# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011782
**Filing Date:** 2023-2
**Character Count:** 333321
**Document Hash:** c4ac77b28a5b247b6ca1f2675f8f1f5e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011782.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011782

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 23675745

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN FUND INSURANCE SERIES
- **DATE OF NAME CHANGE:** 20010829

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN VARIABLE INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PATHWAY FUND
- **DATE OF NAME CHANGE:** 19880531

## Series and Classes Contracts Data

### Capital Income Builder (Series ID: S000045163)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000140604 | Class 1      |  |
| C000140605 | Class 2      |  |
| C000140606 | Class 4      |  |
| C000176252 | Class 1A     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN FUNDS INSURANCE SERIES

- **b. Investment Company Act file number:** 811-03857

- **c. CIK number of Registrant:** 0000729528

- **d. LEI of Registrant:** 5493006ZFTN01BKM5294

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Capital Income Builder

- **b. EDGAR series identifier (if any):** S000045163

- **c. LEI of Series:** 549300Q6Q43DWSSTXW57

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1191004780.92

**Total Liabilities:** $51159521.98

**Net Assets:** $1139845258.94

**Cash Not Reported:** $393908.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140604 | 5.30%                | 7.31%                | -1.49%               |
| Class ID C000140605 | 5.31%                | 7.22%                | -1.46%               |
| Class ID C000140606 | 5.32%                | 7.24%                | -1.52%               |
| Class ID C000176252 | 5.31%                | 7.22%                | -1.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7521973.22             | $62475437.28                               |
| Month 2  | $-2102287.27             | $76877941.66                               |
| Month 3  | $2076017.79              | $-22982581.64                              |

**Designated Index Information**

- **Index Name:** 70%/30% MSCI All Country World Index/Bloomberg U.S. Aggregate Index

- **Index Identifier:** 70MXWO30LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                | GMCAR 22-3 A2B FRN (SOFR30A+60) 09-16-25                                          | CUSIP: 36265WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78000 | PA      | $78105.69     | 0.01%             | 2025-09-16      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                             | GMALT 22-3 A2B FRN (SOFR30A+71) 10-21-24/01-22-24                                 | CUSIP: 380130AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76000 | PA      | $76025.84     | 0.01%             | 2024-10-21      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 02-16-24                        | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1000903.28   | 0.09%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                          | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43390.18     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                          | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                              | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $187611.74    | 0.02%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                   | GCI 20-1 A 144A 2.82% 10-18-45/30                                                 | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506397 | PA      | $447151.39    | 0.04%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUH3 03-31-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       203 | NC      | $48679.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                 | UNILEVER PLC                                                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     57668 | NS      | $2909291.89   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23387.02     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16360.93     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                       | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                              | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247000 | PA      | $228423.87    | 0.02%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                        | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268000 | PA      | $233732.98    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.5 SD8264 11-01-52                                                     | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    199852 | PA      | $181809.30    | 0.02%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 CB2787 12-01-51                                                     | CUSIP: 3140QNCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23274 | PA      | $21189.59     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6954 | NS      | $3686871.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP                                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3606 | NS      | $746694.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25              | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171952.00    | 0.02%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                | REGENERON PHARMACEUTICALS INC SR UNSEC 2.8% 09-15-50                              | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1248.96      | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                           | MIDEA GROUP CO LTD A (SZSE NORTH)                                                 | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    513775 | NS      | $3816337.26   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HOLDINGS LTD                                                    | POWER ASSETS HOLDINGS LTD                                                         | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    106500 | NS      | $583348.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8286 01-01-53                                                     | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    199942 | PA      | $187740.34    | 0.02%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8242 09-01-52                                                     | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    604637 | PA      | $531506.30    | 0.05%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                       | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                              | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91703.90     | 0.01%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                        | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $85876.30     | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                     | UNITED OVERSEAS BANK LTD                                                          | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     88700 | NS      | $2034217.76   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                                              | UPM-KYMMENE OYJ                                                                   | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     19684 | NS      | $737874.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                             | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6196.94      | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                       | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    206000 | PA      | $148621.58    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HANG SENG BANK LTD                                                           | HANG SENG BANK LTD                                                                | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |     52200 | NS      | $864310.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                                                  | SUN HUNG KAI PROPERTIES LTD                                                       | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     61255 | NS      | $838251.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP SR UNSEC 6.875% 11-15-28                                      | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338063.38    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                   | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                 | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    270000 | PA      | $253587.24    | 0.02%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                                               | GALAXY ENTERTAINMENT GROUP LTD                                                    | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    196000 | NS      | $1297814.28   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                   | SAMSUNG ELECTRONICS CO LTD PREF                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     13546 | NS      | $545062.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP SR UNSEC 8.75% 03-15-32                                       | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $107311.95    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                               | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.0% 11-07-24                             | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $399590.52    | 0.04%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                               | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                             | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99744.97     | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                 | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 4.5% 05-15-30                        | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    142000 | PA      | $131959.32    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                          | SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-49/11-15-31                            | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     38000 | PA      | $24119.74     | 0.00%             | 2049-12-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY (USA) LTD                                                   | SOUTH32 TREASURY LTD 144A LIFE SR UNSEC 4.35% 04-14-32                            | CUSIP: 84055BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     10000 | PA      | $8582.85      | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $569744.50    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46             | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $184080.00    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                            | TRANSCANADA TRUST SUB (H) 5.875% 08-15-76/26                                      | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $514667.52    | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24             | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $687496.60    | 0.06%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                    | TRANSCANADA PIPELINES LTD SR UNSEC 5.1% 03-15-49                                  | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $136774.05    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                          | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    253000 | PA      | $207294.03    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $567600.63    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                  | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33  | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88460.00     | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 5.4% 11-10-25                                   | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231760.18    | 0.02%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                         | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14723.94     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                         | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15121.50     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                            | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                   | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20275.03     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    142000 | PA      | $110503.69    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                               | WALT DISNEY CO SR UNSEC 4.625% 03-23-40                                           | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112649.52    | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                        | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $82670.30     | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                     | HART 22-B A2B FRN (SOFR30A+58) 05-15-25                                           | CUSIP: 44918MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100085.10    | 0.01%             | 2025-05-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88733.72     | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33337.68     | 0.00%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1                                      | LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25                                        | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    199948 | PA      | $185154.01    | 0.02%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MCAS_19-01                                                                   | MCAS 19-1 M10 144A (L+325) FRN 10-15-49                                           | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    141494 | PA      | $133267.80    | 0.01%             | 2049-10-15      | Variable      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 QD2877 12-01-51                                                     | CUSIP: 3133B0FS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    129987 | PA      | $114427.27    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QF1730 10-01-52                                                     | CUSIP: 3133BN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    837873 | PA      | $786739.84    | 0.07%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44025.48     | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WILLIAMS COS INC SR UNSEC 5.3% 08-15-52                                           | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35976.36     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                         | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                      | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25312.90     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                   | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                 | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25996.08     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 BV0790 01-01-52                                                     | CUSIP: 3140MD2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97186 | PA      | $88412.18     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 BT8370 06-01-52                                                     | CUSIP: 3140LXJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    291000 | PA      | $264728.07    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                  | EQUINOR ASA SR UNSEC 2.375% 05-22-30                                              | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    365000 | PA      | $311273.46    | 0.03%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    176500 | PA      | $165745.15    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                        | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $17165.66     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 3.25% 04-16-30                                              | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $174729.80    | 0.02%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 2.783% 01-23-31                                                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    190000 | PA      | $157648.70    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL GOVT REG S 5.125% 10-15-24                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     18000 | PA      | $18067.75     | 0.00%             | 2024-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                    | KINGDOM OF SAUDI ARABIA REG S 3.625% 03-04-28                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $191324.80    | 0.02%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                             | STATE OF QATAR REG S 4.5% 04-23-28                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $201622.00    | 0.02%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.5% 01-15-28                                                     | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241616 | PA      | $227306.40    | 0.02%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.625% 04-15-23                                               | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400041 | PA      | $3367137.53   | 0.30%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 1.0% 02-15-49                                                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    201317 | PA      | $168519.81    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.5% 04-15-24                                                 | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1581360 | PA      | $1538852.17   | 0.14%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 10-15-24                                                   | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2751755 | PA      | $2651895.31   | 0.23%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 01-15-30                                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2142726 | PA      | $1925272.80   | 0.17%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 04-15-25                                                   | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1269026 | PA      | $1209391.70   | 0.11%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 0.5% 04-30-27                                                    | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2497629.35   | 0.22%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 1.125% 05-15-40                                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1506056.88   | 0.13%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.625% 01-15-24                                               | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220425 | PA      | $1195255.88   | 0.10%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                          | NSLT 21-A APT1 144A 1.36% 04-20-62                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210895 | PA      | $186806.94    | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                              | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                         | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142998 | PA      | $121702.38    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 10-15-25                                                   | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    229694 | PA      | $218308.00    | 0.02%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 12-31-22                                                  | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1625000.00   | 0.14%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 01-15-31                                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1831568 | PA      | $1624944.00   | 0.14%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 12-15-51                                                   | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2031630 | PA      | $1310480.72   | 0.11%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 04-15-26                                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2388482 | PA      | $2245173.53   | 0.20%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 07-15-31                                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138979 | PA      | $122627.00    | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.375% 10-31-23                                                  | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $843896.46    | 0.07%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.125% 10-31-26                                                  | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $889942.93    | 0.08%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.0% 11-15-41                                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $214813.44    | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 2.5% 04-30-24                                                    | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2224000 | PA      | $2160919.80   | 0.19%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 3.0% 08-15-52                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5411000 | PA      | $4486584.22   | 0.39%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.25% 08-31-24                                                   | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    554000 | PA      | $542483.84    | 0.05%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 1.625% 10-15-27                                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2253328 | PA      | $2250335.36   | 0.20%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 4.0% 11-15-52                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $115616.01    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.125% 11-15-32                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1642079.89   | 0.14%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.5% 11-30-24                                                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3677000 | PA      | $3677721.80   | 0.32%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.875% 11-30-29                                                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1351005.64   | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 3.875% 11-30-27                                                  | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15438000 | PA      | $15354380.07  | 1.35%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 4.0% 12-15-25                                                    | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4257000 | PA      | $4230393.75   | 0.37%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.125% 07-15-24                                               | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1887505 | PA      | $1828215.78   | 0.16%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.25% 01-15-25                                                | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    539486 | PA      | $517801.73    | 0.05%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L FRN 0.375% 07-15-25                                               | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    376977 | PA      | $362211.30    | 0.03%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 6.125% 11-15-27                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $1036588.51   | 0.09%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.0% 11-15-26                                                    | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2589575.24   | 0.23%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 6.25% 05-15-30                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $1016538.95   | 0.09%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.125% 01-15-23                                                   | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2610164 | PA      | $2605139.84   | 0.23%             | 2023-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY I/L 0.375% 07-15-23                                                   | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1818168 | PA      | $1797141.87   | 0.16%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 1.875% 06-30-26                                                  | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $5844951.63   | 0.51%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 12-15-23                                                  | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8409900 | PA      | $8056741.39   | 0.71%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.125% 01-31-23                                                  | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2193187.92   | 0.19%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 1.25% 03-31-28                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1174078.13   | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.75% 03-31-26                                                   | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800 | PA      | $717.38       | 0.00%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.75% 04-30-26                                                   | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1093000 | PA      | $977504.88    | 0.09%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 2.375% 05-15-51                                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196500 | PA      | $141661.41    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.75% 05-31-26                                                   | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3434931.50   | 0.30%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.625% 10-15-24                                                  | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11050000 | PA      | $10321770.75  | 0.91%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                         | HONG KONG EXCHANGES AND CLEARING LTD                                              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     18300 | NS      | $790837.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REIT                                                                    | LINK REIT (REIT)                                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    372507 | NS      | $2735140.88   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY NOTE 0.75% 11-15-24                                                   | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3525000 | PA      | $3290898.05   | 0.29%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | US TREASURY BOND 4.0% 11-15-42                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805900 | PA      | $789639.84    | 0.07%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                   | FIDELITY NATIONAL INFORMATION SERVICES INC                                        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      9497 | NS      | $644371.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                             | ARRW 21-1R A1 144A FRN 10-25-48                                                   | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141488 | PA      | $111802.72    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                          | NSLT 21-B AFX 144A 1.42% 04-20-62                                                 | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422509 | PA      | $375702.20    | 0.03%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA AFL 144A FRN (L+74) 04-20-62                                           | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217867 | PA      | $211513.36    | 0.02%             | 2062-04-20      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                       | AH4R 14-SFR2 A 144A 3.786% 10-17-36/10-18-24                                      | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85611 | PA      | $82649.08     | 0.01%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                           | AH4R 15-SFR2 A 144A 3.732% 10-17-52/25                                            | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87413 | PA      | $82711.34     | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                           | AH4R 15-SFR2 B 144A 4.295% 10-17-52/25                                            | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95067.10     | 0.01%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR D 144A FRN (L+140) 06-15-38/23                                         | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99248 | PA      | $93750.53     | 0.01%             | 2038-06-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172692 | PA      | $166571.10    | 0.01%             | 2038-06-15      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                          | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    548000 | PA      | $528662.72    | 0.05%             | 2036-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA C 144A FRN (L+164.6) 10-15-36/26                                       | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $93443.90     | 0.01%             | 2036-10-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                       | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266000 | PA      | $253486.83    | 0.02%             | 2036-10-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                            | NALT 21-A A3 0.52% 08-15-24                                                       | CUSIP: 65480DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $194430.16    | 0.02%             | 2024-08-15      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_22-A                                            | NALT 22-A A2B FRN (SOFR30A+68) 08-15-24/11-15-23                                  | CUSIP: 65480LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235975 | PA      | $236128.86    | 0.02%             | 2024-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 21-ACNT C 144A FRN (L+150) 11-15-38/11-16-26                                   | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $95211.70     | 0.01%             | 2038-11-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                              | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90147 | PA      | $78174.21     | 0.01%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                     | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                       | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83986 | PA      | $74987.90     | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                                        | BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24                                 | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329000 | PA      | $321844.91    | 0.03%             | 2037-04-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                           | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                   | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154975 | PA      | $151965.14    | 0.01%             | 2037-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                       | BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27                         | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $108011.86    | 0.01%             | 2039-05-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                        | NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29                                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46189 | PA      | $39975.51     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                              | ONDK 21-1A A 144A 1.59% 05-17-27/24                                               | CUSIP: 68236WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91523.90     | 0.01%             | 2027-05-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                       | BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27                                    | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332000 | PA      | $330222.80    | 0.03%             | 2027-06-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                            | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98856 | PA      | $98785.32     | 0.01%             | 2039-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                              | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                               | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10415 | PA      | $9495.60      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                   | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                          | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70942 | PA      | $68977.23     | 0.01%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6                                   | CFMT 21-HB6 A 144A FRN 06-25-36                                                   | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104419 | PA      | $99260.27     | 0.01%             | 2036-06-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                               | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                     | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4437 | PA      | $4399.00      | 0.00%             | 2041-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87433.00     | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                         | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97654.80     | 0.01%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                   | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                          | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136361 | PA      | $128528.25    | 0.01%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                          | CIM 22-R2 A1 144A FRN 12-25-61                                                    | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185046 | PA      | $174863.71    | 0.02%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                              | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                         | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $215247.09    | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                      | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210751 | PA      | $187754.01    | 0.02%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                            | SDART 22-4 A2 4.05% 07-15-25/10-16-23                                             | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158237 | PA      | $157630.02    | 0.01%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                            | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493372 | PA      | $483225.13    | 0.04%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97619 | PA      | $94951.77     | 0.01%             | 2038-07-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                      | SCRT 18-3 MA 3.5% 08-25-57                                                        | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19815 | PA      | $18812.09     | 0.00%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 AE0311 08-01-40                                                     | CUSIP: 31419AKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8826 | PA      | $8259.60      | 0.00%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 G67711 03-01-48                                                         | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    234427 | PA      | $225106.39    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 932606 02-01-40                                                         | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2164 | PA      | $2175.93      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 BH3122 06-01-47                                                     | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1289 | PA      | $1240.37      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS AE1283 12-01-41                                                         | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2390 | PA      | $2399.72      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BK9761 08-01-48                                                     | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4983 | PA      | $4919.46      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AE1274 10-01-41                                                     | CUSIP: 31419BMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6832 | PA      | $6924.29      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AE1277 11-01-41                                                     | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4518 | PA      | $4579.45      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 BJ5015 12-01-47                                                     | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38620 | PA      | $37042.56     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 BK9743 08-01-48                                                     | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7844 | PA      | $7523.18      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD1374 03-01-52                                                     | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    430000 | PA      | $377977.46    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                   | FORTESCUE METALS GROUP LTD                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     28457 | NS      | $396727.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                             | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577000 | PA      | $578191.51    | 0.05%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A1 144A 1.69% 07-15-60/25                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354238 | PA      | $316579.08    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 B1 144A 2.28% 07-15-60/25                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90830 | PA      | $79440.27     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A2 144A 1.99% 07-15-60/27                                               | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88839 | PA      | $73466.82     | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.5 MA5764 02-20-49                                                          | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453593 | PA      | $440563.80    | 0.04%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-HULA                                    | GSMS 18-HULA A 144A FRN 07-15-25/20                                               | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228693 | PA      | $222910.19    | 0.02%             | 2025-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90830 | PA      | $71909.44     | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                    | SMB 21-A APT2 144A 1.07% 01-15-53                                                 | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72578 | PA      | $62305.83     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                 | GWT 19-WOLF A 144A FRN (L+103.4) 12-15-36/12-16-24                                | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24000 | PA      | $23334.00     | 0.00%             | 2036-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 TBA 01-01-53                                                             | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3217794.00   | 0.28%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.5 TBA 01-01-53                                                             | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60000 | PA      | $58213.50     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.5 TBA 02-01-53                                                             | CUSIP: 21H052629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1016768 | PA      | $1021976.90   | 0.09%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA8488 12-20-52                                                          | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54494 | PA      | $51617.37     | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.5 MA8427 11-20-52                                                          | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1054438 | PA      | $1024037.82   | 0.09%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                            | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318826 | PA      | $276116.38    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                | TAOT 22-C A2B FRN (SOFR30A+57) 08-15-25/04-15-24                                  | CUSIP: 89231CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27000 | PA      | $27024.71     | 0.00%             | 2025-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.5 MA8489 12-20-52                                                          | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    299970 | PA      | $291305.97    | 0.03%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA8426 11-20-52                                                          | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2927098 | PA      | $2772786.95   | 0.24%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 TBA 02-01-53                                                             | CUSIP: 21H050623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8731216 | PA      | $8651630.97   | 0.76%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.14 765152 07-20-61                                                         | CUSIP: 36176FZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       450 | PA      | $439.38       | 0.00%             | 2061-07-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                                          | TPMT 16-5 A1 144A 2.5% 10-25-56                                                   | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19740 | PA      | $19440.47     | 0.00%             | 2056-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                          | TPMT 18-2 A1 144A FRN 03-25-58                                                    | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48599 | PA      | $46566.81     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 4.7 766525 11-20-62                                                          | CUSIP: 36176HLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       129 | PA      | $121.66       | 0.00%             | 2062-11-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 5.71 694836 09-20-59                                                         | CUSIP: 36296L4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       467 | PA      | $467.12       | 0.00%             | 2059-09-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                          | TPMT 17-3 A1 144A FRN 07-25-57                                                    | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19502 | PA      | $19046.67     | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                          | TPMT 18-5 A1A 144A FRN 07-25-58                                                   | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24299 | PA      | $23406.84     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                              | TALNT 21-1 A 144A FRN 02-27-34/02-25-26                                           | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $297248.85    | 0.03%             | 2034-02-27      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                            | USRE 21-1 A1 144A 1.91% 10-20-61/26                                               | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $791756.13    | 0.07%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-3                                               | VZMT 22-3 A 3.01% 05-20-27/11-20-23                                               | CUSIP: 92348KAP8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $156926.72    | 0.01%             | 2027-05-20      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A                                       | VWALT 22-A A2 3.02% 10-21-24                                                      | CUSIP: 92868AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101880 | PA      | $100486.10    | 0.01%             | 2024-10-21      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 6.64 AA7554 07-20-64                                                         | CUSIP: 36178FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       570 | PA      | $566.48       | 0.00%             | 2064-07-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2RF 5.2 725893 09-20-64                                                          | CUSIP: 3620ACNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        47 | PA      | $44.52        | 0.00%             | 2064-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI                                     | HHT 19-MAUI A FRN (L+115) 05-15-38/21                                             | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $291826.80    | 0.03%             | 2038-05-17      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                      | HPA 22-1 A 144A 3.93% 04-17-39/04-19-27                                           | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196223 | PA      | $184238.18    | 0.02%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                               | VZMT 22-7 A1A 5.23% 11-22-27/11-20-24                                             | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451000 | PA      | $454021.70    | 0.04%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                             | WLAKE 22-2A A2A 144A 3.36% 08-15-25                                               | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491868 | PA      | $487052.87    | 0.04%             | 2025-08-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 A3 144A 5.49% 07-15-26/09-16-24                                        | CUSIP: 96043PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $79269.60     | 0.01%             | 2026-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25                                         | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99621.00     | 0.01%             | 2027-12-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                         | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $77737.30     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                      | LMAT 21-GS2 A1 144A FRN 04-25-61                                                  | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78240 | PA      | $71106.98     | 0.01%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                  | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                       | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61952 | PA      | $59348.77     | 0.01%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                      | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                       | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132008 | PA      | $118828.99    | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                    | UNITED PARCEL SERVICE INC CL B                                                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4455 | NS      | $774457.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON ADR                                                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    349433 | NS      | $5929878.01   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ | LAQ 22-LAQ A 144A (TSFR1M+172.39) 03-15-39/27                                     | CUSIP: 50172LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50150 | PA      | $49153.56     | 0.00%             | 2039-03-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                               | MWST 21-3 A 144A FRN (L+85) 11-25-55                                              | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202000 | PA      | $195437.63    | 0.02%             | 2055-11-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                              | NEWZ 21-1 A 144A FRN (L+75) 05-25-55                                              | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281000 | PA      | $276942.92    | 0.02%             | 2055-05-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                               | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                 | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $90786.30     | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1                                        | RBIT 21-HB1 A 144A FRN 11-25-31                                                   | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66209 | PA      | $62424.71     | 0.01%             | 2031-11-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                      | SCRT 17-1 HA FRN 01-25-56                                                         | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    115040 | PA      | $107653.62    | 0.01%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    225247 | NS      | $3791837.37   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                                                      | VF CORP                                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4833 | NS      | $133439.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                      | SCRT 17-2 HA FRN 08-25-56                                                         | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    232907 | PA      | $217766.05    | 0.02%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                      | SCRT 17-2 MA 3.0% 08-25-56                                                        | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    235495 | PA      | $218783.44    | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                      | SCRT 17-4 MT 3.5% 06-25-57                                                        | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80297 | PA      | $72804.94     | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                      | SCRT 17-4 HT FRN% 06-25-57                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     96738 | PA      | $88286.24     | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                 | SLST 18-2 A1 3.5% 11-25-28                                                        | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    922365 | PA      | $880608.44    | 0.08%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                      | SCRT 19-2 MA 3.5% 08-25-58                                                        | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    629471 | PA      | $593976.85    | 0.05%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                      | SCRT 19-1 MA 3.5% 07-25-58                                                        | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    407827 | PA      | $385878.87    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                 | SLST 19-2 A1C 2.75% 09-25-29                                                      | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1293237 | PA      | $1190517.99   | 0.10%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3                                  | STACR 15-DNA3 M3 FRN (L+470) 04-25-28                                             | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251942 | PA      | $260654.32    | 0.02%             | 2028-04-25      | Variable      | 9.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 20-DNA1 M2 144A FRN (L+170) 01-25-50                                        | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |    187535 | PA      | $187023.68    | 0.02%             | 2050-01-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                | STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50                                        | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |    407784 | PA      | $407123.83    | 0.04%             | 2050-02-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                      | SCRT 19-3 MT 3.5% 10-25-58                                                        | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10024 | PA      | $9070.66      | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 0.8% 02-10-24                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47602.25     | 0.00%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                     | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24914.28     | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                   | SCRT 19-3 MA 3.5% 10-25-58                                                        | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18169 | PA      | $17203.80     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                      | SCRT 19-1 MT 3.5% 07-25-58                                                        | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000691 | PA      | $904793.84    | 0.08%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                     | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    207000 | PA      | $158565.52    | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                          | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193196.40    | 0.02%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                                             | VECTOR GROUP LTD                                                                  | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     69487 | NS      | $824115.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                                          | VICI PROPERTIES INC (REIT)                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    586804 | NS      | $19012449.60  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361000 | PA      | $347744.08    | 0.03%             | 2038-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA3                                                | STACR 20-DNA3 B1 144A FRN (L+510) 06-25-50                                        | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107628 | PA      | $112240.38    | 0.01%             | 2050-06-27      | Variable      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                  | STACR 20-DNA4 B1 144A FRN (L+600) 08-25-50                                        | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540363 | PA      | $575197.11    | 0.05%             | 2050-08-25      | Variable      | 10.39%                | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22_DN3                                   | STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42                                 | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108954 | PA      | $108460.44    | 0.01%             | 2042-04-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                  | STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42                                 | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19293 | PA      | $19242.60     | 0.00%             | 2042-05-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42                                 | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64000 | PA      | $65397.12     | 0.01%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                 | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33518 | PA      | $33580.58     | 0.00%             | 2042-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                          | TPMT 17-6 A1 144A FRN 10-25-57                                                    | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40159 | PA      | $38465.17     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                          | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                         | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    472410 | PA      | $419724.86    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                               | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                             | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195621 | PA      | $170273.90    | 0.01%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC SR UNSEC 3.875% 09-16-46                                         | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14792.18     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 4.25% 01-15-30                                               | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    385000 | PA      | $341372.57    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 01-01-53                                                        | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1835890 | PA      | $1880478.26   | 0.16%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 01-01-53                                                        | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13500232 | PA      | $13537749.14  | 1.19%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 01-01-53                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340000 | PA      | $327273.46    | 0.03%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | UMBS  30YR TBA(REG A) 2.5 UMBS TBA 01-01-53                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140000 | PA      | $118577.62    | 0.01%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                 | AEP TRANSMISSION CO LLC SR UNSEC 3.8% 06-15-49                                    | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35277.89     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                           | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50                         | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17601.30     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.0 UMBS TBA 01-01-53                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1231917.50   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 01-01-53                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340000 | PA      | $318910.48    | 0.03%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | UMBS  30YR TBA(REG A) 2.0 UMBS TBA 01-01-53                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60000 | PA      | $48835.74     | 0.00%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCI 2.5 UMBS TBA 01-01-38                                                        | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1708000 | PA      | $1563144.52   | 0.14%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.0 UMBS TBA 02-01-53                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    470000 | PA      | $476678.23    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 02-01-53                                                        | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172000 | PA      | $161371.60    | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 02-01-53                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80000 | PA      | $80181.68     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                              | FEDERAL REALTY INVESTMENT TRUST (REIT)                                            | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28164 | NS      | $2845690.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                      | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34               | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12067.55     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                          | ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33                                   | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    225000 | PA      | $216182.70    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                                         | GALP ENERGIA SGPS SA B                                                            | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     11022 | NS      | $149143.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV                                   | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV CL B                                   | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |     74506 | NS      | $1067320.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                        | GENERAL DYNAMICS CORP                                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2526 | NS      | $626725.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    153232 | NS      | $13154967.20  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                            | GENERAL MILLS INC                                                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    102770 | NS      | $8617264.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                            | GAMING AND LEISURE PROPERTIES INC (REIT)                                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     93929 | NS      | $4892761.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                      | GSK PLC                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     17925 | NS      | $311712.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                        | GREAT WEST LIFECO INC                                                             | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     43284 | NS      | $1000582.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12852 | NS      | $4059432.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                  | HONEYWELL INTERNATIONAL INC                                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     24790 | NS      | $5312497.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                     | HANA FINANCIAL GROUP INC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10680 | NS      | $357361.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                                   | LONGFOR GROUP HOLDINGS LTD                                                        | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |    353000 | NS      | $1081832.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                                                 | IBERDROLA SA (BEARER)                                                             | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    496459 | NS      | $5807330.63   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC                                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     21588 | NS      | $2263285.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.5% 06-01-41                                                   | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56222.63     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 4.25% 11-21-49                                                | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32566.01     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IIFL WEALTH MANAGEMENT LTD                                                   | IIFL WEALTH MANAGEMENT LTD                                                        | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |     55104 | NS      | $1183464.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC                                                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    207379 | NS      | $5181276.32   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                        | CK ASSET HOLDINGS LTD                                                             | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    318000 | NS      | $1957863.88   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD                                                                     | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    253600 | NS      | $2793912.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                                                 | INCHCAPE PLC                                                                      | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |     26460 | NS      | $261170.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    157320 | NS      | $1919369.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                   | INTEL CORP                                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18944 | NS      | $500689.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS TOWERS LTD                                                             | INDUS TOWERS LTD                                                                  | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    211665 | NS      | $486133.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LTD                                                                      | ITC LTD                                                                           | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1060348 | NS      | $4250231.60   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                      | ILLINOIS TOOL WORKS INC                                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      7243 | NS      | $1595632.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                | INDUSTRIA DE DISENO TEXTIL SA                                                     | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    149994 | NS      | $3994064.37   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     68717 | NS      | $9214949.70   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC GROUP NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     33615 | NS      | $2158328.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                         | KEURIG DR PEPPER INC                                                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     72760 | NS      | $2594621.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                      | KEYCORP                                                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     75308 | NS      | $1311865.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO (THE)                                                         | KRAFT HEINZ CO (THE)                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     32392 | NS      | $1318678.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22593.78     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                           | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17641.96     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                            | KIMCO REALTY CORP (REIT)                                                          | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     31388 | NS      | $664797.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO SAB DE CV                                           | KIMBERLY-CLARK DE MEXICO SAB DE CV CPO CL A                                       | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |    136106 | NS      | $230981.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDRED GROUP PLC                                                            | KINDRED GROUP PLC SDR                                                             | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |     24452 | NS      | $255228.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                                                     | KLA CORP                                                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4878 | NS      | $1839152.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                          | KIMBERLY-CLARK CORP                                                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     39311 | NS      | $5336468.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                                     | KONE OYJ CL B                                                                     | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     71780 | NS      | $3717947.04   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                           | KONINKLIJKE KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    918661 | NS      | $2842302.63   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                    | L3HARRIS TECHNOLOGIES INC                                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     16708 | NS      | $3478772.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                    | LINDE PLC                                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      8936 | NS      | $2914744.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORP                                                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     11445 | NS      | $5567878.05   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA                             | CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA (BEARER)                         | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |     45292 | NS      | $1143637.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                          | LVMH MOET HENNESSY LOUIS VUITTON SE                                               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      2860 | NS      | $2077633.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                                 | LYONDELLBASELL INDUSTRIES NV                                                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     18557 | NS      | $1540787.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                       | MERCEDES-BENZ GROUP AG                                                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      8466 | NS      | $555569.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALDS CORP                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11404 | NS      | $3005296.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                   | MONDELEZ INTERNATIONAL INC                                                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     14725 | NS      | $981421.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                | MEDTRONIC PLC                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     82068 | NS      | $6378324.96   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                   | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   1711679 | PA      | $78215451.67  | 6.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                                                | MINDSPACE BUSINESS PARKS REIT (REIT)                                              | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |    214689 | NS      | $868046.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                        | CDX NA HY S38 5Y (CE) 5.0% 06-20-27 0.30 REC ICE                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-45679.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC SR UNSEC 3.0% 05-28-51                                            | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     11000 | PA      | $7768.13      | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                   | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                                 | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $117631.05    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC                                                                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    188250 | NS      | $8604907.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSCOW EXCHANGE MICEX-RTS PJSC                                               | MOSCOW EXCHANGE MICEX-RTS PJSC (USD)                                              | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |    875002 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MACQUARIE GROUP LTD                                                          | MACQUARIE GROUP LTD                                                               | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      4045 | NS      | $459209.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                               | MERCK & CO INC                                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7825 | NS      | $868183.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     88772 | NS      | $7547395.44   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                               | MICROSOFT CORP                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     63062 | NS      | $15123528.84  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                     | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     23791 | NS      | $7735975.54   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX USD 0.5935% 05-18-20/05-18-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1513898.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX USD 0.807% 05-18-20/05-18-50 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $389471.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.497% 06-16-22/06-16-24 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-98931.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-89982.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-97028.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.4325% 06-17-22/06-17-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-76126.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.4585% 06-17-22/06-17-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-16352.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                      | NATIONAL BANK OF CANADA                                                           | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     24069 | NS      | $1621724.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                           | NEXTERA ENERGY INC                                                                | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     13466 | NS      | $1125757.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                               | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $57651.78     | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 02-22-52                                                  | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15162.36     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                           | NEXTERA ENERGY INC CV PFD EQUITY UNITS 6.926% NON-CUM 09-01-25                    | CUSIP: 65339F713<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EP               | CORP              | US        |     35900 | NS      | $1801821.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                    | NESTLE SA                                                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     70531 | NS      | $8145306.63   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                            | NEXA RESOURCES SA                                                                 | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | EC               | CORP              | BR        |     51286 | NS      | $309254.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL GRID PLC                                                            | NATIONAL GRID PLC                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    476775 | NS      | $5726724.95   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                                  | NOVARTIS AG                                                                       | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     65737 | NS      | $5954543.68   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP                                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3965 | NS      | $977055.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                                   | NETAPP INC                                                                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     14882 | NS      | $893812.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                                 | ORGANON & CO                                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       662 | NS      | $18489.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                            | OMNICOM GROUP INC                                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10871 | NS      | $886747.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                         | ONEMAIN HOLDINGS INC                                                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     33517 | NS      | $1116451.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                                      | OPAP - GREEK ORG OF FOOTBALL PROGNOSTICS                                          | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     27844 | NS      | $394744.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                                       | PATRIA INVESTMENTS LTD CL A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     47813 | NS      | $666035.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                  | PAYCHEX INC                                                                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     17290 | NS      | $1998032.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                          | PUBLIC SERVICE ENTERPRISE GROUP INC                                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     28665 | NS      | $1756304.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP SR UNSEC 4.05% 03-15-32                                       | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9840.37      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32                                    | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77706.64     | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                  | PEPSICO INC                                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     47154 | NS      | $8518841.64   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                   | PFIZER INC                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     89394 | NS      | $4580548.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP                                                    | PRINCIPAL FINANCIAL GROUP                                                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     31762 | NS      | $2665467.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                          | PROCTER & GAMBLE CO                                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7687 | NS      | $1165041.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                 | POWER GRID CORP OF INDIA LTD                                                      | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |   2007912 | NS      | $5168783.21   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                       | KONINKLIJKE PHILIPS NV                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      4898 | NS      | $73515.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                                 | PROLOGIS INC (REIT)                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4763 | NS      | $536932.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    259908 | NS      | $26305288.68  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     49137 | NS      | $7760697.78   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                                                         | POWER CORP OF CANADA S/V                                                          | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    201698 | NS      | $4744520.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERGRID INFRASTRUCTURE INVESTMENT TRUST                                    | POWERGRID INFRASTRUCTURE INVESTMENT TRUST                                         | CUSIP: N/A<br>LEI: 9845009A2D48E91BWC54       | Long             | EC               | CORP              | IN        |    681036 | NS      | $1047056.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                                                    | KERING SA                                                                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      5640 | NS      | $2886454.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSIEBENSAT.1 MEDIA SE                                                      | PROSIEBENSAT.1 MEDIA SE                                                           | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |     40927 | NS      | $365811.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                                                  | PEARSON PLC                                                                       | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     26653 | NS      | $302110.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 3.35% 08-08-32                                                 | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18216.50     | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 3.95% 08-08-52                                                 | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17109.72     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                 | PIONEER NATURAL RESOURCES CO                                                      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     10296 | NS      | $2351503.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                                 | QUALCOMM INC                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11372 | NS      | $1250237.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                          | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     38245 | NS      | $2473304.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                     | RELX PLC                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    131761 | NS      | $3650541.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                     | RELX PLC ADR                                                                      | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      8177 | NS      | $226666.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                | RIO TINTO PLC                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     79626 | NS      | $5587054.43   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                  | RECKITT BENCKISER GROUP PLC                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      7982 | NS      | $555300.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                             | ROCHE HOLDING AG (BEARER) NON-VOTING                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     10419 | NS      | $3274294.12   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                           | ROYALTY PHARMA PLC CL A                                                           | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |     42309 | NS      | $1672051.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                   | RAYTHEON TECHNOLOGIES CORP                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    239595 | NS      | $24179927.40  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                           | BANCO SANTANDER SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    201758 | NS      | $604232.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                       | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     10071 | NS      | $1039321.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP                                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     41213 | NS      | $4088329.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                      | SEMBCORP INDUSTRIES LTD                                                           | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     43700 | NS      | $110021.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                     | VINCI SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     24215 | NS      | $2418474.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                       | SGS SA                                                                            | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       589 | NS      | $1363723.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                    | SHELL PLC ADR                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | NL        |      8467 | NS      | $482195.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                    | SHELL PLC (LONDON)                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |    115306 | NS      | $3276733.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                   | SIEMENS AG NAMEN                                                                  | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     36680 | NS      | $5090916.40   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA GROUP PLC                                                      | SMURFIT KAPPA GROUP PLC                                                           | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |      4754 | NS      | $176137.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                                                             | SCHLUMBERGER LTD                                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     36843 | NS      | $1969626.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                              | SOUTHERN CO/THE                                                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     62100 | NS      | $4434561.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                                        | SOCIEDAD QUIMICA Y MINERA DE CHILE SA B ADR                                       | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |     12475 | NS      | $996004.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                                | SEMPRA ENERGY                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      9762 | NS      | $1508619.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISCOFAN SA                                                                  | VISCOFAN SA (BEARER)                                                              | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               | CORP              | ES        |      9124 | NS      | $589048.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                     | VOLVO AB B                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     58146 | NS      | $1052829.78   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHSTATE CORP                                                              | SOUTHSTATE CORP                                                                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      2204 | NS      | $168297.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                      | SSE PLC                                                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     77332 | NS      | $1595042.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                       | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                            | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    898600 | NS      | $2248996.45   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                             | SINGAPORE TELECOM LTD                                                             | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   1528600 | NS      | $2934688.37   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                               | SCANDINAVIAN TOBACCO GROUP A/S                                                    | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |     21667 | NS      | $380028.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                            | STATE STREET CORP                                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     26015 | NS      | $2017983.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SULZER AG                                                                    | SULZER AG NAMEN AKT                                                               | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      4695 | NS      | $366585.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | SWEDBANK AB A                                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     88691 | NS      | $1506747.23   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                  | TORONTO DOMINION BANK (THE)                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    162719 | NS      | $10535874.99  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     23131 | NS      | $995326.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THULE GROUP AB                                                               | THULE GROUP AB                                                                    | CUSIP: N/A<br>LEI: 549300XHHOGBOERKU333       | Long             | EC               | CORP              | SE        |      4532 | NS      | $94553.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG INC                                                                      | TPG INC CL A                                                                      | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     26918 | NS      | $749127.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRELLEBORG AB                                                                | TRELLEBORG AB CL B                                                                | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |     47577 | NS      | $1100790.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                       | TRINITY INDUSTRIES INC                                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     72684 | NS      | $2149265.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                               | TC ENERGY CORP (USD)                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     16085 | NS      | $641148.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                               | TC ENERGY CORP                                                                    | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    181889 | NS      | $7251379.78   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COMPANIES INC                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8641 | NS      | $1620101.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                                     | TRYG A/S                                                                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |    138292 | NS      | $3280087.91   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                             | TOTALENERGIES SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     90216 | NS      | $5630848.18   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                        | TEXAS INSTRUMENTS INC                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     11533 | NS      | $1905482.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYH3 03-22-23                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         7 | NC      | $-11771.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USH3 03-22-23                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         9 | NC      | $-13495.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYH3 03-22-23                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        14 | NC      | $10740.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNH3 03-22-23                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        61 | NC      | $-61664.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVH3 03-31-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       357 | NC      | $-51855.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VONTOBEL HOLDING AG                                                          | VONTOBEL HOLDING AG                                                               | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |      7885 | NS      | $524317.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC                                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    113150 | NS      | $4458110.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                          | ASHTEAD CAPITAL INC 144A LIFE SR UNSEC 5.5% 08-11-32                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191879.00    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.05% 08-18-29                                                 | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135828.75    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                       | WEBSTER FINANCIAL CORP                                                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     61978 | NS      | $2934038.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                    | WOODSIDE ENERGY GROUP LTD CDI                                                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     23081 | NS      | $557018.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                    | WOODSIDE ENERGY GROUP LTD                                                         | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     86228 | NS      | $2086295.14   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     45898 | NS      | $1895128.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                         | WASTE MANAGEMENT INC                                                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3955 | NS      | $620460.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                                      | WARNER MUSIC GROUP CORP CL A                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33470 | NS      | $1172119.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                      | WPP PLC                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | GB        |     81366 | NS      | $807789.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTROCK CO                                                                  | WESTROCK CO                                                                       | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      7448 | NS      | $261871.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                  | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    133000 | PA      | $123458.05    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.875% 03-01-53                                                | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40157.46     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO                                                             | WESTERN UNION CO                                                                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     83565 | NS      | $1150690.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP                                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     69719 | NS      | $7690005.70   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                              | YUM! BRANDS INC                                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     10281 | NS      | $1316790.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                    | ZURICH INSURANCE GROUP AG                                                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     39942 | NS      | $19087296.72  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                          | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     82000 | PA      | $58247.55     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                         | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $88110.51     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                           | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100811.03    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                               | BP CAPITAL MARKETS AMERICA INC SR UNSEC 3.633% 04-06-30                           | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    360000 | PA      | $331249.32    | 0.03%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30                              | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276020.55    | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 4.508% 05-01-23                                                | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269536.41    | 0.02%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 5.805% 05-01-50                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88565.75     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    231000 | PA      | $176973.95    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 2.75% 02-01-26                                                 | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84433.80     | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246024.24    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.75% 02-15-51                                         | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     91000 | PA      | $63215.97     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1476.64      | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                    | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                                | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7181.30      | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                            | CUSIP: 05530QAP5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139187.70    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27                              | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23635.05     | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                               | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22410.48     | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                          | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2731.50      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                         | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9686.56      | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                                      | PING AN INSURANCE GROUP CO OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |    447500 | NS      | $2953585.77   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                         | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    586800 | NS      | $8552403.74   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39132.00     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79996.98     | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                           | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                         | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $65645.03     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 4.75% 11-15-48                                                  | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45439.10     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15291.55     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 3.375% 02-15-30                                             | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    179000 | PA      | $151724.88    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 4.625% 12-15-29                                             | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    530000 | PA      | $485528.23    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $289584.00    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 2.625% 08-01-31                                             | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31509.00     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $129500.00    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $64810.20     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $69048.19     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20318.63     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28335.41     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                | CME GROUP INC SR UNSEC 2.65% 03-15-32                                             | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42020.65     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                      | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                       | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22827.80     | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                             | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164317.50    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                              | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28035.71     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                              | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39076.18     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                             | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5771.71      | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                 | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9537.21      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 4.5% 11-15-52                                                   | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30579.08     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | CREDIT SUISSE GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $256662.50    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO/THE SR UNSEC 3.6% 11-15-50                                        | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53933.25     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28       | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126330.90    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31         | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116668.05    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24       | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162533.35    | 0.01%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.125% 12-14-23       | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475723.71    | 0.04%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                               | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                          | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $184195.40    | 0.02%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                      | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52                            | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26766.70     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                  | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25486.90     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                     | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122695.19    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 2.995% 08-16-39                                         | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153645.20    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    144000 | PA      | $125655.26    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                 | MEDIATEK INC                                                                      | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     24000 | NS      | $487489.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                             | BOC AVIATION LTD                                                                  | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |    194500 | NS      | $1616762.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                         | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18948.58     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 1.55% 03-15-28                                               | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20704.88     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP SR UNSEC 5.0% 01-15-29                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32976.23     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     47000 | PA      | $37879.23     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP 144A LIFE SR UNSEC 3.625% 05-15-31                                       | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16977.62     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                      | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26165.28     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                             | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    493000 | PA      | $402837.70    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                             | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                          | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $85115.83     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AE1290 02-01-42                                                     | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4431 | PA      | $4476.34      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 931768 08-01-39                                                     | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1371 | PA      | $1390.12      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25                                 | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192708.40    | 0.02%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 2.3% 02-10-25                                   | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182916.00    | 0.02%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS AT0300 03-01-43                                                         | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1213 | PA      | $1135.08      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AD3566 10-01-35                                                     | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1537 | PA      | $1551.78      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 695412 06-01-33                                                     | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $138.40       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 BK5232 05-01-48                                                     | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19643 | PA      | $18841.09     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 Q56175 05-01-48                                                         | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18524 | PA      | $17787.11     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 BK6840 06-01-48                                                     | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26511 | PA      | $25428.37     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AC0794 10-01-39                                                     | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4986 | PA      | $5053.47      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 Q55971 05-01-48                                                         | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19570 | PA      | $18792.13     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 AE1248 06-01-41                                                     | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8182 | PA      | $8293.07      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 Q15874 02-01-43                                                         | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       827 | PA      | $795.73       | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                            | SEACO 19-1A B 144A 4.81% 09-17-39                                                 | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133333 | PA      | $125164.40    | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30                                       | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6362.52      | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59404.73     | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY SR UNSEC 4.125% 10-01-24                                  | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188095.60    | 0.02%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32583.24     | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC SR UNSEC 2.375% 07-15-31                                                  | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14055.26     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 3.7% 03-23-29                                                 | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11011.43     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                            | ITC HOLDINGS CORP SR UNSEC 3.35% 11-15-27                                         | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23059.68     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.468% 12-01-50         | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6812.41      | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33                              | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17245.06     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE GROUP CO LTD                                         | CHINA PACIFIC INSURANCE GROUP COMPANY H                                           | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    794150 | NS      | $1753673.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                      | ENN ENERGY HOLDINGS LTD                                                           | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |     93600 | NS      | $1305796.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52                             | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14906.60     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    227000 | PA      | $174161.44    | 0.02%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                   | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13880.64     | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23877.68     | 0.00%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Q58378 09-01-48                                                         | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20113 | PA      | $19719.54     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 AY1829 12-01-44                                                     | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1910 | PA      | $1787.52      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 AT3954 04-01-43                                                     | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1996 | PA      | $1870.27      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 Q56599 06-01-48                                                         | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28399 | PA      | $27269.88     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Q57242 07-01-48                                                         | CUSIP: 3132Y1BL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13057 | PA      | $12780.73     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Q58411 09-01-48                                                         | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51117 | PA      | $50523.64     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.0 Q55970 05-01-48                                                         | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9719 | PA      | $9359.69      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 AJ1873 10-01-41                                                     | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6513 | PA      | $6260.59      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Q58436 09-01-48                                                         | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27579 | PA      | $27199.39     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CA5540 04-01-50                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3219118 | PA      | $2860801.62   | 0.25%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI6 3.0 BF0497 07-01-60                                                        | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    457843 | PA      | $401123.24    | 0.04%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 ZT1704 01-01-49                                                     | CUSIP: 3132AD3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1233529 | PA      | $1217883.22   | 0.11%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39057.00     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.546% 12-15-25/24                                   | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100078.00    | 0.01%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-10INV                                        | FSMT 21-10INV A3 144A FRN 10-25-51                                                | CUSIP: 33851RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117250 | PA      | $94681.56     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 5.5 BF0342 01-01-59                                                        | CUSIP: 3140FXLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    265581 | PA      | $271647.96    | 0.02%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR3                                   | FASST 19-JR3 A 144A 2.0% 09-25-69                                                 | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59395 | PA      | $61036.76     | 0.01%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR4                                   | FASST 19-JR4 A 144A 2.0% 11-25-69                                                 | CUSIP: 31740BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66951 | PA      | $65957.44     | 0.01%             | 2069-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 5.5 BF0142 08-01-56                                                        | CUSIP: 3140FXEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391292 | PA      | $404374.38    | 0.04%             | 2056-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                             | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                       | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131258 | PA      | $123302.30    | 0.01%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FS0647 02-01-52                                                     | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1016579 | PA      | $907435.43    | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 FM9416 07-01-45                                                     | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149562 | PA      | $138487.54    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 FM3280 05-01-49                                                     | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37868 | PA      | $35083.63     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA4732 09-01-52                                                     | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    353388 | PA      | $331822.88    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CA6309 07-01-50                                                     | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    375843 | PA      | $337267.27    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 MA4600 05-01-52                                                     | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1452222 | PA      | $1320736.20   | 0.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RA7556 06-01-52                                                     | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    936498 | PA      | $903468.19    | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD1584 09-01-52                                                     | CUSIP: 3132DNXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    206063 | PA      | $201727.36    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 4.5 BM6737 11-01-59                                                        | CUSIP: 3140JBPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    704068 | PA      | $690812.48    | 0.06%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8275 12-01-52                                                     | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1958574 | PA      | $1887074.07   | 0.17%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8256 10-01-52                                                     | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99991 | PA      | $93888.73     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8288 01-01-53                                                     | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35000 | PA      | $34548.78     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SINBON ELECTRONICS CO LTD                                                    | SINBON ELECTRONINCS CO LTD                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     42446 | NS      | $379614.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                                                       | TRIPOD TECHNOLOGY CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    152000 | NS      | $464713.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26                                       | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87146.95     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 4.875% 10-01-49                                     | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148430.40    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                                                    | SEVEN & I HOLDINGS CO LTD                                                         | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |     28600 | NS      | $1223461.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI KASEI CORP                                                             | ASAHI KASEI CORP                                                                  | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     96900 | NS      | $688571.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4868 01-01-53                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30000 | PA      | $29613.24     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 MA4902 01-01-53                                                     | CUSIP: 31418ENU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53000 | PA      | $48215.53     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                                                  | CHINA MERCHANTS BANK CO LTD H                                                     | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |     94500 | NS      | $523852.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                    | SHIN-ETSU CHEMICAL CO LTD                                                         | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      1900 | NS      | $231487.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.5 SD8285 01-01-53                                                     | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14000 | PA      | $12736.09     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA4866 01-01-53                                                     | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    827500 | PA      | $777002.64    | 0.07%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FS3275 04-01-52                                                     | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    786553 | PA      | $691382.90    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD1937 03-01-52                                                     | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    243363 | PA      | $213917.06    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB3236 03-01-52                                                     | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    424023 | PA      | $372527.78    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA4877 12-01-52                                                     | CUSIP: 31418EM31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103466 | PA      | $106139.65    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QE4383 06-01-52                                                     | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    340000 | PA      | $319252.58    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD8281 12-01-52                                                     | CUSIP: 3132DWFW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    405716 | PA      | $416189.03    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA4895 01-01-53                                                     | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118255 | PA      | $121310.47    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD8282 01-01-53                                                     | CUSIP: 3132DWFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    456622 | PA      | $468409.70    | 0.04%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 MA4782 10-01-52                                                     | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    879539 | PA      | $800138.13    | 0.07%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 5.5% 06-01-50                                       | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72091.05     | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                            | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                         | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9930.53      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | LENOVO GROUP LTD REG S SR UNSEC 5.875% 04-24-25                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $389800.00    | 0.03%             | 2025-04-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                        | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $68674.15     | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19452.90     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                               | MERCK & CO INC SR UNSEC 3.4% 03-07-29                                             | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102710.52    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD                                                      | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     84800 | NS      | $2648652.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| VANGUARD INTERNATIONAL SEMICONDUCTOR CORP                                    | VANGUARD INTERNATIONAL SEMICONDUCTOR CORP                                         | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |    618700 | NS      | $1558358.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                   | MASCO CORP SR UNSEC 3.125% 02-15-51                                               | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6243.31      | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                               | MERCK & CO INC SR UNSEC 1.7% 06-10-27                                             | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    118000 | PA      | $104792.50    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                             | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     47000 | PA      | $36125.38     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.141% 03-15-52                            | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     88000 | PA      | $64312.78     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46271.01     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP SR UNSEC 4.95% 03-14-52                                                   | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16432.02     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 4.889% 07-20-33/32                                        | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18849.06     | 0.00%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP SR UNSEC 4.95% 09-01-32                                                   | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18812.60     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                            | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14714.40     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                           | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9647.69      | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                        | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141248.99    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                        | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75984.97     | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.0% 01-10-28          | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138216.30    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC SR UNSEC 4.875% 04-15-28                                              | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145175.40    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131574.45    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27         | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84083.00     | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                     | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                  | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71369.68     | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                   | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74448.00     | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NUTRIEN LTD SR UNSEC 5.9% 11-07-24                                                | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $85117.12     | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 3.1% 03-15-30                                                  | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35288.27     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101617.50    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 7.15% 01-15-51                                                 | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99066.68     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 2.875% 03-25-31                                              | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53221.38     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                        | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     97000 | PA      | $89010.01     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.625% 06-15-35                                      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $109167.30    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                         | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $291812.63    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                        | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93322.74     | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                        | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    284000 | PA      | $261648.06    | 0.02%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LIXIL CORP                                                                   | LIXIL CORP                                                                        | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |     54600 | NS      | $832077.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                                                  | CHINA MERCHANTS BANK CO LTD A (SSE NORTH)                                         | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    131100 | NS      | $702955.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                                      | PING AN INSURANCE GROUP CO OF CHINA LTD A (SSE NORTH)                             | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |     34457 | NS      | $233042.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWAFERS CO LTD                                                          | GLOBALWAFERS CO LTD                                                               | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |     46938 | NS      | $652047.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST & HKT LTD                                                          | HKT TRUST SHARE STAPLED UNITS                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1127240 | OU      | $1377812.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                  | ITOCHU CORP                                                                       | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     44400 | NS      | $1388251.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                                | MARUBENI CORP                                                                     | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     56900 | NS      | $650240.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                           | TOKYO ELECTRON LTD                                                                | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      3500 | NS      | $1039722.12   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP                                            | NIPPON TELEGRAPH & TELEPHONE CORP                                                 | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     75100 | NS      | $2143660.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                                | SOFTBANK CORP                                                                     | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    380300 | NS      | $4299956.19   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    173251 | NS      | $27999094.11  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER-BUSCH INBEV SA/NV                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     37592 | NS      | $2259963.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                          | ABBOTT LABORATORIES                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     66565 | NS      | $7308171.35   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                           | ANALOG DEVICES INC                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5930 | NS      | $972697.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                | AUTOMATIC DATA PROCESSING INC                                                     | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6477 | NS      | $1547096.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                               | AMERICAN ELECTRIC POWER CO INC                                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1512 | NS      | $143564.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                               | AMERICAN ELECTRIC POWER CV PFD EQUITY UNITS 6.125% 08-15-23 (1 PC + 1/20 FDN5481) | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      9704 | OU      | $500532.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                               | AES CORP (THE)                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    108568 | NS      | $3122415.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                               | AES CORP CV PFD EQUITY UNITS 6.875% 02-15-24 (1 PC + 1/10 CV PFD)                 | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      8659 | OU      | $883304.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC                                                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     43993 | NS      | $2782117.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                    | AIRBUS SE (BEARER)                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      3671 | NS      | $436490.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC                                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     53879 | NS      | $14150780.56  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP (REIT)                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      9879 | NS      | $2092964.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV L ADR                                                     | CUSIP: 02364W105<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     24725 | NS      | $449995.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                 | AIR PRODUCTS & CHEMICALS INC                                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      9631 | NS      | $2968852.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                    | APTIV PLC CV PFD SER A 5.50% 06-15-23                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IE        |      6448 | NS      | $691999.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     65566 | NS      | $36659917.58  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC (GBP)                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     60447 | NS      | $8203585.85   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                  | B3 SA - BRASIL BOLSA BALCAO                                                       | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |   1360408 | NS      | $3403757.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    526461 | NS      | $5441074.37   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                      | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     16131 | NS      | $800810.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    471482 | NS      | $18705911.25  | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                                     | BAYER AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     12641 | NS      | $652686.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                                     | BANK CENTRAL ASIA TBK PT                                                          | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1423700 | NS      | $780543.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE INC                                                                      | BCE INC                                                                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     54651 | NS      | $2401172.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                       | FRANKLIN RESOURCES INC                                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     42738 | NS      | $1127428.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                                               | BE SEMICONDUCTOR INDUSTRIES NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      3388 | NS      | $205812.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                                | BHP GROUP LTD CDI                                                                 | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     82385 | NS      | $2540244.32   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                              | BAKER HUGHES CO CL A                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52596 | NS      | $1553159.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                | BLACKROCK INC                                                                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      6520 | NS      | $4620267.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO                                                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     74164 | NS      | $5336099.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP PARIBAS                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     17927 | NS      | $1020178.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                       | BP PLC                                                                            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    806006 | NS      | $4687113.73   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                               | BLACKSTONE INC (NON-VOTING)                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     33399 | NS      | $2477871.81   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                                                        | BOSTON PROPERTIES INC (REIT)                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     22486 | NS      | $1519603.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC                                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16200 | NS      | $732726.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG A/S                                                                | CARLSBERG A/S B                                                                   | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     19656 | NS      | $2601992.45   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                          | CARRIER GLOBAL CORP                                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     13015 | NS      | $536868.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                    | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                        | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |   3432256 | NS      | $27972884.57  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA HBC AG                                                             | COCA-COLA HBC AG CDI                                                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      7021 | NS      | $167585.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CROWN CASTLE INC (REIT)                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    113151 | NS      | $15347801.64  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                 | CITIZENS FINANCIAL GROUP INC                                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     36461 | NS      | $1435469.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                                     | CULLEN/FROST BANKERS INC                                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1968 | NS      | $263121.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                                  | COMPAGNIE FINANCIERE RICHEMONT SA A                                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      7967 | NS      | $1030974.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER HALL GROUP                                                           | CHARTER HALL GROUP STAPLED SECURITY (REIT)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    146326 | OU      | $1191745.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP CL A                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    222680 | NS      | $7787119.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                | CME GROUP INC CL A                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     45573 | NS      | $7663555.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                              | CMS ENERGY CORP                                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      3992 | NS      | $252813.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                       | CENTERPOINT ENERGY INC                                                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     51179 | NS      | $1534858.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                               | CANADIAN NATURAL RESOURCES LTD                                                    | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    195057 | NS      | $10831858.07  | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICOLD REALTY TRUST INC                                                   | AMERICOLD REALTY TRUST INC                                                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     30182 | NS      | $854452.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                               | CONOCOPHILLIPS                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20510 | NS      | $2420180.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC                                                          | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     44617 | NS      | $895017.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     12643 | NS      | $179786.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                       | CTP NV                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     68103 | NS      | $801931.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                                    | CUBESMART (REIT)                                                                  | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |      8847 | NS      | $356091.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP                                                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7431 | NS      | $692494.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47686 | NS      | $8559160.14   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                          | DOMINION ENERGY INC                                                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    102936 | NS      | $6312035.52   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                    | DANONE SA                                                                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     48454 | NS      | $2552746.63   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                       | DBS GROUP HOLDINGS LTD                                                            | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    300006 | NS      | $7595076.43   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                 | DANAHER CORP CV PFD SER B CUMULATIVE 5.00% 04-15-23                               | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |       841 | NS      | $1140858.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| DIGITAL REALTY TRUST INC                                                     | DIGITAL REALTY TRUST INC (REIT)                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      6950 | NS      | $696876.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                 | DNB BANK ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    301733 | NS      | $5973752.56   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                             | DEUTSCHE POST AG                                                                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     64678 | NS      | $2434600.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                       | DARDEN RESTAURANTS INC                                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      7101 | NS      | $982281.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                | DTE ENERGY CO                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     49064 | NS      | $5766491.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                             | DT MIDSTREAM INC                                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13716 | NS      | $757946.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP                                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     32752 | NS      | $3373128.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                                               | EBOS GROUP LTD                                                                    | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | NZ        |     30676 | NS      | $849731.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                     | ENGIE SA LOYALTY BONUS SHARES 2024 (NOT LISTED OR TRADING)                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     36900 | NS      | $528557.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                                                 | GAZPROM PJSC (180 DAY LOCK UP) (USD)                                              | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |    880428 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KASPI.KZ JSC                                                                 | KASPI.KZ JSC GDR REG S (USD)                                                      | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |      5969 | NS      | $426523.59    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                                 | KASPI.KZ JSC GDR 144A                                                             | CUSIP: 48581R106<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |     21756 | NS      | $1554606.67   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                      | SBERBANK OF RUSSIA PJSC (180 DAY LOCK UP) (USD)                                   | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    204176 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                | VENTIA SERVICES GROUP PTY LTD 144A (CORNERSTONE)(AFTERMARKET SHARES)              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    490862 | NS      | $796054.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EFG INTERNATIONAL AG                                                         | EFG INTERNATIONAL AG                                                              | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               | CORP              | CH        |    113913 | NS      | $1085649.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL                                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     60608 | NS      | $3855880.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                    | EMBASSY OFFICE PARKS REIT (REIT)                                                  | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |    245585 | NS      | $996532.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                 | ENBRIDGE INC                                                                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     40329 | NS      | $1576226.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                                     | ENEL SPA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    240213 | NS      | $1291935.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                     | ENGIE SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    335814 | NS      | $4810215.73   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                  | EURONEXT NV                                                                       | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     11304 | NS      | $837904.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC                                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     34736 | NS      | $4499006.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    486449 | NS      | $4854970.03   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC (REIT)                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     10699 | NS      | $7008165.97   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AKTIEBOLAG                                                            | ESSITY AKTIEBOLAG B                                                               | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     23218 | NS      | $609424.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                 | ENTERGY CORP                                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     26522 | NS      | $2983725.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                                                     | EQUITRANS MIDSTREAM CORP                                                          | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    213059 | NS      | $1427495.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                                         | EVONIK INDUSTRIES AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     54480 | NS      | $1045998.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                   | EVERGY INC                                                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     15369 | NS      | $967171.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                        | EAST WEST BANCORP INC                                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29501 | NS      | $1944115.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                                  | COMPAGNIE FINANCIERE RICHEMONT SA A (BEARER) WTS 67:1 @ CHF 67 EXP 11-22-23       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      7130 | NS      | $5937.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                  | EXELON CORP                                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     49566 | NS      | $2142738.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                      | EXTRA SPACE STORAGE INC (REIT)                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5810 | NS      | $855115.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1                                | AFFRM 22-X1 A 144A 1.75% 02-15-27                                                 | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95669 | PA      | $93026.29     | 0.01%             | 2027-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2                          | AMCAR 22-2 A2B FRN (SOFR30A+115) 12-18-25/03-18-24                                | CUSIP: 03065WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132067 | PA      | $132241.22    | 0.01%             | 2025-12-18      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                      | AMXCA 22-3 A 3.75% 08-16-27/08-15-25                                              | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97838.20     | 0.01%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                    | AESOP 20-2A B 144A 2.96% 02-20-27/26                                              | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89890.60     | 0.01%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                    | AESOP 20-2 A 144A 2.02% 02-20-27/26                                               | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $178811.78    | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-A                                            | BHG 22-A A 144A 1.71% 02-20-35                                                    | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68796 | PA      | $64318.53     | 0.01%             | 2035-02-20      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-3                                           | CARMX 22-3 A2B FRN (SOFR30A+77) 09-15-25/05-15-24                                 | CUSIP: 14318MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103000 | PA      | $103186.53    | 0.01%             | 2025-09-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                                | EART 22-3A A2 3.45% 08-15-24/03-15-23                                             | CUSIP: 30166YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36313 | PA      | $36236.28     | 0.00%             | 2024-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A A2 3.99% 08-15-24                                                      | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44317 | PA      | $44263.40     | 0.00%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                                 | FREED 22-1FP A 144A 0.94% 03-19-29                                                | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6833 | PA      | $6812.88      | 0.00%             | 2029-03-19      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                      | FORDO 22-B A2B FRN 02-15-25                                                       | CUSIP: 34534LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69914 | PA      | $69909.22     | 0.01%             | 2025-02-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                           | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84973 | PA      | $72359.08     | 0.01%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                               | GLDMN SCHS FIN SQ GV-FST                                                          | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2241328 | PA      | $2241327.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT AND AGENCY PORTFOLIO                                      | INVESCO GVT AND AGNCY-INST                                                        | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1944356 | PA      | $1944356.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** AMERICAN FUNDS INSURANCE SERIES

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst