# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-25-053075
**Filing Date:** 2025-8
**Character Count:** 333629
**Document Hash:** 9499647d4f4cb24a9f14229d8af425f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053075.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053075

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528

**ORGANIZATION NAME:**
- **EIN:** 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:** 251249238

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

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **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

### American Funds Global Balanced Fund (Series ID: S000031859)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000099201 | Class 1      |  |
| C000099202 | Class 2      |  |
| C000121517 | Class 4      |  |
| C000176249 | 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:** American Funds Global Balanced Fund

- **b. EDGAR series identifier (if any):** S000031859

- **c. LEI of Series:** JGEO1G15TNSISDFXHQ08

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $572334358.01

**Total Liabilities:** $153643368.81

**Net Assets:** $418690989.20

**Cash Not Reported:** $829215.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -81.257985600000 | **1-Year:** -2675.060732000000 | **5-Year:** -6591.023459000000 | **10-Year:** -7046.063119000000 | **30-Year:** -2196.904956000000

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

- **3-Month:** -14.468422000000 | **1-Year:** -465.616137400000 | **5-Year:** 26.714093700000 | **10-Year:** -195.069564800000 | **30-Year:** -0.036110500000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099201 | 0.83%                | 3.31%                | 3.49%                |
| Class ID C000099202 | 0.76%                | 3.25%                | 3.54%                |
| Class ID C000121517 | 0.78%                | 3.24%                | 3.50%                |
| Class ID C000176249 | 0.76%                | 3.26%                | 3.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1549575.06              | $1991029.47                                |
| Month 2  | $836199.42               | $11248918.71                               |
| Month 3  | $2671896.06              | $11763812.87                               |

**Designated Index Information**

- **Index Name:** 60%/40% MSCI All Country World Index/Bloomberg Global Aggregate Index

- **Index Identifier:** 60MXWO40LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIA GROUP LTD                                                                | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     330000 | PA      | $359792.75    | 0.09%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     280000 | PA      | $268876.72    | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 2.75% 06-01-31                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     165000 | PA      | $149654.34    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29                                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     130000 | PA      | $141954.60    | 0.03%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 2.55% 12-01-33                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      64000 | PA      | $53585.02     | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     123000 | PA      | $109920.92    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | 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        |      15000 | PA      | $12657.60     | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     640000 | PA      | $750521.89    | 0.18%             | 2079-12-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 2543000000 | PA      | $160324.13    | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.4% 05-01-33                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      10000 | PA      | $12827.06     | 0.00%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVT EUR REG S 3.00% 10-18-43                                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     150000 | PA      | $168330.88    | 0.04%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.5% 10-01-53              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     210000 | PA      | $257261.81    | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.35% 11-01-33                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     740000 | PA      | $945326.26    | 0.23%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1026000000 | PA      | $63135.62     | 0.02%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     900000 | PA      | $1136795.72   | 0.27%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     100000 | PA      | $114914.91    | 0.03%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     200000 | PA      | $236328.10    | 0.06%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     795000 | PA      | $953595.48    | 0.23%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 9.0% 03-15-29                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 2030000000 | PA      | $136408.25    | 0.03%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  434000000 | PA      | $2951606.86   | 0.70%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  134150000 | PA      | $922373.13    | 0.22%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   30650000 | PA      | $208047.32    | 0.05%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-30                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   37400000 | PA      | $249270.39    | 0.06%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   26950000 | PA      | $118096.04    | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   50350000 | PA      | $277049.64    | 0.07%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                            | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    9100000 | PA      | $499875.37    | 0.12%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP EUR SR UNSEC 3.125% 06-16-32                                       | CUSIP: 032095AU5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117045.23    | 0.03%             | 2032-06-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                   | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9925.39      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                   | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17324.36     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC GBP SR UNSEC 5.2% 11-18-33                                              | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $136760.28    | 0.03%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                      | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     270000 | PA      | $317919.60    | 0.08%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.2% 02-21-27                                                 | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29032.44     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $131511.40    | 0.03%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160577.60    | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | 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        |     280000 | PA      | $242894.68    | 0.06%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      79532 | PA      | $80714.46     | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                       | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155835.45    | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     119000 | PA      | $121047.04    | 0.03%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $209085.00    | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                       | 200 PARK FUNDING TRUST 144A LIFE SR UNSEC 5.74% 02-15-55                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98747.00     | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     105000 | PA      | $106310.40    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP EUR REG S SR UNSEC 1.6% 03-15-31                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     100000 | PA      | $108770.37    | 0.03%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                            | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     102000 | PA      | $88956.04     | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                    | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $197369.40    | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.778% 07-06-29/28                           | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     294000 | PA      | $305340.76    | 0.07%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                              | NEW YORK LIFE INSURANCE CO 144A LIFE SUB 3.75% 05-15-50                          | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      23000 | PA      | $17009.26     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     175000 | PA      | $191179.73    | 0.05%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.62% 06-25-30                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    1970000 | PA      | $289512.88    | 0.07%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 3.0% 10-15-53                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     360000 | PA      | $62481.89     | 0.01%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.37% 01-15-29                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    3860000 | PA      | $555539.41    | 0.13%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC (GBP)                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       2821 | NS      | $391871.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                  | B3 SA - BRASIL BOLSA BALCAO                                                      | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    1852727 | NS      | $4971887.07   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO/THE                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       1845 | NS      | $386582.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC                                                                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      86701 | NS      | $2245126.07   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC                                                     | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      74366 | NS      | $3534978.11   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     263394 | NS      | $4050509.07   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                | BLACKROCK INC                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       1894 | NS      | $1987279.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                  | BIOMARIN PHARMACEUTICAL INC                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       5924 | NS      | $325642.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      11060 | NS      | $994306.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                          | CARRIER GLOBAL CORP                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      20453 | NS      | $1496955.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                              | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       1262 | NS      | $489921.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                    | CONSTELLATION ENERGY CORP                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       5203 | NS      | $1679320.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                            | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       6583 | NS      | $1239938.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP CL A                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      23470 | NS      | $837644.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                               | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     159193 | NS      | $5003459.08   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       4389 | NS      | $933803.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       7995 | NS      | $535961.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      32703 | NS      | $1067098.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                                       | CTP NV                                                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |      95233 | NS      | $2001286.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6827 | NS      | $977558.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                          | DOMINION ENERGY INC                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      23269 | NS      | $1315163.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                             | DEUTSCHE POST AG                                                                 | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      36092 | NS      | $1666996.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                | DTE ENERGY CO                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      15885 | NS      | $2104127.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | DEUTSCHE TELEKOM AG                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      25673 | NS      | $936579.57    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      14304 | NS      | $1687872.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                               | AIR LIQUIDE SA LOYALTY BONUS SHARES 2027 (NOT LISTED OR TRADING)                 | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       1800 | NS      | $371351.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                    | EMBASSY OFFICE PARKS REIT (REIT)                                                 | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |     187528 | NS      | $851704.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     133872 | NS      | $2463976.91   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                    | AESOP 2023-2A A 144A 5.2% 10-20-27                                               | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $125990.25    | 0.03%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                    | AESOP 23-6 A 144A 5.81% 12-20-29/28                                              | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     148000 | PA      | $153962.33    | 0.04%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-X1                                                                | AFFRM 2024-X1 A 144A 6.27% 05-15-29                                              | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6795 | PA      | $6800.58      | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                 | BMO 2024-5C8 AS FRN 12-15-57                                                     | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      55000 | PA      | $57138.02     | 0.01%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                       | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97346 | PA      | $98843.04     | 0.02%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEV BANK  CNY UNSEC 4.88% 02-09-28                                         | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    2040000 | PA      | $308599.00    | 0.07%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 3.8% 04-15-50                                                  | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       6000 | PA      | $4547.88      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 2.5% 05-15-51                                                  | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      75000 | PA      | $43327.13     | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                          | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                     | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6815.44      | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.0% 09-14-26                                          | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114571.30    | 0.03%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $30566.80     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                  | ALNYLAM PHARMACEUTICALS INC                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       4063 | NS      | $1324903.67   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      24589 | NS      | $5394580.71   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                          | ARISTA NETWORKS INC                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       5876 | NS      | $601173.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                 | AIR PRODUCTS & CHEMICALS INC                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       4709 | NS      | $1328220.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                 | APOLLO GLOBAL MANAGEMENT INC CV PFD SER A 6.75% 07-31-26                         | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      18365 | NS      | $1374620.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                              | ASML HOLDING NV                                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       1857 | NS      | $1482218.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKINSREALIS GROUP INC                                                       | ATKINSREALIS GROUP INC                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |       6127 | NS      | $429733.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      40260 | NS      | $11097669.00  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 6.05% 09-01-33                                                | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55635.05     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                     | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     211000 | PA      | $211179.77    | 0.05%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                        | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     252000 | PA      | $243894.42    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                              | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $201673.60    | 0.05%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC EUR REG S SR UNSEC (B) 5.75% 02-16-29/28                           | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $253726.66    | 0.06%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.65% 03-02-53                                                | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     422000 | PA      | $412322.70    | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                               | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $106946.73    | 0.03%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58576.62     | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82600.62     | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW INTERNATIONAL INVESTMENT BV                                              | BMW INTERNATIONAL INVESTMENT BV GBP REG S SR UNSEC (B) 4.75% 09-04-30            | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $138674.30    | 0.03%             | 2030-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.528% 05-01-34                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     604000 | PA      | $656658.53    | 0.16%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                              | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     150000 | PA      | $153220.50    | 0.04%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                        | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     243000 | PA      | $247374.00    | 0.06%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $257635.75    | 0.06%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                        | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7140.83      | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                      | BECTON DICKINSON AND CO SR UNSEC 3.7% 06-06-27                                   | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42506.53     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                        | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103348.25    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                        | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61156.24     | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                        | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72180.90     | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | 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        |      67000 | PA      | $67346.93     | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.15% 11-15-30                                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68900.58     | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  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        |      21000 | PA      | $20720.36     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                      | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                 | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145589.10    | 0.03%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                  | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $124404.12    | 0.03%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33               | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     120000 | PA      | $153605.72    | 0.04%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $125109.48    | 0.03%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.202% 04-25-29/28                                 | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     161000 | PA      | $164561.80    | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     200000 | PA      | $211661.60    | 0.05%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                      | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $350032.00    | 0.08%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC GBP REG S SR UNSEC 7.09% 11-06-29/28                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $146243.50    | 0.03%             | 2029-11-06      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     242000 | PA      | $249111.17    | 0.06%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $241602.26    | 0.06%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                             | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61342.64     | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO EUR SR UNSEC 3.75% 08-15-53                                         | CUSIP: 191216DX5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     125000 | PA      | $138119.50    | 0.03%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                        | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69697.25     | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                       | THE CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      47000 | PA      | $45177.58     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 0.25% 03-01-26                                      | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     246000 | PA      | $177900.10    | 0.04%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 1.5% 12-01-31                                       | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1040000 | PA      | $696640.23    | 0.17%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                       | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1119000 | PA      | $839509.51    | 0.20%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.64% 01-15-28                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    4100000 | PA      | $589647.58    | 0.14%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.88% 02-25-33                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    2870000 | PA      | $436517.57    | 0.10%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    2410000 | PA      | $352547.47    | 0.08%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.92% 01-15-55                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    1520000 | PA      | $212515.11    | 0.05%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.65% 05-15-35                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    3980000 | PA      | $553093.64    | 0.13%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESTONIA (REPUBLIC OF)                                                        | ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 01-17-34                   | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     160000 | PA      | $189601.32    | 0.05%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 09-09-25                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   10000000 | PA      | $191274.60    | 0.05%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1320000 | PA      | $1352552.53   | 0.32%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     410000 | PA      | $465983.47    | 0.11%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     610000 | PA      | $674682.77    | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-45           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     160000 | PA      | $174655.87    | 0.04%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     300000 | PA      | $167173.37    | 0.04%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      90000 | PA      | $100668.82    | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-30             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    3775000 | PA      | $3988162.31   | 0.95%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-52             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      80000 | PA      | $41912.69     | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-32             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     540000 | PA      | $546476.40    | 0.13%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32             | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     530000 | PA      | $579459.69    | 0.14%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     180000 | PA      | $170575.55    | 0.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     674000 | PA      | $760249.12    | 0.18%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     300000 | PA      | $350539.54    | 0.08%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28            | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      65000 | PA      | $80157.58     | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 02-15-35             | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     730000 | PA      | $852960.64    | 0.20%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.25% 05-15-29                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 2263000000 | PA      | $148895.22    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     250000 | PA      | $279135.87    | 0.07%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.5% 02-15-31                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1253000000 | PA      | $77400.44     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05                                                                 | CAS 2023-R05 1M1 144A FRN 06-25-43                                               | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      71742 | PA      | $72457.48     | 0.02%             | 2043-06-25      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                    | CAS 2023-R06 1M1 144A FRN 07-25-43                                               | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      48886 | PA      | $49175.58     | 0.01%             | 2043-07-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                      | CAS 2024-R01 1M2 144A FRN 01-25-44                                               | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      55000 | PA      | $55663.80     | 0.01%             | 2044-01-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RJ1855 06-01-54                                                    | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      26888 | PA      | $26431.48     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8153 06-01-54                                                    | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      74440 | PA      | $76218.62     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8447 07-01-54                                                    | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      51088 | PA      | $51971.79     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-24-25/03-24-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2736.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-25-25/03-25-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6446.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.79165% 01-13-23/01-13-26 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1912.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.29015% 01-13-23/01-13-30 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $14203.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.98038% 06-21-23/06-21-28 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $14029.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2968.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 10.045% 01-26-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-222122.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $44095.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $24210.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1036.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-41257.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2403.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-19960.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 3.947% 03-20-25/03-20-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6999.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.995% 04-04-25/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $36125.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $11276.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $7688.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $4701.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX CAD 2.5225% 05-22-25/05-22-27 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2462.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                           | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      27600 | NS      | $1221300.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                    | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 7.25% 01-15-29      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     550000 | PA      | $564185.60    | 0.13%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 2.65% 07-15-26                                              | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     216000 | PA      | $212157.79    | 0.05%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 3.625% 11-16-31                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121931.37    | 0.03%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 5.8% 11-01-30                                                 | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7331.48      | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.875% 05-17-27                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     110000 | PA      | $126189.11    | 0.03%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                           | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                      | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     125000 | PA      | $74615.13     | 0.02%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94739.40     | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     137000 | PA      | $87959.21     | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30272.40     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     120000 | PA      | $96840.12     | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | 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        |     114000 | PA      | $113390.44    | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | 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        |     110000 | PA      | $116343.81    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      78000 | PA      | $80384.54     | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                    | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     107000 | PA      | $106721.69    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      21000 | PA      | $19839.83     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      65000 | PA      | $72689.05     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                     | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25984.48     | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                 | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     320000 | PA      | $236630.40    | 0.06%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $200321.60    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 1.2% 04-27-26                                      | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $170809.28    | 0.04%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.1% 03-15-34                                                  | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      55000 | PA      | $59487.18     | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                      | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57509.22     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                                          | SP TRANSMISSION PLC GBP REG S SR UNSEC (B) 2.0% 11-13-31                         | CUSIP: N/A<br>LEI: 21380066GRV5QOWJZC71       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116552.81    | 0.03%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $196772.40    | 0.05%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                         | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     200000 | PA      | $191302.80    | 0.05%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    4235000 | PA      | $161899.66    | 0.04%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                     | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      85000 | PA      | $81878.12     | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                       | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     440000 | PA      | $211368.87    | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                      | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285200 | PA      | $196186.91    | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                       | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     986000 | PA      | $716468.72    | 0.17%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 07-15-25                                        | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     984700 | PA      | $984199.97    | 0.24%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $236249.46    | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                      | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     149100 | PA      | $121677.87    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                        | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1130000 | PA      | $1141068.69   | 0.27%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 06-30-28                                        | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4484000 | PA      | $4522376.31   | 1.08%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-30-28                                      | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1875000 | PA      | $1927111.69   | 0.46%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28               | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     687369 | PA      | $713011.54    | 0.17%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       3554 | NS      | $1112899.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                | RIO TINTO PLC                                                                    | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       9962 | NS      | $580475.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                     | ROLLS-ROYCE HOLDINGS PLC                                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      59127 | NS      | $785310.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      55837 | NS      | $8153318.74   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-SCHATZ 2YR FUT DUU5 09-08-25                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          5 | NC      | $-180.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXU5 09-08-25                                                 | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         47 | NC      | $41726.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | FRA GB 10YR FUT OATU5 09-08-25                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          5 | NC      | $-2618.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                                           | MIDEA GROUP CO LTD A (SZSE NORTH)                                                | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     119450 | NS      | $1203585.23   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      74200 | NS      | $665441.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     201000 | NS      | $7293577.98   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                   | HASBRO INC                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       4685 | NS      | $345846.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                | HDFC BANK LTD ADR                                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      25481 | NS      | $1953628.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                | HDFC BANK LTD                                                                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      23358 | NS      | $545138.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SE                                                            | HANNOVER RUECK SE                                                                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       1272 | NS      | $400359.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                 | 3I GROUP PLC                                                                     | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       9121 | NS      | $515821.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC                                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     109428 | NS      | $4321436.53   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     155027 | NS      | $3401369.37   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                       | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      23245 | NS      | $1088563.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                                                      | ITC LTD                                                                          | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |     568184 | NS      | $2759097.79   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       6668 | NS      | $1933119.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                                           | UNITED RENTALS INC                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        708 | NS      | $533407.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON ADR                                                                   | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      56123 | NS      | $544954.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                      | VALE SA ON                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     272884 | NS      | $2644409.75   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                                          | VIKING HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       8985 | NS      | $478810.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                     | VOLVO AB CL B                                                                    | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      92975 | NS      | $2608162.54   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 7/14/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-928.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 7/18/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-38882.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 7/14/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $5290.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 7/14/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $8311.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD SALE TO USD NDF 7/14/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-139.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 7/18/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2169.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 7/16/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-10607.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1239.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD SALE TO USD 7/17/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5071.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-795.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD SALE TO USD 7/28/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7935.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD SALE TO USD 8/6/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-415.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD SALE TO EUR 8/7/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1124.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO EUR 7/28/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $5.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/8/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-59701.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/8/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $91583.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/24/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-8658.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO GBP 7/25/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1439.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/25/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-18740.31    | -0.00%            |  |  |  | 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        |     129000 | PA      | $84882.00     | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                            | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $207923.20    | 0.05%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                  | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      59000 | PA      | $55419.41     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP EUR SR UNSEC 3.75% 04-01-31                                     | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $119678.66    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                    | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32                | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      45000 | PA      | $56186.15     | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $221097.68    | 0.05%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                  | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $155287.04    | 0.04%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27       | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148146.00    | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                                                 | DNB BANK ASA GBP REG S SR NON PREF (B) 4.0% 08-17-27/26                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $136259.53    | 0.03%             | 2027-08-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150642.75    | 0.04%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34                       | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102463.70    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                     | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54422.28     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                            | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24924.93     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.65% 09-03-33                  | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     110000 | PA      | $128571.33    | 0.03%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                     | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50800.25     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                           | ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26                                      | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39610.92     | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                  | EXELON CORP SR UNSEC 3.4% 04-15-26                                               | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148707.30    | 0.04%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD EUR REG S SR UNSEC 2.25% 11-21-26                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $117551.40    | 0.03%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189076.20    | 0.05%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                         | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116517.08    | 0.03%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                  | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63096.87     | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 4.5% 06-01-42                                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62005.86     | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.25% 01-22-44                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     644168 | PA      | $686191.46    | 0.16%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 4.125% 11-16-28                                                | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99631.10     | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29                                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     258000 | PA      | $255130.78    | 0.06%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                 | VERALTO CORP EUR SR UNSEC 4.15% 09-19-31                                         | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122758.53    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                 | VERALTO CORP SR UNSEC 5.45% 09-18-33                                             | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61917.18     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERALLIA SAS                                                                 | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                               | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234978.41    | 0.06%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                        | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      94000 | PA      | $88606.37     | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32                           | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $100524.13    | 0.02%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.375% 03-22-29                          | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     140000 | PA      | $151415.37    | 0.04%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                      | BUFFALO ENERGY MEXICO HOLDINGS 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39      | CUSIP: 11952AAA0<br>LEI: 254900881F7MS73FUK11 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $206209.20    | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                             | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     250000 | PA      | $303487.33    | 0.07%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                         | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      93947 | NS      | $4072602.45   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                          | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     316000 | PA      | $311667.96    | 0.07%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                                       | AGRICULTURAL DEV BANK CHINA UNSEC 3.75% 01-25-29                                 | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | USGA              | CN        |     550000 | PA      | $82372.74     | 0.02%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                         | BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29               | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     280000 | PA      | $284673.76    | 0.07%             | 2029-04-05      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                   | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123443.03    | 0.03%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                            | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     125000 | PA      | $132262.25    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                               | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                   | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |     200000 | PA      | $205778.00    | 0.05%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117375.18    | 0.03%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                          | KREDITANSTALT FUER WIEDERAUFBAU GBP REG S SR UNSEC (B) 1.125% 07-04-25           | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      95000 | PA      | $130385.84    | 0.03%             | 2025-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                 | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                            | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |   10000000 | PA      | $115630.83    | 0.03%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                        | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |     100000 | PA      | $127270.19    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                     | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      63000 | PA      | $62972.47     | 0.02%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                      | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1238000 | PA      | $1232525.56   | 0.29%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     460000 | PA      | $444691.20    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                           | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $187960.00    | 0.04%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $195207.00    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.5% 06-21-31                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     115000 | PA      | $67067.99     | 0.02%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     500000 | PA      | $512446.53    | 0.12%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     725000 | PA      | $443218.45    | 0.11%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     700000 | PA      | $450394.42    | 0.11%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34        | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     120000 | PA      | $141715.30    | 0.03%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      12103 | PA      | $1955853.13   | 0.47%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       1633 | PA      | $267346.24    | 0.06%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33             | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     270000 | PA      | $320610.27    | 0.08%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        226 | PA      | $37759.71     | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        226 | PA      | $36492.09     | 0.01%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       5535 | PA      | $840894.87    | 0.20%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       5320 | PA      | $24564.64     | 0.01%             | 2054-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 5.75% 03-05-26                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     107100 | PA      | $561364.50    | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       2230 | PA      | $376802.15    | 0.09%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOVA SCOTIA (PROVINCE OF)                                                    | PROVINCE OF NOVA SCOTIA CANADA CAD 3.15% 12-01-51                                | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $98320.98     | 0.02%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     735000 | PA      | $67798.74     | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 5.5% 01-15-28                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     100000 | PA      | $128023.14    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     400000 | PA      | $262820.36    | 0.06%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     670000 | PA      | $416178.52    | 0.10%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.75% 06-12-35                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2460000 | PA      | $242983.88    | 0.06%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA EUR REG S (B) 3.25% 07-03-35                          | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $117660.44    | 0.03%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     410000 | PA      | $105022.84    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30            | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      50000 | PA      | $53421.50     | 0.01%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $213308.00    | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40            | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     195000 | PA      | $226877.01    | 0.05%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39                           | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     190000 | PA      | $219030.80    | 0.05%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 2.125% 03-07-28             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $148235.37    | 0.04%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     490000 | PA      | $563451.32    | 0.13%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     165000 | PA      | $169761.19    | 0.04%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     335000 | PA      | $382945.72    | 0.09%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     317000 | PA      | $379581.50    | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     370000 | PA      | $453772.02    | 0.11%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     120000 | PA      | $143464.27    | 0.03%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     240000 | PA      | $290398.50    | 0.07%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     410000 | PA      | $535856.60    | 0.13%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.375% 10-22-30                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     210000 | PA      | $240654.11    | 0.06%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     413000 | PA      | $247964.01    | 0.06%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UK CONV GILT GBP REG S 1.0% 01-31-32                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     750000 | PA      | $847543.09    | 0.20%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     140000 | PA      | $179777.70    | 0.04%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     205000 | PA      | $243827.25    | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                      | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     330000 | PA      | $242933.59    | 0.06%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                      | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $197226.32    | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                      | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     510000 | PA      | $323610.96    | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     560000 | PA      | $322809.48    | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                      | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     771400 | PA      | $659998.50    | 0.16%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     306000 | PA      | $285491.94    | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                               | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |   18000000 | PA      | $212076.77    | 0.05%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 10-04-39                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      40000 | PA      | $46665.95     | 0.01%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   19300000 | PA      | $237217.84    | 0.06%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    5700000 | PA      | $67386.42     | 0.02%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   55400000 | PA      | $652990.68    | 0.16%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      45000 | PA      | $52985.86     | 0.01%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     860000 | PA      | $870498.64    | 0.21%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S UNSEC 0.375% 09-15-27                                 | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     110000 | PA      | $125060.12    | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |   15800000 | PA      | $185533.19    | 0.04%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29                                    | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |   22000000 | PA      | $260284.17    | 0.06%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 2021-VOLT A 144A FRN 09-15-36                                                 | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     145324 | PA      | $144915.71    | 0.03%             | 2036-09-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 25-BIO3 A 144A 6.1382% 02-10-42/02-12-30                                      | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $143913.00    | 0.03%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 23-SMRT A 144A FRN 10-12-40                                                | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $139525.74    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                     | CAS 2023-R04 1M1 144A FRN 05-25-43                                               | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     142929 | PA      | $145990.39    | 0.03%             | 2043-05-25      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6767 01-01-54                                                    | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29484 | PA      | $30642.36     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0326 11-01-53                                                    | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      10070 | PA      | $10458.32     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8756 08-01-54                                                    | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      28845 | PA      | $29512.70     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD6029 08-01-54                                                    | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      46927 | PA      | $48012.33     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4916 08-01-54                                                    | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      34901 | PA      | $35560.64     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5813 07-01-54                                                    | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      72917 | PA      | $74747.13     | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8757 08-01-54                                                    | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      71824 | PA      | $73535.21     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8866 09-01-54                                                    | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      92328 | PA      | $94468.31     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LTD                                                  | SUNTORY BEVERAGE & FOOD LTD                                                      | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      26800 | NS      | $857942.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD                                                     | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      14500 | NS      | $445557.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8758 08-01-54                                                    | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      86843 | PA      | $88483.95     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5470 09-01-54                                                    | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2785 | PA      | $2787.54      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8401 02-01-54                                                    | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     763308 | PA      | $763869.52    | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5295 03-01-54                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2812927 | PA      | $2862437.21   | 0.68%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5471 09-01-54                                                    | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1169504 | PA      | $1189391.53   | 0.28%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 QI0213 02-01-54                                                    | CUSIP: 3133W6GW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       7761 | PA      | $8026.70      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD8433 05-01-54                                                    | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      10020 | PA      | $10374.84     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS3056 10-01-52                                                    | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     158862 | PA      | $126024.47    | 0.03%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8462 09-01-54                                                    | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       5561 | PA      | $5565.12      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RQ0012 06-01-55                                                    | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1411645 | PA      | $1384304.74   | 0.33%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL1094 04-01-55                                                    | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      43902 | PA      | $43051.76     | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB8491 07-01-54                                                    | CUSIP: 3140AJNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     495871 | PA      | $496720.40    | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                                        | DAIKIN INDUSTRIES LTD                                                            | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |      14400 | NS      | $1702440.89   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                                              | SONY GROUP CORP                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      27900 | NS      | $722662.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DD0782 03-01-55                                                    | CUSIP: 3140B02Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39579 | PA      | $39598.62     | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC0495 09-01-54                                                    | CUSIP: 3140AMRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     349496 | PA      | $349752.69    | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                             | NITTO DENKO CORP                                                                 | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     145300 | NS      | $2816603.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                                                     | IHI CORP                                                                         | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      14483 | NS      | $1572960.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC                                                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      34600 | NS      | $959395.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SOFTBANK GROUP CORP                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       5500 | NS      | $401600.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       9047 | NS      | $1856172.99   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5172 | NS      | $960026.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                          | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      29471 | NS      | $4008350.71   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                                    | SAFRAN SA                                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       4408 | NS      | $1432584.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                                       | SANOFI                                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      48198 | NS      | $4667459.10   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      18930 | NS      | $1734555.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                      | SEMBCORP INDUSTRIES LTD                                                          | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     284900 | NS      | $1534852.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                    | SHELL PLC (LONDON)                                                               | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |      46723 | NS      | $1637670.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                                  | SWISS RE AG                                                                      | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       5574 | NS      | $963481.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     156968 | NS      | $2600627.85   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                         | SMURFIT WESTROCK PLC                                                             | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      25409 | NS      | $1096398.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       3483 | NS      | $1377979.29   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                   | SYSCO CORP                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      10532 | NS      | $797693.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     117836 | NS      | $3410173.84   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                                          | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        480 | NS      | $729907.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                               | TC ENERGY CORP                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      30769 | NS      | $1502128.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| UBER TECHNOLOGIES INC                                                        | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      20402 | NS      | $1903506.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 10YR FUT XMU5 09-15-25                                                    | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          7 | NC      | $-5846.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 5YR FUT XQU5 09-18-25                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         19 | NC      | $5170.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 10YR FUT CNU5 09-18-25                                                    | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         15 | NC      | $6149.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BOBL 5YR FUT OEU5 09-08-25                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         60 | NC      | $-19501.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUXL 30YR FUT UBU5 09-08-25                                                 | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         11 | NC      | $16315.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 10YR FUT IKU5 09-08-25                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          8 | NC      | $-3329.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 2YR FUT BTSU5 09-08-25                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          6 | NC      | $-323.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                     | JPN GB 10YR FUT JBU5 09-12-25                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          8 | NC      | $-25494.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVU5 09-30-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         86 | NC      | $96280.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYU5 09-19-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         23 | NC      | $51500.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUU5 09-30-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          7 | NC      | $-77.21       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNU5 09-19-25                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $18994.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYU5 09-19-25                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         10 | NC      | $24133.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USU5 09-19-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         15 | NC      | $63823.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | UKG 10YR FUT G U5 09-26-25                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         12 | NC      | $13417.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 2YR FUT CVU5 09-18-25                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         16 | NC      | $491.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                     | UNIVERSAL MUSIC GROUP NV                                                         | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | US        |      13386 | NS      | $433305.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2675 | NS      | $834519.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8515 03-01-55                                                    | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1044943 | PA      | $1045466.84   | 0.25%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5671 04-01-55                                                    | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      67246 | PA      | $64365.10     | 0.02%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5644 03-01-55                                                    | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      63244 | PA      | $60534.53     | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8534 05-01-55                                                    | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      11732 | PA      | $11928.87     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5762 07-01-55                                                    | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3317 | PA      | $3427.78      | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                               | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                           | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     228029 | PA      | $230035.10    | 0.05%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                 | HTL 2024-T53 A 144A FRN 05-10-39                                                 | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101093.40    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                 | HY 2025-SPRL A 144A FRN 01-13-40                                                 | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     131000 | PA      | $135178.77    | 0.03%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                        | HGMT 2025-HGLR A 144A FRN 02-05-45                                               | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     157000 | PA      | $161394.59    | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI A 144A FRN 03-15-42                                                | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100194.00    | 0.02%             | 2042-03-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                           | TOWN 2025-STAY A 144A FRN 03-15-42                                               | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     295000 | PA      | $294145.68    | 0.07%             | 2042-03-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                 | KSL 2024-HT2 A 144A FRN 12-15-39                                                 | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     143000 | PA      | $142949.24    | 0.03%             | 2039-12-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                 | MCAS 2024-01 M7 144A FRN 07-25-54                                                | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      51116 | PA      | $51584.99     | 0.01%             | 2054-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                               | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                           | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110205 | PA      | $110955.83    | 0.03%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT DKK SR SEC SER 01E SF COVERED 1.5% 10-01-37                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     414840 | PA      | $60587.96     | 0.01%             | 2037-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT DKK SR SEC SER 01E SF COVERED 1.5% 10-01-40                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    1093319 | PA      | $155984.49    | 0.04%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-50                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     447177 | PA      | $52052.22     | 0.01%             | 2050-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    5081971 | PA      | $658954.02    | 0.16%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC CL C                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6975 | NS      | $1237295.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC CL A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      16320 | NS      | $2876073.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        782 | NS      | $553460.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                        | GREAT-WEST LIFECO INC                                                            | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      16064 | NS      | $610945.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/8/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2845.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/14/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $14268.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/10/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $28372.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 7/22/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7894.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 7/7/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-118.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/16/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-832.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/17/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $8682.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                            | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                              | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $104693.30    | 0.03%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB7783 08-01-54                                                    | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      86769 | PA      | $87047.46     | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                    | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       1800 | NS      | $451512.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY AND CO                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       6479 | NS      | $5050574.87   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                                              | LUNDIN GOLD INC                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      37546 | NS      | $1982417.77   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/22/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2023.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 7/18/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-21061.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-12452.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7403.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-10340.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-10075.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-14972.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3899.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2543.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 7/21/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4743.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 7/9/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-902.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 7/15/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5296.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 7/21/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1441.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 7/28/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7052.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $45.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 7/28/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-985.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1570.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO USD 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1728.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 7/21/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-450.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     360000 | PA      | $382392.36    | 0.09%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $324455.19    | 0.08%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                             | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45052.60     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                          | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    1060000 | PA      | $152151.83    | 0.04%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEV BANK (BOND CONNECT) CNY UNSEC 3.39% 07-10-27                           | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    8580000 | PA      | $1240139.59   | 0.30%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $259717.48    | 0.06%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   55000000 | PA      | $57161.63     | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.125% 04-15-31                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $164723.40    | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  109950000 | PA      | $601929.39    | 0.14%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10500000 | PA      | $68940.83     | 0.02%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FIVE YEAR BOND JPY 0.005% 12-20-26                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   84950000 | PA      | $584490.57    | 0.14%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   50500000 | PA      | $270854.71    | 0.06%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   84000000 | PA      | $392682.87    | 0.09%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   41100000 | PA      | $212005.56    | 0.05%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   99700000 | PA      | $538974.72    | 0.13%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.6% 12-20-33                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   55750000 | PA      | $366231.87    | 0.09%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   82450000 | PA      | $491786.87    | 0.12%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  487500000 | PA      | $3410005.03   | 0.81%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.7% 03-20-44                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   59400000 | PA      | $375344.64    | 0.09%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  348590000 | PA      | $257849.41    | 0.06%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3212 KRW 4.25% 12-10-32                                               | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 1830410000 | PA      | $1492540.94   | 0.36%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 11-07-47                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      51200 | PA      | $226678.93    | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      93000 | PA      | $25083.85     | 0.01%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.828% 07-05-34                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    3466000 | PA      | $843090.40    | 0.20%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     180000 | PA      | $46080.43     | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 07-31-53                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     265800 | PA      | $1165929.16   | 0.28%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     653000 | PA      | $165069.50    | 0.04%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     601000 | PA      | $148428.09    | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    1307000 | PA      | $327373.93    | 0.08%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27               | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     372047 | PA      | $367075.74    | 0.09%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     267716 | PA      | $194317.83    | 0.05%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.625% 05-15-30                                      | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1150000 | PA      | $989374.44    | 0.24%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 03-31-29                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     865000 | PA      | $876790.64    | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                        | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1223000 | PA      | $1238285.54   | 0.30%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT INTERNATIONAL BOND 7.125% 07-17-32                            | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $200424.80    | 0.05%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                       | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $292200.00    | 0.07%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                        | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     755000 | PA      | $747379.94    | 0.18%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1340000 | PA      | $1382543.93   | 0.33%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6000 | PA      | $6007.98      | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                        | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1090000 | PA      | $1100515.78   | 0.26%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     785000 | PA      | $1087148.29   | 0.26%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     340000 | PA      | $258925.71    | 0.06%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                            | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    4300000 | PA      | $50038.64     | 0.01%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   10100000 | PA      | $115663.96    | 0.03%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTL BK RECON/DEV SR UNSEC 6.75% 07-13-29                                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |   16200000 | PA      | $190944.28    | 0.05%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5530 11-01-54                                                    | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     523591 | PA      | $513573.57    | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RJ2851 11-01-54                                                    | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      73747 | PA      | $70616.49     | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8493 12-01-54                                                    | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        948 | PA      | $948.39       | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5552 12-01-54                                                    | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      13495 | PA      | $13238.23     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                               | FMBT 2024-FBLU A 144A FRN 12-15-29                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      24000 | PA      | $24034.58     | 0.01%             | 2029-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5531 11-01-54                                                    | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11289 | PA      | $11297.19     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8469 10-01-54                                                    | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      35231 | PA      | $35257.35     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 DC7042 12-01-54                                                    | CUSIP: 3140AUZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     282750 | PA      | $271205.80    | 0.06%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8475 11-01-54                                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      69278 | PA      | $69329.24     | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX1414 12-01-54                                                    | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      63918 | PA      | $63949.83     | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8507 02-01-55                                                    | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      21730 | PA      | $22096.30     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5615 02-01-55                                                    | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     118403 | PA      | $120402.32    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5647 03-01-55                                                    | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      38388 | PA      | $39032.09     | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8491 12-01-54                                                    | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     510913 | PA      | $501176.72    | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5674 04-01-55                                                    | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42689 | PA      | $43411.45     | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8525 04-01-55                                                    | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      42620 | PA      | $43336.46     | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FA0608 02-01-55                                                    | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     333999 | PA      | $334244.80    | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5699 05-01-55                                                    | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     101305 | PA      | $99350.75     | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8532 05-01-55                                                    | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      92334 | PA      | $90559.70     | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5735 06-01-55                                                    | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27873 | PA      | $27886.88     | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RQ0013 06-01-55                                                    | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      64704 | PA      | $64736.21     | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5701 05-01-55                                                    | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      13693 | PA      | $13923.22     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5734 06-01-55                                                    | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51816 | PA      | $50812.28     | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT DKK REG S SR SEC SER CCE SF COVERED 1.0% 10-01-50                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     539650 | PA      | $66617.54     | 0.02%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                | NYMT 2024-CP1 A1 144A FRN 02-25-68                                               | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      87051 | PA      | $80634.83     | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                            | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      84863 | PA      | $85485.56     | 0.02%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                         | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                            | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     166137 | PA      | $167960.26    | 0.04%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                | OBX 2025-NQM1 A1 144A 5.547% 12-25-64/12-01-28                                   | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |     215039 | PA      | $215956.60    | 0.05%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                            | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |     208583 | PA      | $209866.01    | 0.05%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                       | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                             | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     178797 | PA      | $22032.05     | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                               | STAR 2025-SFR5 A 144A FRN 02-17-42                                               | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100178.70    | 0.02%             | 2042-02-17      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                              | STACR 2025-DNA1 A1 144A FRN 01-25-45                                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      31775 | PA      | $31743.23     | 0.01%             | 2045-01-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                               | SWCH 2025-DATA A 144A FRN 03-15-42                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     555000 | PA      | $551810.97    | 0.13%             | 2042-03-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 07-01-55                                                       | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403486 | PA      | $385997.30    | 0.09%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.0 UMBS TBA 07-01-55                                                       | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     891336 | PA      | $873629.61    | 0.21%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 08-01-55                                                       | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87968 | PA      | $90704.60     | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                 | VERUS 2024-4 A2 144A 6.572% 06-25-69/05-01-28                                    | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     118180 | PA      | $119761.30    | 0.03%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                 | VERUS 2024-4 A1 144A 6.218% 06-25-69/05-01-28                                    | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     236359 | PA      | $239088.06    | 0.06%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                 | VERUS 2024-9 A1 144A FRN 11-25-69                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      93347 | PA      | $93558.52     | 0.02%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                           | FRANCO-NEVADA CORP                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       3358 | NS      | $551311.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                            | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $54654.00     | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                            | OHIO TURNPIKE & INFRASTRUCTURE COMMISSION 3.216% 02-15-48                        | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $72464.70     | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                        | GENERAL DYNAMICS CORP                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       7978 | NS      | $2326863.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                         | GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       1980 | NS      | $509632.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                               | GE HEALTHCARE TECHNOLOGIES INC                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       5321 | NS      | $394126.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                                               | GE VERNOVA INC                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |          0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      33385 | NS      | $3701394.95   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                   | VERTEX PHARMACEUTICALS INC                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       8449 | NS      | $3761494.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                         | WASTE MANAGEMENT INC                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       2046 | NS      | $468165.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-435.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-6962.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/10/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3995.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/15/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $57852.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 9/12/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $17525.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $348.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/8/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3297.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/16/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $14649.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/8/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3870.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/10/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-19722.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/24/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $3325.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 8/6/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5370.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 8/8/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-192602.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 7/1/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $6612.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 7/1/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $2575.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO EUR 7/16/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $5132.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 7/18/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-81899.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 7/1/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-4519.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 7/1/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-142.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 8/11/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $149.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 7/14/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD SALE TO USD NDF 7/14/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-3985.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ILS FWD SALE TO USD 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2999.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 7/28/2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1803.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 7/7/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4655.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 8/6/2025                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-288.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                    | ZURICH INSURANCE GROUP AG                                                        | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       2524 | NS      | $1764207.45   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32                                      | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $120456.70    | 0.03%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                         | TARGA RESOURCES CORP SR UNSEC 5.5% 02-15-35                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2007.97      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.15% 02-11-32                                     | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116775.84    | 0.03%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                 | CAS 2024-R04 1M1 144A FRN 05-25-44                                               | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      62701 | PA      | $62707.29     | 0.01%             | 2044-05-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                 | CAS 2024-R04 1M2 144A FRN 05-25-44                                               | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     121000 | PA      | $121797.03    | 0.03%             | 2044-05-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 A 144A FRN 08-25-34/27                                            | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      81584 | PA      | $80882.99     | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1A1 144A FRN 02-25-45                                               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20659 | PA      | $20684.27     | 0.00%             | 2045-02-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1M1 144A FRN 02-25-45                                               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      54367 | PA      | $54434.68     | 0.01%             | 2045-02-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA5155 05-01-51                                                    | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     333000 | PA      | $263970.47    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8266 11-01-52                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      98924 | PA      | $94864.38     | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4805 11-01-52                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      33138 | PA      | $31777.56     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8287 01-01-53                                                    | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      54754 | PA      | $52510.51     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4978 04-01-53                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1301083 | PA      | $1280014.63   | 0.31%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5191 11-01-53                                                    | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     441449 | PA      | $449524.06    | 0.11%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB5912 03-01-53                                                    | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69621 | PA      | $71273.89     | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD4977 11-01-53                                                    | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     127906 | PA      | $125696.07    | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5296 03-01-54                                                    | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      14759 | PA      | $14770.24     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8408 03-01-54                                                    | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     420159 | PA      | $420467.66    | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5271 02-01-54                                                    | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21026 | PA      | $21044.52     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4191 03-01-53                                                    | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     262503 | PA      | $264399.37    | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8131 06-01-54                                                    | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      92061 | PA      | $92555.27     | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1768 06-01-54                                                    | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      42997 | PA      | $43234.30     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1779 06-01-54                                                    | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      83266 | PA      | $85336.88     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5422 07-01-54                                                    | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       6695 | PA      | $6919.26      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4700 07-01-54                                                    | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     105704 | PA      | $107696.57    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI8874 07-01-54                                                    | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      43571 | PA      | $44391.47     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1964 07-01-54                                                    | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      55852 | PA      | $57431.71     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB8842 07-01-54                                                    | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     139001 | PA      | $139232.13    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1963 07-01-54                                                    | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      35811 | PA      | $35837.08     | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8318 07-01-54                                                    | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51838 | PA      | $53201.26     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1975 07-01-54                                                    | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     109524 | PA      | $111587.37    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8858 07-01-54                                                    | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      71915 | PA      | $73448.67     | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8454 08-01-54                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      12230 | PA      | $12438.57     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8453 08-01-54                                                    | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      23402 | PA      | $23419.51     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7792 08-01-54                                                    | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      66524 | PA      | $67695.05     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8467 07-01-54                                                    | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     186247 | PA      | $187420.39    | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2314 09-01-54                                                    | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     161589 | PA      | $164632.03    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2298 09-01-54                                                    | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     125964 | PA      | $126369.92    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2309 09-01-54                                                    | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      44680 | PA      | $45523.14     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2306 09-01-54                                                    | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      76215 | PA      | $78205.54     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2308 09-01-54                                                    | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      82562 | PA      | $84731.69     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2312 09-01-54                                                    | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      84565 | PA      | $86521.91     | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB7104 09-01-53                                                    | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     339094 | PA      | $339909.09    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | 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        |       3082 | NS      | $1614094.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                         | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      43437 | NS      | $1889943.87   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      22545 | NS      | $1586491.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                | MEDTRONIC PLC                                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      19325 | NS      | $1684560.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC CL A                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      12920 | NS      | $9536122.80   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     213613 | NS      | $21361330.00  | 5.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                        | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $3314.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                         | ITRAXX EUR S43 1.0% 03-20-25/06-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-31410.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                      | ITRAXX EUR XO S43 5.0% 03-20-25/06-20-30 ICE                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $5145.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COMPANIES INC                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      14131 | NS      | $3089601.84   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       3573 | NS      | $1064396.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                                                       | MELROSE INDUSTRIES PLC                                                           | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |     108484 | NS      | $790417.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      10945 | NS      | $1541712.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                               | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      21541 | NS      | $10714708.81  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       3868 | NS      | $2508704.61   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-256.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-281.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.925% 03-05-25/03-05-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3045.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-232.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $752.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.1703% 03-24-25/03-24-30 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1773.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.162% 03-24-25/03-24-30 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1757.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                    | NESTLE SA                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       9977 | NS      | $991224.29    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        917 | NS      | $1227982.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                                  | NOVARTIS AG                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       3976 | NS      | $481910.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                              | NOVO NORDISK AS CL B                                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      50903 | NS      | $3532971.59   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                  | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      47330 | NS      | $7477666.70   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                                           | NVENT ELECTRIC PLC                                                               | CUSIP: N/A<br>LEI: 21380063ZX54EUEMBR73       | Long             | EC               | CORP              | GB        |      18043 | NS      | $1321649.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     126990 | NS      | $891435.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                            | OMNICOM GROUP INC                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       8961 | NS      | $644654.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                   | PACCAR INC                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       5817 | NS      | $552964.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      80544 | NS      | $1122783.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXQ5P P @ 129 07-25-25                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         95 | NC      | $7402.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXQ5P P @ 128 07-25-25                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         95 | NC      | $-4569.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                       | PROGRESSIVE CORP (THE)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       2416 | NS      | $644733.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      27539 | NS      | $5015678.07   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                   | PINNACLE WEST CAPITAL CORP                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      12840 | NS      | $1148794.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                                   | FERRARI NV                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       3418 | NS      | $1677349.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                                   | FERRARI NV (EUR)                                                                 | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |        739 | NS      | $362217.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                | ACCENTURE PLC CL A                                                               | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       7800 | NS      | $2331342.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIDAS AG                                                                    | ADIDAS AG                                                                        | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       7746 | NS      | $1806175.11   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                    | AIRBUS SE                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      11225 | NS      | $2343818.35   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                               | AIR LIQUIDE SA                                                                   | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        644 | NS      | $132861.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                    | CHUBB LTD                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      10851 | NS      | $3143751.72   | 0.75%             |  |  |  | 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        |     486353 | NS      | $4104821.01   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                                  | CAMECO CORP                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       6626 | NS      | $492078.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                                         | CELANESE CORPORATION                                                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       4784 | NS      | $264698.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                     | EQS 24-2M A 144A 5.7 12-20-32/12-22-31                                           | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90953 | PA      | $92396.77     | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100494.80    | 0.02%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                 | LBZZ 25-1 A2 144A 5.10% 10-15-30/10-15-27                                        | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      43000 | PA      | $43157.72     | 0.01%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                         | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     113000 | PA      | $114033.84    | 0.03%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 24-A B 144A 6.59% 08-15-29/06-15-26                                        | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100820.60    | 0.02%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                  | MCLO 19-2 A1R2 CLO 144A FRN (TSFR3M+95) 01-20-33                                 | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     232425 | PA      | $231425.16    | 0.06%             | 2033-01-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B A 144A 5.4% 09-15-31                                                | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100060.39    | 0.02%             | 2031-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                  | NMEF 25-A A2 144A 4.72% 07-15-32                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100097.70    | 0.02%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                 | PEAC 25-1 A2 144A 4.94% 10-20-28                                                 | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86000 | PA      | $86350.79     | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                    | SMB 2023-C A1B 144A FRN 11-15-52                                                 | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70252 | PA      | $71006.79     | 0.02%             | 2052-11-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 25-A B 144A 5.038% 07-25-31/04-25-28                                       | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      12869 | PA      | $12967.41     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                           | SCFET 25-1 A3 144A 5.11% 11-21-33                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231000 | PA      | $235981.75    | 0.06%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                              | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                           | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     229863 | PA      | $229857.36    | 0.05%             | 2032-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                              | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219075 | PA      | $219296.69    | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 24-1 B 144A 7.15% 06-17-31/27                                               | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101680.10    | 0.02%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 24-1 A 144A 6.27% 06-17-31/27                                               | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208000 | PA      | $210576.08    | 0.05%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO ENAP                                           | EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34                  | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $202596.20    | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.35% 03-15-44                                               | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24522.95     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24263.85     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24326.48     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.05% 03-15-34                                               | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25463.55     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                              | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                           | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177708.78    | 0.04%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                           | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34060.11     | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 2.15% 07-15-30                                              | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     176000 | PA      | $156693.50    | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                      | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                    | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $179236.60    | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $186786.80    | 0.04%             | 2028-07-12      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29             | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $265649.25    | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     295000 | PA      | $328674.91    | 0.08%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                             | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $235898.39    | 0.06%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA SR UNSEC 9.0% 03-01-31                                                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      65000 | PA      | $79002.82     | 0.02%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA GBP SR UNSEC (B) 5.625% 01-23-34                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      90000 | PA      | $128352.30    | 0.03%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     290000 | PA      | $301938.43    | 0.07%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36     | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     225000 | PA      | $227778.53    | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                               | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                            | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33493.25     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                           | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134823.56    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO                             | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO SR UNSEC 4.418% 11-15-35        | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $192024.40    | 0.05%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                     | ENGIE SA GBP SR UNSEC (B) 7.0% 10-30-28                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $73965.52     | 0.02%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                  | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 3.75% 03-01-36                          | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117440.20    | 0.03%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                         | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72813.31     | 0.02%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON CO                                                               | HALLIBURTON CO SR UNSEC 3.8% 11-15-25                                            | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1992.54      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                    | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199809.00    | 0.05%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     109000 | PA      | $103690.07    | 0.02%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242777.75    | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO     | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |    1390770 | PA      | $1390770.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst