# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011738
**Filing Date:** 2023-2
**Character Count:** 269704
**Document Hash:** cde5bec12ffde83c3bd928c12b589b19
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011738.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011738

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 23675620

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

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

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

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

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

## Series and Classes Contracts Data

### 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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $401183624.91

**Total Liabilities:** $33064769.59

**Net Assets:** $368118855.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -105.496485500000 | **1-Year:** -1493.730000000000 | **5-Year:** -5098.270000000000 | **10-Year:** -7568.770000000000 | **30-Year:** -4058.290000000000

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

- **3-Month:** -15.429056900000 | **1-Year:** -310.121072700000 | **5-Year:** -25.981622600000 | **10-Year:** -261.574426800000 | **30-Year:** -20.818885800000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099201 | 4.20%                | 6.89%                | -1.34%               |
| Class ID C000099202 | 4.22%                | 6.92%                | -1.42%               |
| Class ID C000121517 | 4.19%                | 6.84%                | -1.36%               |
| Class ID C000176249 | 4.13%                | 6.93%                | -1.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2208832.39             | $16864011.39                               |
| Month 2  | $-346046.59              | $23381568.63                               |
| Month 3  | $-272854.21              | $-5909889.43                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-50825.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5945.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                        | SOUTH AFRICA GVT ZAR 8.0% 01-31-30                                                     | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    3000000 | PA      | $157448.69    | 0.04%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 7.0% 08-16-23                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   16600000 | PA      | $76528.81     | 0.02%             | 2023-08-16      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19574.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-48578.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                 | ISRAEL STATE OF EUR REG S 2.875% 01-29-24                                              | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $213210.73    | 0.06%             | 2024-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                 | ISRAEL STATE OF EUR REG S 1.5% 01-18-27                                                | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $99527.44     | 0.03%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8093.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8088.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVT EUR 144A/REG S 0.8% 07-30-27                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     490000 | PA      | $473809.86    | 0.13%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                              | SERBIA REG S EUR 3.125% 05-15-27                                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     385000 | PA      | $356031.63    | 0.10%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                     | AIA GROUP LTD                                                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     195894 | NS      | $2158164.96   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                           | PING AN INSURANCE GROUP CO OF CHINA LTD H                                              | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |      66500 | NS      | $438912.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-9019.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.4975% 09-21-21/09-21-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-17427.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVT EUR 144A LIFE/REG S 0.5% 10-31-31                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     395000 | PA      | $329351.11    | 0.09%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                              | SERBIA EUR 144A LIFE 2.05% 09-23-36                                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     185000 | PA      | $112169.20    | 0.03%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                         | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      99000 | NS      | $1442890.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                           | ENN ENERGY HOLDINGS LTD                                                                | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |      64000 | NS      | $892852.43    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.445% 09-28-21/09-28-23 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-18101.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.4475% 09-29-21/09-29-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-18499.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVT EUR 0.0% 01-31-27                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     335000 | PA      | $316739.50    | 0.09%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                | SPAIN GOVT EUR 144A LIFE/REG S 0.7% 04-30-32                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     830000 | PA      | $692548.21    | 0.19%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                                         | SEVEN & I HOLDINGS CO LTD                                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |      38900 | NS      | $1664078.58   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                         | SHIN-ETSU CHEMICAL CO LTD                                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      11000 | NS      | $1340190.32   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.4475% 09-30-21/09-30-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-18560.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.5125% 10-14-21/10-14-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-17002.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                      | TAKEDA PHARMACEUTICAL CO LTD                                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       8000 | NS      | $249872.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL CORP                                                        | LIXIL CORP                                                                             | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |      54500 | NS      | $830553.39    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY I/L FRN 0.375% 07-15-27                                                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     367528 | PA      | $346478.92    | 0.09%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY I/L FRN 1.0% 02-15-49                                                      | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     248686 | PA      | $208171.53    | 0.06%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.53% 10-14-21/10-14-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19305.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.5625% 10-15-21/10-15-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19087.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                                            | KWEICHOW MOUTAI CO LTD A (SSE NORTH)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        721 | NS      | $178415.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD                       | INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD A (SSE NORTH)                              | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |     104700 | NS      | $465560.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.59% 10-18-21/10-18-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19080.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 1.62% 10-19-21/10-19-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-21146.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                           | PING AN INSURANCE GROUP CO OF CHINA LTD A (SSE NORTH)                                  | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |      11400 | NS      | $77101.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWAFERS CO LTD                                               | GLOBALWAFERS CO LTD                                                                    | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |      86000 | NS      | $1194684.57   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                     | SOFTBANK CORP                                                                          | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      54400 | NS      | $615087.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                        | JD.COM INC A                                                                           | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | CN        |       1200 | NS      | $33732.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY I/L 0.125% 10-15-24                                                        | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     575508 | PA      | $554623.56    | 0.15%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 0.625% 05-15-30                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     823100 | PA      | $651650.33    | 0.18%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                         | APPLE INC                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       3194 | NS      | $414996.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       8136 | NS      | $1314858.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                        | AIRBNB INC CL A                                                                        | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       1851 | NS      | $158260.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                               | ABBOTT LABORATORIES                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      57298 | NS      | $6290747.42   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 7.66% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-12872.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8054.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 1.25% 05-15-50                                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $75730.76     | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 1.875% 02-15-41                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     920000 | PA      | $651673.63    | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                     | ACCENTURE PLC CL A                                                                     | CUSIP: N/A<br>LEI: 549300JY6CF6DO4YFQ03       | Long             | EC               | CORP              | IE        |       3024 | NS      | $806924.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON NV                                                          | AEGON NV                                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |     122629 | NS      | $622078.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 7.64% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-12859.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 7.59% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5564.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 2.24% 11-08-21/11-08-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-24193.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 2.2525% 11-08-21/11-08-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-24096.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.25% 05-15-41                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     525000 | PA      | $395190.55    | 0.11%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE WI 0.875% 06-30-26                                                    | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      74200 | PA      | $66353.79     | 0.02%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 7.52% 11-05-21/10-30-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-17889.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 2.2% 11-09-21/11-09-23 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2070.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.0% 12-15-24                                                         | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     620000 | PA      | $580300.78    | 0.16%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.25% 02-15-52                                                        | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     765000 | PA      | $534795.13    | 0.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 9.07% 05-04-22/04-28-27 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $7668.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX NZD 3.7697% 05-06-22/11-06-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-46351.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                        | NASDAQ INC                                                                             | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      11966 | NS      | $734114.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                | NEXTERA ENERGY INC                                                                     | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      28214 | NS      | $2358690.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                | NEXTERA ENERGY INC CV PFD EQUITY UNITS 6.926% NON-CUM 09-01-25                         | CUSIP: 65339F713<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EP               | CORP              | US        |      16500 | NS      | $828135.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                         | NESTLE SA                                                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      35802 | NS      | $4134611.28   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.875% 02-15-32                                                       | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     779200 | PA      | $660865.39    | 0.18%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.875% 02-28-27                                                       | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6696300 | PA      | $6133486.70   | 1.67%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                         | NESTE OYJ                                                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      40724 | NS      | $1880961.58   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                       | NETFLIX INC                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       8029 | NS      | $2367591.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                 | NATIONAL GRID PLC                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      65238 | NS      | $783598.30    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE INDUSTRIER AB                                                | NIBE INDUSTRIER AB B                                                                   | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      21550 | NS      | $201514.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.5% 02-29-24                                                         | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5057400 | PA      | $4876091.70   | 1.32%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.75% 03-15-25                                                        | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      98300 | PA      | $92912.80     | 0.03%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                       | NOVARTIS AG                                                                            | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      28897 | NS      | $2617528.16   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                    | SERVICENOW INC                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       2184 | NS      | $847981.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                 | OMNICOM GROUP INC                                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      10624 | NS      | $866599.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DR ING HC F PORSCHE AG                                            | DR ING HC F PORSCHE AG PREF (NON-VOTING) (BEARER)                                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |       5497 | NS      | $557705.14    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                               | PUBLIC SERVICE ENTERPRISE GROUP INC                                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       3391 | NS      | $207766.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                  | PERNOD RICARD SA                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       5580 | NS      | $1096802.92   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                      | POWER GRID CORP OF INDIA LTD                                                           | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    1016447 | NS      | $2616546.04   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTERNATIONAL INC                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      36010 | NS      | $3644572.10   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                  | PNC FINANCIAL SERVICES GROUP INC                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      11839 | NS      | $1869851.66   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                        | FERRARI NV                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       3990 | NS      | $854737.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                        | FERRARI NV (EUR)                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       1039 | NS      | $222300.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD                                                            | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       8302 | NS      | $410367.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                          | RELX PLC                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      46732 | NS      | $1294746.51   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                     | RIO TINTO PLC                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      20187 | NS      | $1416445.23   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                        | RAYTHEON TECHNOLOGIES CORP                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      71227 | NS      | $7188228.84   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                         | SAFRAN SA                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       4525 | NS      | $565458.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     176586 | NS      | $528846.15    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                    | STARBUCKS CORP                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       4596 | NS      | $455923.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                           | SEMBCORP INDUSTRIES LTD                                                                | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     185900 | NS      | $468032.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                         | SHELL PLC (LONDON)                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |      54477 | NS      | $1548111.95   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                                           | SIEMENS HEALTHINEERS AG                                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      51525 | NS      | $2577588.62   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                        | SIEMENS AG NAMEN                                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      13373 | NS      | $1856074.84   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                  | SINGAPORE TELECOM LTD                                                                  | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     782600 | NS      | $1502477.50   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                      | STRYKER CORP                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       3999 | NS      | $977715.51    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                         | THALES SA                                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      20022 | NS      | $2559541.92   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                       | TORONTO DOMINION BANK (THE)                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      32954 | NS      | $2133734.99   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                      | THERMO FISHER SCIENTIFIC INC                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       3354 | NS      | $1847014.26   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TRELLEBORG AB                                                     | TRELLEBORG AB CL B                                                                     | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |      11334 | NS      | $262235.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TC ENERGY CORP                                                    | TC ENERGY CORP                                                                         | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      12080 | NS      | $481594.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                          | TRYG A/S                                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      24243 | NS      | $575009.19    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TESLA INC                                                         | TESLA INC                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       7350 | NS      | $905373.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LTD                                         | TREASURY WINE ESTATES LTD                                                              | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |      27708 | NS      | $256029.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                             | TEXAS INSTRUMENTS INC                                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        380 | NS      | $62783.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                           | AUS GB 10YR FUT XMH3 03-15-23                                                          | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          4 | NC      | $-19339.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BOBL 5YR FUT OEH3 03-08-23                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         49 | NC      | $-204871.41   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUXL 30YR FUT UBH3 03-08-23                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          2 | NC      | $-53695.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | EURO-BUND 10YR FUT RXH3 03-08-23                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         14 | NC      | $-128594.14   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                 | ITA GB 10YR FUT IKH3 03-08-23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          1 | NC      | $9237.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN GB 10YR FUT JBH3 03-13-23                                                          | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          1 | NC      | $22628.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYH3 03-22-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $-5890.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USH3 03-22-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          4 | NC      | $-11077.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYH3 03-22-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $4250.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNH3 03-22-23                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $6062.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | UKG 10YR FUT G H3 03-29-23                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          2 | NC      | $15220.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVH3 03-31-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         82 | NC      | $-9281.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUH3 03-31-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          5 | NC      | $1132.52      | 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        |      31035 | NS      | $749159.39    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UNITEDHEALTH GROUP INC                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       4540 | NS      | $2407017.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                          | UNITED OVERSEAS BANK LTD                                                               | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      47600 | NS      | $1091643.36   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                                   | UPM-KYMMENE OYJ                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      15079 | NS      | $565251.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                           | VALE SA ON ADR                                                                         | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      64102 | NS      | $1087810.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                         | WOODSIDE ENERGY GROUP LTD CDI                                                          | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      10942 | NS      | $264065.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                         | ZURICH INSURANCE GROUP AG                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      10777 | NS      | $5150062.51   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.5% 03-31-27                                                         | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1025000 | PA      | $962316.43    | 0.26%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.75% 04-30-27                                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6460000 | PA      | $6124865.54   | 1.66%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.5% 04-30-24                                                         | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     995000 | PA      | $966778.42    | 0.26%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 3.0% 07-15-25                                                         | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1015700 | PA      | $983968.82    | 0.27%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                         | AIRBUS SE (BEARER)                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       1805 | NS      | $214618.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                    | AIR LIQUIDE SA (BEARER)                                                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       1874 | NS      | $266556.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLFUNDS GROUP PLC                                                | ALLFUNDS GROUP PLC                                                                     | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |      18078 | NS      | $126323.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                             | APPLIED MATERIALS INC                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2383 | NS      | $232056.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       3365 | NS      | $883783.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                         | APTIV PLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       2518 | NS      | $234501.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                                        | ASTRA INTL (INDON)                                                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    1050300 | NS      | $382645.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | BROADCOM INC                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      16303 | NS      | $9115496.39   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                   | ASTRAZENECA PLC (GBP)                                                                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      12615 | NS      | $1712049.16   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                       | B3 SA - BRASIL BOLSA BALCAO                                                            | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    2047634 | NS      | $5123205.67   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                   | BAE SYSTEMS PLC                                                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     264063 | NS      | $2729141.23   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                      | BRITISH AMERICAN TOBACCO PLC                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      27475 | NS      | $1090062.64   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                          | BAYER AG                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      10117 | NS      | $522366.04    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                          | BANK CENTRAL ASIA TBK PT                                                               | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |    1108100 | NS      | $607515.95    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE INC                                                           | BCE INC                                                                                | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      22635 | NS      | $994502.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                     | BHP GROUP LTD CDI                                                                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      62248 | NS      | $1919343.67   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                   | BAKER HUGHES CO CL A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17643 | NS      | $520997.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                     | BLACKROCK INC                                                                          | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       1886 | NS      | $1336476.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                       | BIOMARIN PHARMACEUTICAL INC                                                            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       6615 | NS      | $684586.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      12920 | NS      | $735243.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                                       | BRENNTAG SE                                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |       3756 | NS      | $240142.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                            | BP PLC                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     184567 | NS      | $1073300.34   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      30627 | NS      | $1385259.21   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                               | CARRIER GLOBAL CORP                                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      49012 | NS      | $2021745.00   | 0.55%             |  |  |  | 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        |     676679 | NS      | $5514936.95   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                  | CROWN CASTLE INC (REIT)                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       3025 | NS      | $410311.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                       | COMPAGNIE FINANCIERE RICHEMONT SA A                                                    | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       8551 | NS      | $1106547.62   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | COMCAST CORP CL A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      30643 | NS      | $1071585.71   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                     | CME GROUP INC CL A                                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       2292 | NS      | $385422.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                    | CANADIAN NATURAL RESOURCES LTD                                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     125963 | NS      | $6994946.80   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                        | AMERICOLD REALTY TRUST INC                                                             | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      12798 | NS      | $362311.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                          | CSX CORP                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      38467 | NS      | $1191707.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                            | CTP NV                                                                                 | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     104148 | NS      | $1226370.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                      | CHEVRON CORP                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8045 | NS      | $1443997.05   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC                                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      14276 | NS      | $875404.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                            | DBS GROUP HOLDINGS LTD                                                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      55100 | NS      | $1394934.47   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                     | DR HORTON INC                                                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       2232 | NS      | $198960.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                      | DANAHER CORP CV PFD SER B CUMULATIVE 5.00% 04-15-23                                    | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        300 | NS      | $406965.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                          | DIGITAL REALTY TRUST INC (REIT)                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       4683 | NS      | $469564.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                      | DNB BANK ASA                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     156181 | NS      | $3092093.50   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                  | DEUTSCHE POST AG                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      17657 | NS      | $664642.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                     | DTE ENERGY CO                                                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      29637 | NS      | $3483236.61   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT MIDSTREAM INC                                                                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10284 | NS      | $568293.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                  | DUKE ENERGY CORP                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      16849 | NS      | $1735278.51   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                               | ELECTRONIC ARTS                                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       4021 | NS      | $491285.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                         | EMBASSY OFFICE PARKS REIT (REIT)                                                       | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |     348239 | NS      | $1413081.63   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                          | ENEL SPA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     122240 | NS      | $657442.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                           | E.ON SE                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     157688 | NS      | $1573794.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                       | EQUINIX INC (REIT)                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       2059 | NS      | $1348706.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                      | ENTERGY CORP                                                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      10025 | NS      | $1127812.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                            | EUROFINS SCIENTIFIC SE (BEARER)                                                        | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |      11316 | NS      | $814887.85    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                              | EVONIK INDUSTRIES AG                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      96394 | NS      | $1850733.24   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2               | AMCAR 22-2 A2B FRN (SOFR30A+115) 12-18-25/03-18-24                                     | CUSIP: 03065WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     202502 | PA      | $202769.88    | 0.06%             | 2025-12-18      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-3                                | CARMX 22-3 A2B FRN (SOFR30A+77) 09-15-25/05-15-24                                      | CUSIP: 14318MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128000 | PA      | $128231.81    | 0.03%             | 2025-09-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                     | EART 22-3A A2 3.45% 08-15-24/03-15-23                                                  | CUSIP: 30166YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56487 | PA      | $56367.54     | 0.02%             | 2024-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                     | EART 22-4A A2 3.99% 08-15-24                                                           | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66023 | PA      | $65943.44     | 0.02%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                           | FORDO 22-B A2B FRN 02-15-25                                                            | CUSIP: 34534LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     111097 | PA      | $111088.62    | 0.03%             | 2025-02-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3     | GMCAR 22-3 A2B FRN (SOFR30A+60) 09-16-25                                               | CUSIP: 36265WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121000 | PA      | $121163.96    | 0.03%             | 2025-09-16      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                  | GMALT 22-3 A2B FRN (SOFR30A+71) 10-21-24/01-22-24                                      | CUSIP: 380130AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $110037.40    | 0.03%             | 2024-10-21      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                          | HART 22-B A2B FRN (SOFR30A+58) 05-15-25                                                | CUSIP: 44918MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120000 | PA      | $120102.12    | 0.03%             | 2025-05-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                 | NALT 21-A A3 0.52% 08-15-24                                                            | CUSIP: 65480DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     302000 | PA      | $295064.87    | 0.08%             | 2024-08-15      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_22-A                                 | NALT 22-A A2B FRN (SOFR30A+68) 08-15-24/11-15-23                                       | CUSIP: 65480LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283170 | PA      | $283354.63    | 0.08%             | 2024-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                 | SDART 22-4 A2 4.05% 07-15-25/10-16-23                                                  | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     193400 | PA      | $192658.91    | 0.05%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                     | TAOT 22-C A2B FRN (SOFR30A+57) 08-15-25/04-15-24                                       | CUSIP: 89231CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $40036.60     | 0.01%             | 2025-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-3                                    | VZMT 22-3 A 3.01% 05-20-27/11-20-23                                                    | CUSIP: 92348KAP8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $245198.00    | 0.07%             | 2027-05-20      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A                            | VWALT 22-A A2 3.02% 10-21-24                                                           | CUSIP: 92868AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154673 | PA      | $152556.17    | 0.04%             | 2024-10-21      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                  | WLAKE 22-2A A2A 144A 3.36% 08-15-25                                                    | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181214 | PA      | $179440.53    | 0.05%             | 2025-08-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| FINECOBANK SPA                                                    | FINECOBANK SPA                                                                         | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |      26543 | NS      | $442353.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                    | AMAZON.COM INC SR UNSEC 2.8% 08-22-24                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43633.04     | 0.01%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                           | CENTRAL BANK OF TUNISIA EUR 144A LIFE SR UNSEC 6.75% 10-31-23                          | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     150000 | PA      | $135399.35    | 0.04%             | 2023-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | ALLIANZ SE EUR PRP REG S SUB (H) (B) 4.75% 12-31-49/10-24-23                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $106456.25    | 0.03%             | 2049-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                            | CHUBB INA HOLDINGS INC SR UNSEC 3.35% 05-03-26                                         | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9585.01      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                            | CHUBB INA HOLDINGS INC SR UNSEC 4.35% 11-03-45                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17410.90     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                         | AETNA INC SR UNSEC 2.8% 06-15-23                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9896.54      | 0.00%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.0% 04-13-28                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95362.60     | 0.03%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                   | ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23                                                 | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $148759.95    | 0.04%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29                             | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217631.92    | 0.06%             | 2029-01-23      | Fixed         | 4.75%                 | 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      | $260235.82    | 0.07%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | AMGEN INC SR UNSEC 1.9% 02-21-25                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37559.08     | 0.01%             | 2025-02-21      | Fixed         | 1.90%                 | 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      | $26958.39     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | 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        |     375000 | PA      | $311712.38    | 0.08%             | 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        |     250000 | PA      | $213802.05    | 0.06%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                           | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                        | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      69000 | PA      | $57572.98     | 0.02%             | 2031-05-28      | Fixed         | 2.25%                 | 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      | $49372.16     | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 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        |     200000 | PA      | $166619.18    | 0.05%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                     | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     250000 | PA      | $166195.75    | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                         | APPLE INC SR UNSEC 3.35% 08-08-32                                                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     580000 | PA      | $528278.50    | 0.14%             | 2032-08-08      | Fixed         | 3.35%                 | 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      | $259911.68    | 0.07%             | 2033-03-01      | Fixed         | 4.20%                 | 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      | $203851.00    | 0.06%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A LIFE SUB 5.7% 10-22-23                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $198556.60    | 0.05%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                           | BECTON DICKINSON AND CO SR UNSEC 3.734% 12-15-24                                       | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9758.99      | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | 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      | $40695.54     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     236000 | PA      | $214103.21    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | 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      | $96090.75     | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100874.07    | 0.03%             | 2025-04-01      | Fixed         | 1.00%                 | 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      | $57277.71     | 0.02%             | 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      | $64621.13     | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.496% 02-13-31/30                                       | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16298.68     | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | 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      | $64327.04     | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30                                   | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66625.65     | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25                                    | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68548.34     | 0.02%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                         | BOEING CO SR UNSEC 4.508% 05-01-23                                                     | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399313.20    | 0.11%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                           | BECTON DICKINSON AND CO SR UNSEC 2.823% 05-20-30                                       | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      28000 | PA      | $24096.35     | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     500000 | PA      | $450691.50    | 0.12%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47686.05     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC EUR SR UNSEC 5.337% 01-19-29                                  | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |     300000 | PA      | $304905.80    | 0.08%             | 2029-01-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                          | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                      | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     250000 | PA      | $228502.75    | 0.06%             | 2032-08-15      | Fixed         | 3.60%                 | 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      | $56399.45     | 0.02%             | 2032-06-01      | Fixed         | 9.25%                 | 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      | $62901.86     | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      53000 | PA      | $42637.76     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                         | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 3.05% 03-15-23                               | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279055.84    | 0.08%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                          | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 09-01-28                                 | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70607.85     | 0.02%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 0.976% 04-22-25/24                                       | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187609.40    | 0.05%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     160000 | PA      | $140375.36    | 0.04%             | 2027-07-22      | Variable      | 1.73%                 | 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      | $135864.48    | 0.04%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | DEUTSCHE BANK AG EUR REG S SUB (B) 4.0% 06-24-32/27                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $94987.34     | 0.03%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  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      | $11074.83     | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                              | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 2.625% 03-24-26/25                      | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $100717.68    | 0.03%             | 2026-03-24      | Variable      | 2.62%                 | 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      | $140406.75    | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                | ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25                                              | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115820.28    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | 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      | $19120.52     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSEC 5.304% 08-09-26/25                                               | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     475000 | PA      | $471921.05    | 0.13%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                   | EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25                                      | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239786.75    | 0.07%             | 2025-03-19      | Fixed         | 3.25%                 | Yes           |                  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      | $37655.20     | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  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        |     320000 | PA      | $300494.72    | 0.08%             | 2032-08-22      | Fixed         | 4.30%                 | 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        |     150000 | PA      | $139774.95    | 0.04%             | 2026-05-15      | Fixed         | 3.00%                 | 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      | $142604.40    | 0.04%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                                  | ENEL AMERICAS SA SR UNSEC 4.0% 10-25-26                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |      35000 | PA      | $33358.15     | 0.01%             | 2026-10-25      | Fixed         | 4.00%                 | 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      | $31953.60     | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | 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      | $321581.20    | 0.09%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                        | CIGNA CORP SR UNSEC 4.125% 11-15-25                                                    | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78249.60     | 0.02%             | 2025-11-15      | Fixed         | 4.12%                 | 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      | $4687.40      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSEC 3.106% 04-08-26/25                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     175000 | PA      | $165800.25    | 0.05%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                    | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                 | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     161000 | PA      | $136055.79    | 0.04%             | 2030-07-15      | Fixed         | 2.95%                 | 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      | $45893.25     | 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      | $6319.98      | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                               | CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25                                           | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5656.39      | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                           | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     225000 | PA      | $173868.98    | 0.05%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSEC 0.981% 05-01-25/24                                              | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     103000 | PA      | $96505.13     | 0.03%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSEC 1.462% 06-09-27/26                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     310000 | PA      | $269262.90    | 0.07%             | 2027-06-09      | Variable      | 1.46%                 | 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      | $93600.58     | 0.03%             | 2026-09-14      | Fixed         | 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        |     164000 | PA      | $111018.65    | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99325.60     | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                   | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      59000 | PA      | $51690.84     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      29000 | PA      | $27240.08     | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                          | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     160000 | PA      | $148721.44    | 0.04%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  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      | $140408.58    | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.875% 07-12-28                       | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $159197.60    | 0.04%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                           | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     240000 | PA      | $216475.05    | 0.06%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                             | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52                                   | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90294.60     | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | 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      | $79715.42     | 0.02%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                          | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     120000 | PA      | $81054.84     | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSEC 4.017% 10-31-38/37                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      78000 | PA      | $64412.95     | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 1.0% 03-18-33                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     210000 | PA      | $162331.08    | 0.04%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                   | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126414.00    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  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      | $1947.49      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                      | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 3.75% 03-05-23                         | CUSIP: 44920UAM0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     250000 | PA      | $249225.75    | 0.07%             | 2023-03-05      | Fixed         | 3.75%                 | Yes           |                  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      | $191510.40    | 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      | $93424.45     | 0.03%             | 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      | $216894.25    | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  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      | $40976.45     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 4.493% 03-24-31/30                                        | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     160000 | PA      | $149810.24    | 0.04%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 1.578% 04-22-27/26                                        | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     186000 | PA      | $163645.40    | 0.04%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | KINDER MORGAN INC SR UNSEC 4.3% 06-01-25                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161965.65    | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                  | LENOVO GROUP LTD REG S SR UNSEC 5.875% 04-24-25                                        | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |     269000 | PA      | $262140.50    | 0.07%             | 2025-04-24      | Fixed         | 5.88%                 | Yes           |                  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        |      94621 | PA      | $92069.28     | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 3.125% 07-27-26                                                | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102746.71    | 0.03%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP SR UNSEC 2.4% 08-08-26                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     187000 | PA      | $174615.36    | 0.05%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      72000 | PA      | $59651.57     | 0.02%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25                                             | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175449.60    | 0.05%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     126000 | PA      | $110677.77    | 0.03%             | 2027-05-04      | Variable      | 1.59%                 | 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      | $82157.53     | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                          | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                                  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     168000 | PA      | $129129.00    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  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      | $181491.80    | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY EUR SR UNSEC 2.95% 05-07-32/31                                          | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     510000 | PA      | $485185.56    | 0.13%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                       | NETFLIX INC EUR REG S SR UNSEC 3.875% 11-15-29                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     200000 | PA      | $200672.55    | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                               | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 2.75% 11-01-29                            | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     232000 | PA      | $201178.10    | 0.05%             | 2029-11-01      | Fixed         | 2.75%                 | 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      | $17700.50     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP 144A LIFE SR UNSEC 3.6% 06-06-25                                       | CUSIP: 65558RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |     200000 | PA      | $193181.80    | 0.05%             | 2025-06-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                  | NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24                           | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81717.22     | 0.02%             | 2024-10-01      | Fixed         | 3.51%                 | 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      | $198804.67    | 0.05%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                       | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                             | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22940.73     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     107000 | PA      | $68510.39     | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | 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      | $85554.60     | 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      | $85613.08     | 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 2.5% 02-01-31                              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $466900.20    | 0.13%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                       | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28170.94     | 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 4.65% 08-01-28                             | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     114000 | PA      | $105027.74    | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                       | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                             | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40762.90     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                       | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                              | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $121300.06    | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | 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      | $112481.38    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | 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        |     270000 | PA      | $208479.42    | 0.06%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25                   | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     222000 | PA      | $238583.40    | 0.06%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                           | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     185000 | PA      | $147966.70    | 0.04%             | 2028-04-01      | Fixed         | 5.50%                 | 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      | $155804.43    | 0.04%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29                   | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70437.50     | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 9.25% 01-15-29                          | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60699.50     | 0.02%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                       | EQUINOR ASA SR UNSEC 3.7% 03-01-24                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      50000 | PA      | $49304.15     | 0.01%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                      | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                               | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |     210000 | PA      | $187858.52    | 0.05%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                         | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                           | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     200000 | PA      | $153074.00    | 0.04%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                            | SINGAPORE AIRLINES LTD REG S SR UNSEC 3.375% 01-19-29                                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $180764.00    | 0.05%             | 2029-01-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                 | TRANSCANADA TRUST SUB (H) 5.875% 08-15-76/26                                           | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     288000 | PA      | $274489.34    | 0.07%             | 2076-08-15      | Variable      | 5.88%                 | 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      | $101817.35    | 0.03%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                      | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      33000 | PA      | $30005.91     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | 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      | $172106.40    | 0.05%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 3.25% 01-22-44                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     174168 | PA      | $186732.34    | 0.05%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                        | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     170000 | PA      | $163057.03    | 0.04%             | 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        |     135000 | PA      | $129222.81    | 0.04%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                                      | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     450000 | PA      | $442550.25    | 0.12%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  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      | $82455.58     | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     325000 | PA      | $268068.78    | 0.07%             | 2031-03-21      | Fixed         | 2.55%                 | 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      | $80123.82     | 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      | $121116.58    | 0.03%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                               | VOLKSWAGEN INTERNATIONAL FINANCE NV EUR PRP REG S SUB (H) (B) 4.375% 12-31-71/03-28-31 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $175416.78    | 0.05%             | 2171-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                         | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                           | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396770.00    | 0.11%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                  | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                           | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $353638.80    | 0.10%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                  | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     210000 | PA      | $194839.47    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                  | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85196.80     | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                              | FREEPORT-MCMORAN INC                                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      87143 | NS      | $3311434.00   | 0.90%             |  |  |  | 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        |     216000 | PA      | $203152.75    | 0.06%             | 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      | $82714.09     | 0.02%             | 2029-01-25      | Fixed         | 3.75%                 | 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      | $155841.82    | 0.04%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                            | CHINA DEV BANK CNY UNSEC 2.89% 06-22-25                                                | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    3240000 | PA      | $470253.26    | 0.13%             | 2025-06-22      | Fixed         | 2.89%                 | 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      | $1257721.58   | 0.34%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KFW                                                               | KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | USGA              | DE        |      95000 | PA      | $106440.23    | 0.03%             | 2025-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HLDGS LTD                                       | FAIRFAX FINANCIAL HLDGS LTD S/V                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        506 | NS      | $299739.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                       | AUSTRALIA GOVT BD AUD REG S 2.75% 11-21-28                                             | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     310000 | PA      | $199716.09    | 0.05%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                       | AUSTRALIA GOVT AUD REG S 1.5% 06-21-31                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    1055000 | PA      | $590919.75    | 0.16%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                            | EMIRATE OF ABU DHABI 144A LIFE 0.75% 09-02-23                                          | CUSIP: 29135LAL4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     275000 | PA      | $266846.80    | 0.07%             | 2023-09-02      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                       | AUSTRALIA GOVT AUD REG S 1.0% 11-21-31                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $79307.52     | 0.02%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                             | AUSTRIA REP EUR 144A LIFE/REG S (B) 0.0% 02-20-31                                      | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     660000 | PA      | $553331.27    | 0.15%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                       | AUSTRALIA GOVT AUD REG S 3.0% 11-21-33                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2250000 | PA      | $1387947.96   | 0.38%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                        | BRAZIL LTN BRL 0.0% 01-01-24                                                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       1700 | PA      | $284184.02    | 0.08%             | 2024-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                        | BRAZIL NTNF BRL 10.0% 01-01-23                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        600 | PA      | $107959.66    | 0.03%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | BONOS MEXICAN MXN 7.75% 05-29-31                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      50000 | PA      | $237636.31    | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                           | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                              | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     260000 | PA      | $234692.20    | 0.06%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                               | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.7% 09-01-30                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  245000000 | PA      | $278715.99    | 0.08%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                            | CHINA GOVT BOND CNY 3.86% 07-22-49                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    2110000 | PA      | $336001.65    | 0.09%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                            | CHINA GOVT BOND CNY 3.39% 03-16-50                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    1600000 | PA      | $235103.82    | 0.06%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                            | TITULOS DE TESORERIA COP UNSEC 5.75% 11-03-27                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 2331300000 | PA      | $364765.74    | 0.10%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                            | CHINA GOVT BOND CNY 3.81% 09-14-50                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |   10290000 | PA      | $1626110.71   | 0.44%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                            | CANADA GOVT CAD BOND 0.25% 03-01-26                                                    | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     570000 | PA      | $378024.88    | 0.10%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                            | CANADA GOVT CAD BOND 0.75% 10-01-24                                                    | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1125000 | PA      | $785152.79    | 0.21%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                            | COLOMBIA COLTES COP 7.0% 03-26-31                                                      | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 5308700000 | PA      | $775604.57    | 0.21%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                            | CANADA GOVT CAD BOND 3.5% 03-01-28                                                     | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1009000 | PA      | $749104.25    | 0.20%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                            | CANADA GOVT CAD BOND 2.25% 06-01-25                                                    | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1400000 | PA      | $998058.24    | 0.27%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                              | FRANCE OAT EUR REG S 0.0% 11-25-30                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |    1320000 | PA      | $1128381.68   | 0.31%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                              | FRANCE OAT EUR REG S 0.0% 05-25-32                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     650000 | PA      | $526815.81    | 0.14%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                              | FRANCE OAT EUR REG S 0.75% 02-25-28                                                    | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     640000 | PA      | $618170.66    | 0.17%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                              | FRANCE OAT EUR REG S 2.0% 11-25-32                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     610000 | PA      | $595907.79    | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                              | FRANCE OAT EUR REG S 3.25% 05-25-45                                                    | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     160000 | PA      | $170530.39    | 0.05%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                   | GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25                                   | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     300000 | PA      | $321151.38    | 0.09%             | 2025-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                   | GREECE GOVT BOND EUR 144A LIFE/REG S 3.45% 04-02-24                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     110000 | PA      | $118015.02    | 0.03%             | 2024-04-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-50                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     200000 | PA      | $112113.15    | 0.03%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-31                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2600000 | PA      | $2258291.96   | 0.61%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-52                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     260000 | PA      | $139402.58    | 0.04%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 0.0% 02-15-32                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     540000 | PA      | $462523.42    | 0.13%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                   | GREECE GOVT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     790000 | PA      | $667828.52    | 0.18%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     950000 | PA      | $914614.42    | 0.25%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 1.0% 05-15-38                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     640000 | PA      | $548349.91    | 0.15%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                     | DEUTSCHLAND REP EUR REG S (B) 1.7% 08-15-32                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1129000 | PA      | $1126996.77   | 0.31%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                           | INDONESIA GOVT BOND IDR FR78 8.25% 05-15-29                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1833000000 | PA      | $126906.83    | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                               | ITALY GOVT BTPS EUR REG S (B) 1.35% 04-01-30                                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     660000 | PA      | $580623.25    | 0.16%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                           | INDONESIA GOVT BOND IDR FR87 6.5% 02-15-31                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1253000000 | PA      | $78315.02     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                               | INDIA GOVT INR 5.15% 11-09-25                                                          | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    8000000 | PA      | $91845.76     | 0.02%             | 2025-11-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.75% 07-31-27                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      46000 | PA      | $43533.28     | 0.01%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 3.125% 08-15-25                                                       | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      18000 | PA      | $17477.51     | 0.00%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.75% 08-15-32                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1278900 | PA      | $1164405.45   | 0.32%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 3.0% 08-15-52                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     510000 | PA      | $422871.55    | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 3.25% 08-31-24                                                        | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     706000 | PA      | $691324.17    | 0.19%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 3.125% 08-31-27                                                       | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3620000 | PA      | $3482987.71   | 0.95%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                               | ITALY GOVT BTPS EUR REG S (B) 2.5% 12-01-32                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     650000 | PA      | $582580.10    | 0.16%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 152 JPY BD 1.2% 03-20-35                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  264400000 | PA      | $2109407.94   | 0.57%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 346 JPY BD 0.1% 03-20-27                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  134150000 | PA      | $1018349.17   | 0.28%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT I/L 22 JPY 0.1% 03-10-27                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   26445500 | PA      | $211343.77    | 0.06%             | 2027-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 67 JPY BD 0.6% 06-20-50                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   26950000 | PA      | $162322.21    | 0.04%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 363 JPY BD 0.1% 06-20-31                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   56000000 | PA      | $412449.98    | 0.11%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 365 JPY BD 0.1% 12-20-31                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  317600000 | PA      | $2339795.31   | 0.64%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 150 JPY BD 0.005% 12-20-26                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   84950000 | PA      | $643524.73    | 0.17%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 179 JPY BD 0.5% 12-20-41                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   71600000 | PA      | $476055.44    | 0.13%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 74 JPY BD 1.0% 03-20-52                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  178400000 | PA      | $1178190.35   | 0.32%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 76 JPY BD 1.4% 09-20-52                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   80350000 | PA      | $585917.66    | 0.16%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT I/L 18 JPY 0.1% 03-10-24                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   21660000 | PA      | $168754.57    | 0.05%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT 42 JPY BD 1.7% 03-20-44                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   50150000 | PA      | $408095.82    | 0.11%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT I/L 19 JPY 0.1% 09-10-24                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   31620000 | PA      | $247317.36    | 0.07%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                             | JAPAN GVT I/L 17 JPY 0.1% 09-10-23                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   10900000 | PA      | $84382.81     | 0.02%             | 2023-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                              | MOROCCO KINGDOM OF REG S EUR 3.5% 06-19-24                                             | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $106582.03    | 0.03%             | 2024-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | BONOS MEXICAN MXN 7.5% 06-03-27                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      19500 | PA      | $94419.37     | 0.03%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | BONOS MEXICAN MXN 8.0% 11-07-47                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      51200 | PA      | $234511.32    | 0.06%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                             | MALAYSIA GVT MYR 3.906% 07-15-26                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    1380000 | PA      | $314509.68    | 0.09%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                             | MALAYSIA GVT MYR 3.885% 08-15-29                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     620000 | PA      | $139816.83    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                              | MOROCCO KINGDOM OF 144A LIFE EUR 1.5% 11-27-31                                         | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $79287.59     | 0.02%             | 2031-11-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                             | MALAYSIA GVT MYR 3.757% 05-22-40                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     270000 | PA      | $56672.79     | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | BONOS MEXICAN MXN 8.0% 07-31-53                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     188800 | PA      | $864082.27    | 0.23%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                       | BONOS MEXICAN MXN 5.75% 03-05-26                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     182000 | PA      | $845984.08    | 0.23%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA (PROVINCE OF)                                         | NOVA SCOTIA PROV CAD UNSEC 3.15% 12-01-51                                              | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $101070.90    | 0.03%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                        | BRAZIL NTNF BRL 10.0% 01-01-25                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        900 | PA      | $163083.78    | 0.04%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                          | NETHERLANDS GOVT EUR 144A LIFE/REG S 5.5% 1-15-28                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     100000 | PA      | $121090.37    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                              | POLAND GOVT BOND PLN 2.75% 10-25-29                                                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     410000 | PA      | $73564.37     | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                            | PORTUGAL GOVT EUR 144A LIFE/REG S 0.475% 10-18-30                                      | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     230000 | PA      | $199333.74    | 0.05%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                | PERU GOVT 2.392% 01-23-26                                                              | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      90000 | PA      | $83021.58     | 0.02%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                         | PHILIPPINES REP OF 1.648% 06-10-31                                                     | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $160334.00    | 0.04%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                         | PHILIPPINES REP OF REG S (B) JPY 0.001% 04-12-24                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |  100000000 | PA      | $753092.81    | 0.20%             | 2024-04-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                         | PHILIPPINES REP OF EUR 0.25% 04-28-25                                                  | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $99446.95     | 0.03%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 8.5% 09-17-31                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    5530000 | PA      | $23994.58     | 0.01%             | 2031-09-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 7.7% 03-23-33                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   23030000 | PA      | $99926.78     | 0.03%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIAN FEDERATION REG S 4.25% 06-23-27                                                | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $86000.00     | 0.02%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 3.375% 02-08-38                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $58186.66     | 0.02%             | 2038-02-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 7.25% 05-10-34                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    8140000 | PA      | $35319.32     | 0.01%             | 2034-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 4.125% 09-30-27                                                       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     268200 | PA      | $269229.41    | 0.07%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 4.125% 10-31-27                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     357000 | PA      | $358363.28    | 0.10%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIAN FEDERATION REG S 4.375% 03-21-29                                               | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $82000.00     | 0.02%             | 2029-03-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 6.9% 05-23-29                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   28250000 | PA      | $122576.27    | 0.03%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIAN FEDERATION EUR REG S 2.875% 12-04-25                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $89917.80     | 0.02%             | 2025-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 4.625% 04-03-49                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      39000 | PA      | $30325.84     | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 7.65% 04-10-30                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   38320000 | PA      | $166269.83    | 0.05%             | 2030-04-10      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $71812.10     | 0.02%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR REG S 3.375% 01-28-50                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      73000 | PA      | $45256.90     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 3.624% 05-26-30                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     392000 | PA      | $344475.27    | 0.09%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 5.9% 03-12-31                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    5620000 | PA      | $24385.08     | 0.01%             | 2031-03-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 04-14-33                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $137755.57    | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                | RUSSIA GOVT OFZ RUB 6.9% 07-23-31                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   18200000 | PA      | $78969.49     | 0.02%             | 2031-07-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                             | ROMANIA GOVT BOND EUR 144A LIFE 2.125% 03-07-28                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $116556.10    | 0.03%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 4.5% 11-15-25                                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     178000 | PA      | $179129.80    | 0.05%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 4.0% 11-15-52                                                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      70000 | PA      | $70374.96     | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 4.125% 11-15-32                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     195000 | PA      | $198885.45    | 0.05%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY I/L FRN 0.125% 07-15-24                                                    | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     828921 | PA      | $802883.32    | 0.22%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 4.25% 06-07-32                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    1165000 | PA      | $1474234.08   | 0.40%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.25% 02-15-27                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     297600 | PA      | $276985.28    | 0.08%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 1.25% 07-22-27                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     410000 | PA      | $446816.31    | 0.12%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.5% 03-31-23                                                         | CUSIP: 9128284D9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1181900 | PA      | $1176658.63   | 0.32%             | 2023-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.75% 04-30-23                                                        | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1485000 | PA      | $1476729.44   | 0.40%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 2.875% 05-15-28                                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1275000 | PA      | $1203903.96   | 0.33%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 0.375% 10-22-30                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     490000 | PA      | $463067.74    | 0.13%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 0.25% 07-31-31                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     160000 | PA      | $144987.54    | 0.04%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     413000 | PA      | $270019.47    | 0.07%             | 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        |    1490000 | PA      | $1426643.30   | 0.39%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                  | UKRAINE GOVT REG S 6.876% 05-21-31                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     200000 | PA      | $38506.80     | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                  | UKRAINE GOVT 144A LIFE 6.876% 05-21-31                                                 | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     250000 | PA      | $48133.50     | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                      | UTD KINGDOM GILT GBP REG S 2.75% 09-07-24                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      50000 | PA      | $59537.89     | 0.02%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.875% 11-15-46                                                       | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $322108.16    | 0.09%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.875% 08-15-28                                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     557000 | PA      | $524611.45    | 0.14%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.5% 10-31-24                                                         | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1232108.93   | 0.33%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 0.625% 08-15-30                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     650000 | PA      | $511698.40    | 0.14%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 0.25% 08-31-25                                                        | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     833100 | PA      | $749569.40    | 0.20%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 0.375% 11-30-25                                                       | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $44751.91     | 0.01%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 0.5% 02-28-26                                                         | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $445756.75    | 0.12%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 0.75% 03-31-26                                                        | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2075000 | PA      | $1860694.21   | 0.51%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.625% 05-15-31                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     375000 | PA      | $315672.79    | 0.09%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.375% 05-15-51                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     490000 | PA      | $353252.37    | 0.10%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.0% 08-15-51                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     560000 | PA      | $368610.48    | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY NOTE 1.25% 08-15-31                                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     395000 | PA      | $320715.23    | 0.09%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 1.375% 11-15-31                                                       | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     834400 | PA      | $679591.93    | 0.18%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 1.875% 11-15-51                                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     685600 | PA      | $436602.76    | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.875% 05-15-32                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     640000 | PA      | $590104.26    | 0.16%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY BOND 2.875% 05-15-52                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     273000 | PA      | $219843.73    | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                            | ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25                                              | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $112335.39    | 0.03%             | 2025-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-06-26                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     100000 | PA      | $96580.39     | 0.03%             | 2026-07-06      | Fixed         | 0.00%                 | 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      | $717026.80    | 0.19%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                    | EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      50000 | PA      | $48414.79     | 0.01%             | 2026-10-22      | 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      | $104644.92    | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FEDERAL HOME LOAN MORTGAGE PFD SER Z 8.375% PERPETUAL NON-CUM                          | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     192000 | NS      | $389760.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 3.5 FM7100 06-01-50                                                          | CUSIP: 3140XA3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     349539 | PA      | $323727.57    | 0.09%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.0 MA4732 09-01-52                                                          | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     471185 | PA      | $442430.51    | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153 | FHLMC K153 A2 (MF) 3.82% 01-25-33                                                      | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     580000 | PA      | $546035.78    | 0.15%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.5 MA4784 10-01-52                                                          | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     134836 | PA      | $129913.87    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.5 SD8257 10-01-52                                                          | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     513290 | PA      | $494551.75    | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 2.5 CB2402 12-01-51                                                          | CUSIP: 3140QMU44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     315204 | PA      | $267187.20    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.5 SD8275 12-01-52                                                          | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      74712 | PA      | $71984.52     | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.5 QF2182 10-01-52                                                          | CUSIP: 3133BPM70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      83877 | PA      | $80815.03     | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 2.5 BV9612 04-01-52                                                          | CUSIP: 3140MPVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     270656 | PA      | $229902.15    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.5 BW3812 09-01-52                                                          | CUSIP: 3140MVGW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     120224 | PA      | $115834.74    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.0 SD8256 10-01-52                                                          | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      99991 | PA      | $93888.73     | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.0 BW1385 12-01-52                                                          | CUSIP: 3140MSRF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     289689 | PA      | $272011.02    | 0.07%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.5 QE8253 08-01-52                                                          | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     200000 | PA      | $192700.56    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.5 FS2555 07-01-52                                                          | CUSIP: 3140XHZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     147999 | PA      | $142600.92    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 4.0 BW1299 11-01-52                                                          | CUSIP: 3140MSNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      56889 | PA      | $53417.04     | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.0 QF3955 12-01-52                                                          | CUSIP: 3133BRMC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     238394 | PA      | $223846.48    | 0.06%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCT UMBS 5.0 ZJ9038 06-01-23                                                          | CUSIP: 3131X1BF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $137.49       | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 BW7796 10-01-52                                                          | CUSIP: 3140N0UW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     839861 | PA      | $829033.05    | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                        | FORTESCUE METALS GROUP LTD                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     126401 | NS      | $1762193.04   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF 3.5 TBA 01-01-53                                                                  | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1350000 | PA      | $1240552.80   | 0.34%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  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        |     502411 | PA      | $62315.01     | 0.02%             | 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        |    1281142 | PA      | $157673.03    | 0.04%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT DKK REG S SEC SER 01E SF 0.50% 10-01-40 (CALLABLE)                            | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    7233713 | PA      | $808505.50    | 0.22%             | 2040-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-50                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    1365351 | PA      | $136409.65    | 0.04%             | 2050-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA DKK 144A LIFE/ REG S SEC SF 0.5% 10-01-40                                       | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | ABS-CBDO         | CORP              | DK        |    1615551 | PA      | $180689.78    | 0.05%             | 2040-10-01      | Fixed         | 0.50%                 | Yes           |                  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        |   20442121 | PA      | $2228334.79   | 0.61%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT DKK REG S SEC SER 01E SF COVERED 1.0% 10-01-53                                | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     861621 | PA      | $90393.02     | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | 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        |     589591 | PA      | $62586.26     | 0.02%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  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        |     193738 | PA      | $20346.28     | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FEDERAL NATIONAL MORTGAGE ASSN PFD SER S 8.25% PERPETUAL NON-CUM                       | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     223000 | NS      | $521820.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                      | BRITISH COLUMBIA (PROVINCE OF) CP 1/23/2023                                            | CUSIP: 11070KNP8<br>LEI: 54930058TO7MEKUHWL16 | Long             | STIV             | CORP              | CA        |    2560000 | PA      | $2552678.40   | 0.69%             | 2023-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                               | KFW 4(2) CP 1/27/2023                                                                  | CUSIP: 48246UNT9<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |    4500000 | PA      | $4484889.00   | 1.22%             | 2023-01-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                       | TORONTO-DOMINION 4(2) CP 1/27/2023                                                     | CUSIP: 89119BNT9<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    5000000 | PA      | $4983280.00   | 1.35%             | 2023-01-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                 | GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52                                          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $56909.28     | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                 | OH TURNPIKE INFRASTR JR LIEN TAXABLE 20A SF 3.216% 02-15-48                            | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $71491.40     | 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        |       8468 | NS      | $2100995.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                               | GENERAL ELECTRIC CO                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      39535 | NS      | $3312637.65   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                               | GILEAD SCIENCES INC                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      30992 | NS      | $2660663.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                 | GENERAL MOTORS COMPANY                                                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      27725 | NS      | $932669.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC CL C                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       7907 | NS      | $701588.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC CL A                                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      19243 | NS      | $1697809.89   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                                             | GREAT WEST LIFECO INC                                                                  | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      17334 | NS      | $400704.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                     | HDFC BANK LTD ADR                                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      25988 | NS      | $1777839.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                     | HDFC BANK LTD                                                                          | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      79465 | NS      | $1564294.23   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                       | HEINEKEN NV                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       7506 | NS      | $705200.57    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                       | HONEYWELL INTERNATIONAL INC                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       6585 | NS      | $1411165.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                        | HUMANA INC                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       1166 | NS      | $597213.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                                      | IBERDROLA SA (BEARER)                                                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      77458 | NS      | $906065.19    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                            | INTERNATIONAL FLAVORS & FRAGRANCES INC                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       2739 | NS      | $287156.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                 | INTERCONTINENTAL HOTELS GROUP PLC                                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      12297 | NS      | $707799.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                               | IMPERIAL BRANDS PLC                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      95936 | NS      | $2396920.25   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      98239 | NS      | $1198556.54   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LTD                                                           | ITC LTD                                                                                | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |     838927 | NS      | $3362701.72   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       5371 | NS      | $720251.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                      | KBC GROUP NV                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      11130 | NS      | $714627.16    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                                           | KOTAK MAHINDRA BANK LTD                                                                | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |      78279 | NS      | $1722305.49   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                         | L3HARRIS TECHNOLOGIES INC                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       9073 | NS      | $1889089.33   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                         | LINDE PLC                                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |       6504 | NS      | $2121474.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LUFAX HOLDING LTD                                                 | LUFAX HOLDING LTD ADR                                                                  | CUSIP: 54975P102<br>LEI: 254900TYH7RTK8E9NH16 | Long             | EC               | CORP              | CN        |      47602 | NS      | $92347.88     | 0.03%             |  |  |  | No            |                  1 | 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        |       2423 | NS      | $1760176.83   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUD FWD SALE TO JPY 1/20/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $14928.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUD FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7375.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRL FWD SALE TO USD NDF 1/23/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-6340.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CNH FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $21329.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COP FWD SALE TO USD NDF 1/13/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $3015.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CAD FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1671.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CAD FWD PUR FROM USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $8144.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CLP FWD SALE TO USD NDF 1/23/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5370.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CAD FWD SALE TO USD 1/12/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-302.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | DKK FWD SALE TO EUR 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-627.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $16962.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR FWD PUR FROM USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $74024.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR FWD SALE TO USD 1/12/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-21948.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1091.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2059.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $85064.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $33525.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $45719.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $20211.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $18011.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $35565.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $13857.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $133066.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | JPY FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $24527.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | KRW FWD PUR FROM USD NDF 2/28/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $15627.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | KRW FWD PUR FROM USD NDF 3/6/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $9447.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | KRW FWD SALE TO USD NDF 1/9/2023                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-23216.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | KRW FWD PUR FROM USD NDF 1/9/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $62651.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MXN FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-5129.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MXN FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-7900.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | MYR FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2848.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NZD FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-534.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NZD FWD PUR FROM USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1075.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PLN FWD PUR FROM USD 2/2/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-26330.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PLN FWD PUR FROM USD 2/2/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $47119.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PLN FWD SALE TO USD 2/2/2023                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-21458.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PLN FWD SALE TO USD 2/2/2023                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-16714.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SEK FWD PUR FROM USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-631.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                     | MEDTRONIC PLC                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      11261 | NS      | $875204.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC CL A                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       4089 | NS      | $492070.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      41043 | NS      | $4103916.57   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                             | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $7812.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                  | ALTRIA GROUP INC                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      14317 | NS      | $654430.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                                        | MERCK KGAA                                                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       8165 | NS      | $1581236.21   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                                            | MELROSE INDUSTRIES PLC                                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |     141781 | NS      | $230495.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      31123 | NS      | $7463917.86   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | MICRON TECHNOLOGY INC                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      44625 | NS      | $2230357.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                     | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                          | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       1931 | NS      | $627891.59    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX GBP 2.42% 05-05-23/05-05-24 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-159062.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX GBP 2.495% 05-05-23/05-05-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-76904.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX GBP 2.9588% 06-09-23/06-09-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-83471.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX GBP 5.6325% 09-25-23/09-25-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-87518.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11571.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-32279.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.6175% 07-01-21/06-25-26 CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-31394.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.585% 07-01-21/06-25-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-9619.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.59% 07-01-21/06-25-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7384.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IRS RECFIX MXN 6.58% 07-01-21/06-25-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-41895.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst