTR  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-24790.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NATURAL GAS FUTR  Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2958.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NATURAL GAS FUTR  Nov25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1158.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1521391.45   | 0.65%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                 | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569877.37    | 0.24%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust        | KRE Commercial Mortgage Trust 2025-AIP4                                         | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997500.00    | 0.42%             | 2042-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust        | KSL Commercial Mortgage Trust 2024-HT2                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249374.58    | 0.11%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                    | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447258.88    | 0.19%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust           | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350464.07    | 0.15%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                        | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392076.32    | 0.17%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus       | M&T Bank Auto Receivables Trust 2025-1                                          | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1259562.75   | 0.54%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MARS INC                             | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1804258.01   | 0.77%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                             | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1696510.63   | 0.72%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES       | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008003.10   | 0.43%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I              | Metropolitan Life Global Funding I                                              | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158132.83    | 0.07%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA               | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310378.07   | 0.56%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $789225.24    | 0.34%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust        | MTN Commercial Mortgage Trust 2022-LPFL                                         | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $824484.38    | 0.35%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $248968.49    | 0.11%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $700395.19    | 0.30%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                                         | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3011033.10   | 1.28%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO             | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501845.54    | 0.21%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $571835.95    | 0.24%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437532.62    | 0.19%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL              | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189339.62    | 0.08%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL              | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515306.45    | 0.22%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NYC Trust                            | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800988.48    | 0.34%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se       | Natixis Commercial Mortgage Securities Trust 2019-LVL                           | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $336814.84    | 0.14%             | 2038-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                  | NatWest Markets PLC                                                             | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $407974.49    | 0.17%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                    | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393278.91    | 0.17%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust             | NRTH 2024-PARK Mortgage Trust                                                   | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761000 | PA      | $761474.33    | 0.32%             | 2039-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                          | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $172362.49    | 0.07%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC              | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202908.85    | 0.09%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC              | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473191.31    | 0.20%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru       | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $754068.75    | 0.32%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust       | ONNI Commerical Mortgage Trust 2024-APT                                         | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $766373.40    | 0.33%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309970.41    | 0.13%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                  | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1266613.75   | 0.54%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                          | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    785000 | PA      | $785382.33    | 0.33%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PepsiCo Inc                                                                     | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404999.65    | 0.17%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC               | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378437.46    | 0.16%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit       | Porsche Financial Auto Securitization Trust 2024-1                              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501956.15    | 0.21%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner       | Porsche Innovative Lease Owner Trust 2024-2                                     | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250011.50    | 0.11%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II             | Principal Life Global Funding II                                                | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269851.41    | 0.11%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                 | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457065.95    | 0.19%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                             | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204151.30    | 0.09%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                  | WTI CRUDE FUTURE  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $-27384.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI CRUDE FUTURE  Oct25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-7273.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI CRUDE FUTURE  Nov25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-191.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-55327.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51369.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8400.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $129036.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GOLD 100 OZ FUTR  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2807.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | GOLD 100 OZ FUTR  Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-36601.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | HSCEI Futures     Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -2 | NC      | $762.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | HANG SENG IDX FUT Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        21 | NC      | $-44195.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ILS/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5128.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | ILS/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $78.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | INR/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1163.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | INR/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $409.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | INR/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $140.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPN 10Y BOND(OSE) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -3 | NC      | $-10557.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | JPN 10Y BOND(OSE) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         1 | NC      | $-2710.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-170.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250701                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $434.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7889.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13609.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5789.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4770.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2333.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20250917                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-207.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPN YEN CURR FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-2704.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KC HRW WHEAT FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $41811.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $256.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Mar27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $615.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $700.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Jun27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $273.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ICE 3MTH SONIA FU Dec26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        20 | NC      | $13523.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | FTSE/MIB IDX FUT  Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         2 | NC      | $7854.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | FTSE Taiwan Index Jul25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         4 | NC      | $-46.29       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | USD/ZAR FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16937.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | USD/ZAR FWD 20250716                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8441.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | USD/ZAR FWD 20250820                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | US LONG BOND(CBT) Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $3681.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WHEAT FUTURE(CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $44970.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US ULTRA BOND CBT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $-14570.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | GASOLINE RBOB FUT Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $602.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | GASOLINE RBOB FUT Aug25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        13 | NC      | $-83413.11    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                      | MVW 2025-1 LLC                                                                  | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829887 | PA      | $838674.36    | 0.36%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                  | 10YR MINI JGB FUT Sep25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |       -13 | NC      | $-4038.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $-384.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Mar27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $-208.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         9 | NC      | $-679.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Jun27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $12.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Sep26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         9 | NC      | $-370.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Sep27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         5 | NC      | $-266.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3MO EURO EURIBOR  Dec26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       130 | NC      | $-9998.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $48.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Mar27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $2201.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $1849.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Jun27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $2612.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Sep26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $3005.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Sep27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $2388.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Dec26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       124 | NC      | $72264.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 3 MONTH SOFR FUT  Dec27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        41 | NC      | $19118.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-20

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer